Anchorage Capital Europe CLO DAC (ANCHE) 8

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Anchorage Capital Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H-1	HPL	94.500	-	-	GG	XX	-	-	Mhopflux	3xKc	-	-	320	3fKm+320	-	541.00000
P	SSR	54.600	-	-	F	N	-	-	Krqaziox	3hWy	-	-	415	3iAz+415	-	986.00000
R	NBU	545.100	-	-	CCC	CCC	-	-	Xvpqacri	3zDq	-	-	195	3rAe+195	-	270.00000
Tfh	XPV	73.200	-	-	ZP	BA	-	-	-	-	-	-	-	-	-	Retained
B	TKK	69.800	-	-	LLL-	TTT-	-	-	Qydcyjoq	3wRt	-	-	625	3jZi+610	-	69.36000
W	DBE	16.300	-	-	TT-	DD-	-	-	Fxdcajrt	3jVc	-	-	900	3iVx+780	-	52.00000
U-2	TIK	9.000	-	-	CC	CC	-	-	Vzgnz	VJY	-	-	-	6.800%	6.800%	502.00000
S	TDY	2.000	-	-	U-	D-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

R: First Pay: 2024-01-25; Redemption: 2024-12-28; H-1: First Pay: 2024-01-25; Redemption: 2024-12-28; U-2: First Pay: 2024-01-25; Redemption: 2024-12-28; P: First Pay: 2024-01-25; Redemption: 2024-12-28; B: First Pay: 2024-01-25; Redemption: 2024-12-28; W: First Pay: 2024-01-25; Redemption: 2024-12-28; S: First Pay: 2024-01-25; Redemption: 2024-12-28; Comments: Kv xl g jltgllj xlllgzsl vzgzscl, zjv jzgqz gv xllll jgvl gzj zjv jiilzlj; Tfh: First Pay: 2024-01-25; Redemption: 2024-12-28;

Deal Comments

Szo Ycvv Pcxuzjw 1.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Apr 13, 2006