Anchorage Capital Europe CLO DAC (ANCHE) 10

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WEAV94.6004.70-EEE-RRR-71.30%-Vrbhdxov3qOz-3803pFp+380-777.00000
DTGP43.1003.30-AA-SS-84.00%-Hmjeuwbp3iFz-6853hGh+669-87.00000
P2KQT5.00062.70-X-H-4.29%-Tchozoeg3nVb-9803iRv+871-10.52000
KgzlfxNAT32.200------------Retained
AKVP188.7009.90Tbb-MMM47.58%-Eshuvzrh3kEk-1483kYd+148-898.00000
BIAY73.3008.30-AG83.20%-Ksxehflt3sXl-2653hCf+265-397.00000
C2IHF30.0004.60-NNHH46.60%-Yfill---5.70%5.700%311.00000
O1WPC25.3004.10-CCTT87.20%-Cpubathn3xFe-2053iOr+205-793.00000
C1AKS9.00040.70-L+Q+9.58%-Pczjkjdv3rLe-8503eJi+817-50.00000
Tranche Comments
A: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144K/Ako Q; O1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144F/Xlq F; C2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144O/Kwh V; B: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144J/Zwq N; W: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144I/Vco R; D: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144X/Pkd K; C1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144H/Ltq K; P2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144Y/Fif T; Kgzlfx: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144Z/Ptk L;
Deal Comments
Fmj Yzkk Cphomli 2.00
Risk Retention
XB/BQ - Sid
Pricing Speed
20 MXE
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Dec 22, 2006
WAL Test Period (YRS)
5