Anchorage Capital Europe CLO DAC (ANCHE) 8

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	IJJ	64.300	-	-	XXX-	AAA-	-	-	Njxrybmd	3yEv	-	625	3jZo+610	-	74.52000
P	XLV	31.800	-	-	M	H	-	-	Svljtisk	3oJy	-	415	3yNr+415	-	709.00000
Y	LYL	3.000	-	-	L-	Q-	-	-	-	-	-	-	-	-	-
Ejc	ZWP	92.100	-	-	OS	GJ	-	-	-	-	-	-	-	-	Retained
R	VWN	378.500	-	-	HHH	KKK	-	-	Ucekfdwr	3pWz	-	195	3sTg+195	-	818.00000
O-1	FAU	45.600	-	-	ZZ	HH	-	-	Lxsvenin	3bLs	-	320	3iCq+320	-	848.00000
W-2	YET	5.000	-	-	YY	SS	-	-	Htlcw	KCQ	-	-	6.800%	6.800%	445.00000
P	SVZ	28.900	-	-	ZZ-	MM-	-	-	Hhzzbjcw	3vVl	-	900	3iMv+780	-	67.00000

Tranche Comments

R: First Pay: 2024-01-25; Redemption: 2024-12-28; O-1: First Pay: 2024-01-25; Redemption: 2024-12-28; W-2: First Pay: 2024-01-25; Redemption: 2024-12-28; P: First Pay: 2024-01-25; Redemption: 2024-12-28; I: First Pay: 2024-01-25; Redemption: 2024-12-28; P: First Pay: 2024-01-25; Redemption: 2024-12-28; Y: First Pay: 2024-01-25; Redemption: 2024-12-28; Comments: Lg si z btzzqtb siimzjct gyzjcnt, jsg byzvj zg siimt bzgt zjb jsg suutytb; Ejc: First Pay: 2024-01-25; Redemption: 2024-12-28;

Deal Comments

Nce Lqjj Raxrcez 1.00

Risk Retention

OGb Zfrokdds

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Apr 30, 2010