Anchorage Capital Europe CLO DAC (ANCHE) 10

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M1BGR32.9007.40-NNHH81.30%-Vypcxdie3kKw-2053xYx+205-809.00000
OTOD436.1009.50Tdd-BBB30.47%-Nkcrtfhp3qIu-1483vYb+148-911.00000
YQYL67.2009.30-YP54.70%-Lrlphjam3nZb-2653wNj+265-580.00000
TDLA34.5002.80-DDD-III-10.30%-Jjywqdkl3nNk-3803hNc+380-254.00000
S2SKA3.00016.90-O-H-7.93%-Awcbeqkm3jYd-9803zUv+871-56.51000
YTAO56.7007.60-RR-UU-68.00%-Frvqhknz3pMe-6853iQd+669-31.00000
E1GEY2.00085.30-M+G+3.70%-Ohwardwm3fPo-8503kJj+817-57.00000
WxpctmLDK91.300------------Retained
P2KPT26.0009.40-MMCC54.50%-Wmzbh---5.70%5.700%529.00000
Tranche Comments
O: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144X/Imy T; M1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144I/Amy W; P2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144Q/Gkj K; Y: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144M/Fpd U; T: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144V/Yev I; Y: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144J/Hcn T; E1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144A/Iif A; S2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144H/Bod P; Wxpctm: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144F/Okl R;
Deal Comments
Mvb Fwww Ymesvgd 2.00
Risk Retention
QZ/ZL - Nmz
Pricing Speed
20 NVG
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Sep 8, 2009
WAL Test Period (YRS)
2

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan