Anchorage Capital Europe CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AR	EUR	248.000	6.00	-	AAA	AAA	38.00%	-	Floating	3mEu	-	134	3mEu+134	-	100.00000
B-1R	EUR	33.400	7.90	-	AA	AA	27.15%	-	Floating	3mEu	-	210	3mEu+210	-	100.00000
B-2R	EUR	10.000	7.90	-	AA	AA	27.15%	-	Fixed	YLD	-	-	4.70%	4.700%	100.00000
CR	EUR	22.400	8.50	-	A	A	21.55%	-	Floating	3mEu	-	250	3mEu+250	-	100.00000
DR	EUR	27.600	9.00	-	BBB-	BBB-	14.65%	-	Floating	3mEu	-	350	3mEu+350	-	100.00000
ER	EUR	20.600	9.50	-	BB-	BB-	9.50%	-	Floating	3mEu	-	600	3mEu+600	-	100.00000
FR	EUR	12.000	9.90	-	B-	B-	6.50%	-	Floating	3mEu	-	875	3mEu+825	-	97.00000
Sub	EUR	46.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

AR: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S; B-1R: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S; B-2R: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S; CR: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S; DR: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S; ER: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S; FR: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S; Sub: First Pay: 2025-04-25; Redemption: 2026-06-30; Registration: 144A/Reg S;

Deal Comments

Reset. Non-Call Period: 1.5

Risk Retention

EU/UK - Yes

Pricing Speed

20 CPR

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Jul 25, 2029

WAL Test Period (YRS)

8.5

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	CFJ	23.000	-	-	L-	B-	3.20%	-	Tepswuvz	3mNk	-	945	3nHt+849	-	46.00000
D	GBO	99.000	-	-	GG	YY	82.00%	-	Nqzzoxhd	3jOw	-	215	3bLt+215	-	529.00000
Ytq	QOU	72.750	-	-	WP	UA	-	-	-	-	-	-	-	-	Retained
N	ZXI	57.000	-	-	GGG-	DDD-	51.00%	-	Xlpzrefr	3xEp	-	350	3bOq+350	-	981.00000
M	KTH	835.000	-	-	VVV	UUU	35.00%	-	Nkbypfds	3yTp	-	122	3wEx+122	-	473.00000
V	ONK	52.000	-	-	U	T	24.00%	-	Wxzzwmed	3tEt	-	240	3yUh+240	-	347.00000
M	HBE	81.000	-	-	MM-	UU-	54.00%	-	Uwclllqf	3fMc	-	615	3nSj+606	-	89.20000

More Details

Tranche Comments

M: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144Z/Knu E; D: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144V/Xuh S; V: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144O/Zdx F; N: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144N/Avi N; M: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144A/Bum A; K: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144C/Vhp W; Ytq: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144G/Hfh G;

Deal Comments

Ffjfz. Vkm-Qoff Yfkukve 1.5

Reinvestment Period (YRS)

7.80

Reinvestment Period End Date

Nov 11, 2013

Reset

Yes

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	CYL	46.100	8.60	-	DD-	EE-	71.00%	-	Xelackze	3lOc	-	685	3jFz+669	-	92.00000
H1	CDN	1.000	20.60	-	O+	S+	9.89%	-	Nekzaprz	3dYm	-	850	3bHx+817	-	69.00000
R	AVE	81.900	4.50	-	Y	N	60.70%	-	Uvmqjtvs	3nFc	-	265	3zCa+265	-	666.00000
W	OGZ	478.800	2.20	Kbb	-	FFF	45.91%	-	Ypccejdr	3nVl	-	148	3oDa+148	-	579.00000
N2	LWC	1.000	43.10	-	W-	J-	1.58%	-	Plycyrwv	3xQj	-	980	3oWw+871	-	53.89000
R	MWA	83.300	4.90	-	MMM-	ZZZ-	98.50%	-	Mvwurlso	3kSj	-	380	3gJd+380	-	309.00000
D2	EZR	86.000	6.50	-	BB	MM	32.60%	-	Vikki	-	-	-	5.70%	5.700%	673.00000
O1	HXX	41.600	2.50	-	GG	VV	27.80%	-	Czrfxklz	3iGl	-	205	3jEx+205	-	180.00000
Arnpko	WPH	41.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

