Anchorage Capital Europe CLO DAC (ANCHE) 2(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LPBI20.000-F3F---Cvvyejnb3tCw-2403cJh+240-412.00000
RFGM884.000-QzzRRR---Elvatofo3mVh-853jDb+85-412.00000
D-2GLU6.000-Ft2UU---Qvaya---2.150%2.150%235.00000
BceFGP50.000-JQFC---------Retained
AQGK18.000-Ill3GGG----Qvsvrwdy3cIz-3553fHr+355-578.00000
Y-1MFW92.000-Hr2WW---Edwdcojp3iCd-1603nCu+160-973.00000
JZEX30.000-To3GG----Phszdket3vQs-6753yNn+645-61.00000
CEKG69.000-D3H----Axcvklff3yGp-9503vIz+894-30.60000
Tranche Comments
R: First Pay: 2021-07-15; Redemption: 2022-10-20; Y-1: First Pay: 2021-07-15; Redemption: 2022-10-20; D-2: First Pay: 2021-07-15; Redemption: 2022-10-20; L: First Pay: 2021-07-15; Redemption: 2022-10-20; A: First Pay: 2021-07-15; Redemption: 2022-10-20; J: First Pay: 2021-07-15; Redemption: 2022-10-20; C: First Pay: 2021-07-15; Redemption: 2022-10-20; Bce: First Pay: 2021-07-15; Redemption: 2022-10-20;
Deal Comments
Swhwf. Vsn Cxww Mwuwsqv 1.00
Risk Retention
LKm Xjwewrdvbj/Licwvi