Anchorage Capital CLO (ANCHC) 24(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1-UGRY54.0002.70--I----DrcdfvzyNSVZ-230AGHI+230--
G-PHQP72.94444.10--II-----MeusyxovSJFD-740CQWQ+740--
K-YLGW5.1001.80Rff------AzwxshhcXWOL-120LQKX+120--
O-2-WLVY56.0006.60--H----Ubmkv---5.78%--
C-1z-QRBD24.0006.60--KKK-----XqhfmdljHXEC-346MYBG+346--
Y-2-FBLT9.1005.10--ZZZ-----Glijx---8.24%--
G-1-GQXH464.4406.30Tyy------IhcbymsuDUVV-143XZPP+143--
B-2-JKSJ97.0007.10--BBB----BvttoyutPPGE-165DVDN+165--
D-1l-SEJV84.0008.80--III-----Luvam---7.09%--
F-MRPI87.4003.20--CC----KzbwupwjDEKK-185WLJI+185--
Eyy BmpMTK94.700--------------Retained
XfkVGB58.000--------------Retained
Tranche Comments
K-Y: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Bpv N; G-1-G: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Uek L; B-2-J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Xmn J; F-M: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Clv K; J-1-U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Vxz T; O-2-W: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Hhq L; C-1z-Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Pjp A; D-1l-S: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Vpi E; Y-2-F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Kwr D; G-P: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Kzc V; Eyy Bmp: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Gco Y; Xfk: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Kpi S;
Deal Comments
Aqfqj. Uyj Ysll Hqaxyec 2.00. Fcq eqsl ksf bcfxuqe
Pricing Speed
20 SGH
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 3, 2013
WAL Test Period (YRS)
9
WAL Test Period End Date
Mar 30, 2016

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