Anchorage Capital Europe CLO DAC (ANCHE) 5

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QPEB454.800-Kvv-NNN--Bksqabbg3yJl-1023xVn+102-782.00000
NHAY28.900-C3-O---Xmclkvpx3sOv-9103yTm+865-41.00000
DIOJ64.900-E2-Y--Orfqhftu3tDh-2153mTy+215-708.00000
XwyFLH36.600-PN-JM--------Retained
F-2IAA79.200-Ks2-AA--AzhstJIC--2.000%2.000%540.00000
BYJM81.400-Vrr3-XXX---Avucuibe3hOg-3203eGn+320-685.00000
MHZK71.100-Ru3-DD---Urjwpvum3xJo-6303eWq+609-61.40000
K-1NOJ92.600-Wo2-YY--Chcaaveu3aAw-1703dHf+170-480.00000
Tranche Comments
Q: First Pay: 2022-04-15; Redemption: 2023-05-18; K-1: First Pay: 2022-04-15; Redemption: 2023-05-18; F-2: First Pay: 2022-04-15; Redemption: 2023-05-18; D: First Pay: 2022-04-15; Redemption: 2023-05-18; B: First Pay: 2022-04-15; Redemption: 2023-05-18; M: First Pay: 2022-04-15; Redemption: 2023-05-18; N: First Pay: 2022-04-15; Redemption: 2023-05-18; Xwy: First Pay: 2022-04-15; Redemption: 2023-05-18;
Deal Comments
Vbv Jbss Fxfqbbi 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 21, 2004
WAL Test Period (YRS)
2
WAL Test Period End Date
Jul 31, 2002

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan