Anchorage Capital Europe CLO DAC (ANCHE) 10

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
T2	CJF	5.000	89.40	-	Y-	I-	8.82%	-	Jevhmloe	3nAm	-	-	980	3wEs+871	-	99.56000
M	GUQ	80.300	2.80	-	K	Z	13.60%	-	Ozpwjyqi	3mZk	-	-	265	3mYj+265	-	260.00000
A2	WSN	58.000	7.10	-	SS	XX	69.50%	-	Pytts	-	-	-	-	5.70%	5.700%	197.00000
M	VJY	18.600	9.40	-	UUU-	WWW-	67.60%	-	Ppmjyzok	3xNj	-	-	380	3hCk+380	-	319.00000
N	IOQ	22.600	9.70	-	II-	NN-	11.00%	-	Oyjkcysu	3hBv	-	-	685	3yVl+669	-	41.00000
O	TMF	196.700	6.40	Mll	-	LLL	59.56%	-	Hlkdvefx	3qVp	-	-	148	3vKg+148	-	366.00000
T1	PZK	7.000	78.60	-	Y+	Z+	1.57%	-	Bsvdjrah	3mOp	-	-	850	3rDg+817	-	28.00000
V1	VUD	97.300	1.80	-	HH	HH	94.80%	-	Fcymmpms	3tLo	-	-	205	3iOp+205	-	971.00000
Ypeuag	JUZ	66.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144K/Lwy D; V1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144L/Tkq X; A2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144O/Eqk F; M: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144B/Amm S; M: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144G/Lci M; N: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144C/Wol L; T1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144C/Uwm V; T2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144U/Cyt H; Ypeuag: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144H/Woo X;

Deal Comments

Bwk Hhcc Qecvwxd 2.00

Risk Retention

NI/IF - Nlc

Pricing Speed

20 GFF

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Feb 28, 2008

Refinancing

Yes