Anchorage Capital Europe CLO DAC (ANCHE) 11

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
Tnn	ESL	48.800	-	-	IE	ZQ	-	-	-	-	-	-	-	-	-	Retained
G	TLW	14.000	-	-	LL-	PP-	-	-	Rvqpvhxg	3rNz	-	-	575	3mCy+575	-	501.00000
Z	HGL	45.000	-	-	T-	E-	-	-	Ykkazxee	3qTx	-	-	880	3oUu+862	-	85.60000
Q	GQI	34.000	-	-	DDD-	GGG-	-	-	Zsouervu	3bEi	-	-	330	3rIs+330	-	966.00000
J	PSB	99.000	-	-	F	O	-	-	Gbhawfvp	3tBx	-	-	240	3fHx+240	-	350.00000
I	FTG	26.000	-	-	UU	AA	-	-	Iaappajs	3gUy	-	-	190	3aMx+190	-	353.00000
U	YCU	797.000	-	-	LLL	NNN	-	-	Dswmfzlr	3iZo	-	-	138	3iCr+138	-	534.00000

Tranche Comments

U: First Pay: 2026-01-23; Redemption: 2027-07-23; Registration: 144C/Fca J; I: First Pay: 2026-01-23; Redemption: 2027-07-23; Registration: 144H/Xys T; J: First Pay: 2026-01-23; Redemption: 2027-07-23; Registration: 144W/Ona G; Q: First Pay: 2026-01-23; Redemption: 2027-07-23; Registration: 144L/Qxu Q; G: First Pay: 2026-01-23; Redemption: 2027-07-23; Registration: 144C/Jqf X; Z: First Pay: 2026-01-23; Redemption: 2027-07-23; Registration: 144W/Kuv F; Tnn: First Pay: 2026-01-23; Redemption: 2027-07-23; Registration: 144I/Mmd P;

Deal Comments

Eww-Zctt Xljgwuy 2.00

Risk Retention

PC/CX - Gzxkyxfx

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2016

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 16, 2026