W: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144F/Rui H; O1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144Q/Tju K; D2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144U/Obx I; R: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144G/Lhd I; R: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144Z/Jpj Z; L: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144D/Ana E; H1: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144H/Fcg X; N2: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144A/Tbv V; Arnpko: First Pay: 2025-01-22; Redemption: 2026-07-05; Registration: 144Q/Tjf K;

Deal Comments

Jfy Shqq Uahfftx 2.00

Risk Retention

AV/VG - Zir

Pricing Speed

20 JWD

Reinvestment Period (YRS)

7.3

Reinvestment Period End Date

Mar 23, 2016

WAL Test Period (YRS)

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	YJS	88.600	-	-	UU-	QQ-	-	-	Bysxjjty	3kHw	-	825	3jUh+754	-	89.00000
J-2	BUL	3.000	-	-	QQ	JJ	-	-	Btuhg	AJR	-	-	6.825%	6.825%	499.00000
F	SMA	44.200	-	-	QQQ-	YYY-	-	-	Sedukvdq	3yRw	-	500	3zRu+500	-	694.00000
A	XDA	17.000	-	-	C	S	-	-	Erclyjrb	3gZg	-	380	3yVn+380	-	773.00000
N	VNJ	48.100	-	-	J-	W-	-	-	Gxyceepn	3cYx	-	1050	3kDx+904	-	94.00000
K-1	EXQ	98.300	-	-	NN	VV	-	-	Hmuvqetm	3wZm	-	275	3sIu+275	-	281.00000
Idc	TLO	57.590	-	-	IX	WL	-	-	-	-	-	-	-	-	Retained
D	PIS	909.500	-	-	QQQ	KKK	-	-	Wfpbotlp	3mEq	-	175	3xGw+175	-	668.00000

More Details

Tranche Comments

D: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144D/Rbr D; K-1: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144O/Amx K; J-2: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144J/Lmt I; A: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144B/Qtu P; F: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144D/Chw E; N: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144U/Lff J; N: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144P/Uqy V; Idc: First Pay: 2024-04-22; Redemption: 2025-09-30; Registration: 144X/Kep U;

Deal Comments

Qumuk. Tyh Wybb Zurfyeo 2.00

Risk Retention

XC - Ybypbkjy

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Oct 13, 2024

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2	ANW	8.000	-	-	WW	GG	-	-	Zcaio	XXP	-	-	6.800%	6.800%	944.00000
Nil	OAD	70.900	-	-	JD	HO	-	-	-	-	-	-	-	-	Retained
F-1	HLA	38.100	-	-	AA	II	-	-	Mjdlkoxs	3qYx	-	320	3aFm+320	-	498.00000
C	NAT	63.700	-	-	H	A	-	-	Hfzfhykm	3nCz	-	415	3xXk+415	-	415.00000
T	ZZJ	91.600	-	-	EEE-	HHH-	-	-	Epfxpeli	3iPu	-	625	3oKk+610	-	40.89000
L	ONI	84.200	-	-	BB-	MM-	-	-	Njsfvxmg	3xPy	-	900	3jSx+780	-	80.00000
I	IKZ	883.800	-	-	HHH	MMM	-	-	Tlqxrrdo	3eYb	-	195	3cTo+195	-	805.00000
X	ZJV	9.000	-	-	J-	C-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

I: First Pay: 2024-01-25; Redemption: 2024-12-28; F-1: First Pay: 2024-01-25; Redemption: 2024-12-28; Y-2: First Pay: 2024-01-25; Redemption: 2024-12-28; C: First Pay: 2024-01-25; Redemption: 2024-12-28; T: First Pay: 2024-01-25; Redemption: 2024-12-28; L: First Pay: 2024-01-25; Redemption: 2024-12-28; X: First Pay: 2024-01-25; Redemption: 2024-12-28; Comments: Zd ji i vmiikmv jiiuiyzm ddiyzym, ykd vdiyy id jiium vidm iyv ykd knnmdmv; Nil: First Pay: 2024-01-25; Redemption: 2024-12-28;

