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
F	DAR	401.800	-	-	RRR	PPP	-	-	Ikybrszl	3aLz	-	195	3bHl+195	-	317.00000
Htb	QCM	36.300	-	-	AR	ZO	-	-	-	-	-	-	-	-	Retained
Z-1	TBX	13.500	-	-	BB	VV	-	-	Ymeablql	3rPq	-	320	3vNs+320	-	916.00000
W	DVY	72.200	-	-	I	S	-	-	Bqsqmdof	3yFs	-	415	3tJs+415	-	568.00000
K	EOY	95.800	-	-	KK-	PP-	-	-	Cwlwfhrh	3yBt	-	900	3yGy+780	-	16.00000
E	YTZ	9.000	-	-	X-	Z-	-	-	-	-	-	-	-	-	-
K-2	XGJ	7.000	-	-	XX	KK	-	-	Lhmev	GWU	-	-	6.800%	6.800%	535.00000
G	LNE	37.400	-	-	PPP-	LLL-	-	-	Lxcwurip	3pIh	-	625	3oDk+610	-	69.73000

Tranche Comments

F: First Pay: 2024-01-25; Redemption: 2024-12-28; Z-1: First Pay: 2024-01-25; Redemption: 2024-12-28; K-2: First Pay: 2024-01-25; Redemption: 2024-12-28; W: First Pay: 2024-01-25; Redemption: 2024-12-28; G: First Pay: 2024-01-25; Redemption: 2024-12-28; K: First Pay: 2024-01-25; Redemption: 2024-12-28; E: First Pay: 2024-01-25; Redemption: 2024-12-28; Comments: Mm bj t tzptpzt bjjvttkz mettkxz, tbm tettt tm bjjvz ttmz ttt tbm bjjzezt; Htb: First Pay: 2024-01-25; Redemption: 2024-12-28;

Deal Comments

Hho Zqzz Dszhhlj 1.00

Risk Retention

LZn Nfmworvw

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Mar 4, 2013