Anchorage Capital Europe CLO DAC (ANCHE) 5

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CODQ54.800-Ep3-SS---Ckuqkjln3kGs-6303bRu+609-40.80000
AMLV625.300-Zyy-OOO--Mekdhyhi3mEg-1023cSu+102-541.00000
O-1JMG97.800-Pf2-FF--Zjbdxfwo3vPh-1703sXu+170-361.00000
P-2BAE76.700-Ok2-VV--PjaerOAB--2.000%2.000%397.00000
ISUH24.400-Bgg3-NNN---Fjmvccez3jWf-3203mKk+320-245.00000
GDNA15.400-T3-N---Huiydexi3tBj-9103zNn+865-56.00000
IflVZY84.400-ER-PO--------Retained
XMGT27.500-A2-Z--Scdchdnd3bPg-2153fVu+215-739.00000
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-05-18; O-1: First Pay: 2022-04-15; Redemption: 2023-05-18; P-2: First Pay: 2022-04-15; Redemption: 2023-05-18; X: First Pay: 2022-04-15; Redemption: 2023-05-18; I: First Pay: 2022-04-15; Redemption: 2023-05-18; C: First Pay: 2022-04-15; Redemption: 2023-05-18; G: First Pay: 2022-04-15; Redemption: 2023-05-18; Ifl: First Pay: 2022-04-15; Redemption: 2023-05-18;
Deal Comments
Nub Mell Pyreucq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 25, 2000
WAL Test Period (YRS)
3
WAL Test Period End Date
May 25, 2001