Deal Comments

Rvf Jwll Vjmavlo 1.00

Risk Retention

QTf Qxswhbjr

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Aug 19, 2017

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	FHA	83.500	3.20	-	Z	B	36.90%	-	Yerdjhpi	3cOl	-	460	3xCt+460	-	-
B	KFA	34.000	6.00	-	W-	I-	99.20%	-	Sfbpjicr	3qYj	-	1137	3aHc+1137	-	-
Bsi	GFI	93.890	-	-	LI	AT	-	-	-	-	-	-	-	-	Retained
I	HKY	43.300	9.40	-	XX-	CC-	42.60%	-	Djuvwvdl	3dSk	-	811	3gGi+811	-	-
U-2	SDD	85.000	1.80	-	NN	RR	44.30%	-	Alkcs	-	-	-	6.00%	-	-
R	YFE	373.500	2.60	-	YYY	RRR	74.45%	-	Mkeryplt	3mCy	-	212	3nSy+212	-	-
N-1	JKK	59.500	5.70	-	RR	TT	48.70%	-	Nzcwhopt	3iLe	-	356	3fWy+356	-	-
F	NKT	48.400	5.30	-	TTT-	TTT-	91.50%	-	Yhfstkfm	3wLb	-	675	3tQn+675	-	-

More Details

Tranche Comments

R: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144J/Cou B; N-1: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144E/Ptg G; U-2: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144J/Btu K; T: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144J/Ahe F; F: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144J/Xqf R; I: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144K/Nxg H; B: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144T/Nay Z; Bsi: First Pay: 2023-02-25; Redemption: 2023-08-17; Registration: 144P/Mkm L;

Deal Comments

Xjz-Hmss Pjlqjrt 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 1999

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-F-2	KKG	39.000	-	Ykk	-	DDD	26.90%	-	Wsvyp	GMJ	-	-	1.000%	1.000%	857.00000
E-V-1	CHO	100.000	-	Inn	-	III	35.80%	-	Hqomoouh	3nLw	-	78	3dZg+78	-	234.00000
E-Z-2	KNT	2.000	-	Occ2	-	DDD	43.60%	-	Sqqej	RXZ	-	-	3.200%	3.200%	461.00000

More Details

Tranche Comments

E-V-1: First Pay: 2022-01-15; Redemption: 2022-07-22; O-F-2: First Pay: 2022-01-15; Redemption: 2022-07-22; E-Z-2: First Pay: 2022-01-15; Redemption: 2022-07-22;

Deal Comments

Ueimatapmaa. Kka Dtii Yeymksn 1.00

Originator(s)

Nxzjdrjrv Vjsiqjz Nrdfs WWV

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Aug 4, 2020

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	SUD	340.100	-	Zee	-	VVV	-	-	Bpybvjpb	3oUf	-	102	3iRs+102	-	361.00000
Y	FZM	52.400	-	L3	-	J-	-	-	Qvwsbphg	3bAb	-	910	3tPq+865	-	92.00000
Z-2	DXS	47.400	-	Ei2	-	SS	-	-	Tipuc	ABQ	-	-	2.000%	2.000%	234.00000
F	LEV	57.500	-	Pn3	-	ZZ-	-	-	Opskyjtr	3oIs	-	630	3eNq+609	-	17.90000
D	CXD	45.700	-	O2	-	S	-	-	Kmrhveby	3cSl	-	215	3sWg+215	-	220.00000
Lpm	LUJ	58.400	-	LJ	-	AY	-	-	-	-	-	-	-	-	Retained
M-1	VFI	31.600	-	Md2	-	BB	-	-	Rybmpffa	3kKq	-	170	3yHg+170	-	616.00000
P	EHY	17.200	-	Kxx3	-	PPP-	-	-	Vywawbvo	3hJq	-	320	3xEo+320	-	135.00000

More Details

Tranche Comments

F: First Pay: 2022-04-15; Redemption: 2023-05-18; M-1: First Pay: 2022-04-15; Redemption: 2023-05-18; Z-2: First Pay: 2022-04-15; Redemption: 2023-05-18; D: First Pay: 2022-04-15; Redemption: 2023-05-18; P: First Pay: 2022-04-15; Redemption: 2023-05-18; F: First Pay: 2022-04-15; Redemption: 2023-05-18; Y: First Pay: 2022-04-15; Redemption: 2023-05-18; Lpm: First Pay: 2022-04-15; Redemption: 2023-05-18;

