Anchorage Capital CLO (ANCHC) 24(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-QULM9.4001.80Puu------VvbjtbhgJMIZ-120MOXV+120--
H-1-WYVH891.9406.30Svv------VwksusqyGGJE-143KMKP+143--
W-CIGY22.75581.50--ZZ-----VtcqhbrtSVXJ-740WCOL+740--
T-2-JIQS66.0001.80--U----Lyigt---5.78%--
G-TFJC40.2002.50--AA----ShmsehvuDTNV-185ZTSP+185--
B-1a-HLQP74.0008.80--ZZZ-----JhbkbvfdECXD-346JXUH+346--
T-1v-UJQA40.0004.90--EEE-----Evrmc---7.09%--
B-2-YRZM2.8002.60--WWW-----Icxor---8.24%--
O-2-DALE80.0008.50--NNN----ArpzmlprXXNR-165AGPL+165--
A-1-UXFR87.0009.70--U----ScetqtsfZVZW-230CVVP+230--
LlpBAV58.000--------------Retained
Edd KfzZXY36.300--------------Retained
Tranche Comments
Q-Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Naz G; H-1-W: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Zue E; O-2-D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Qjl O; G-T: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Plb W; A-1-U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Qiu P; T-2-J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Lqb M; B-1a-H: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Llq W; T-1v-U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Tap J; B-2-Y: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Iiq K; W-C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Drn U; Edd Kfz: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Tog V; Llp: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Inz M;
Deal Comments
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Pricing Speed
20 DLH
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 3, 2008
WAL Test Period (YRS)
7
WAL Test Period End Date
May 26, 2006

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