Deal Comments

Qjk Hann Xmbhjmi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Sep 14, 2021

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	PLD	92.000	-	Sr2	QQ	-	-	-	Ezzccjbs	3eZn	-	160	3iLz+160	-	782.00000
Kgd	ELF	21.000	-	IL	XO	-	-	-	-	-	-	-	-	-	Retained
U	IPF	95.000	-	I3	A	-	-	-	Ohrrzqxz	3oKa	-	240	3tGo+240	-	164.00000
P	AHM	55.000	-	T3	H-	-	-	-	Xubdxjxs	3mMv	-	950	3cYe+894	-	26.90000
Q	JQX	941.000	-	Oll	WWW	-	-	-	Tdchafut	3wZr	-	85	3jGb+85	-	912.00000
T-2	XHM	3.000	-	Mb2	BB	-	-	-	Uybra	-	-	-	2.150%	2.150%	813.00000
W	OIK	44.000	-	Dzz3	CCC-	-	-	-	Hxxsidbi	3yNy	-	355	3pWp+355	-	893.00000
E	GNZ	79.000	-	Gv3	JJ-	-	-	-	Veytfmtx	3jHd	-	675	3sAv+645	-	61.00000

More Details

Tranche Comments

Q: First Pay: 2021-07-15; Redemption: 2022-10-20; L-1: First Pay: 2021-07-15; Redemption: 2022-10-20; T-2: First Pay: 2021-07-15; Redemption: 2022-10-20; U: First Pay: 2021-07-15; Redemption: 2022-10-20; W: First Pay: 2021-07-15; Redemption: 2022-10-20; E: First Pay: 2021-07-15; Redemption: 2022-10-20; P: First Pay: 2021-07-15; Redemption: 2022-10-20; Kgd: First Pay: 2021-07-15; Redemption: 2022-10-20;

Deal Comments

Bcgce. Hgk Czqq Jcrfglu 1.00

Risk Retention

KMk Edlwlgpmhd/Kxclmk

Reset

Yes

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ptn	DQM	33.400	-	-	-	-	-	-	Zrqcjvvi	3wMs	-	-	-	-	Retained
B	MQW	334.300	-	Tww	AAA	-	77.00%	-	Qhuywaop	3gGq	92-95	87	3fSu+87	-	619.00000
R	CJE	88.900	-	Xh3	YY-	-	76.60%	-	Shpowwuu	3iSh	600y	600	3xWe+571	-	78.00000
U	OJK	88.600	-	H3	N-	-	9.30%	-	Wxzcsftb	3fZs	850-870	825	3aAv+749	-	84.00000
S-1	SUU	91.500	-	Of2	AA	-	19.10%	-	Gvbxxhkn	3kKi	150t	150	3jWe+150	-	756.00000
L-2	HMU	86.000	-	Hg2	OO	-	39.20%	-	Fgnzr	-	-	-	1.800%	1.800%	113.00000
U	KXY	39.200	-	Prr3	PPP	-	15.60%	-	Qsdcyxjp	3gTt	350-360	320	3hMw+320	-	246.00000
D	TBJ	95.900	-	M2	B	-	61.50%	-	Resqymbp	3eGv	240-250	220	3zVk+220	-	537.00000

More Details

Tranche Comments

B: First Pay: 2021-07-26; Redemption: 2022-10-25; S-1: First Pay: 2021-07-26; Redemption: 2022-10-25; L-2: First Pay: 2021-07-26; Redemption: 2022-10-25; D: First Pay: 2021-07-26; Redemption: 2022-10-25; U: First Pay: 2021-07-26; Redemption: 2022-10-25; R: First Pay: 2021-07-26; Redemption: 2022-10-25; U: First Pay: 2021-07-26; Redemption: 2022-10-25; Ptn: First Pay: 2021-07-26; Redemption: 2022-10-25;

Deal Comments

Lsv Bzww Nhgrsxo 1.5

Risk Retention

Lbbmmb

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 9, 2005