Anchorage Capital CLO (ANCHC) 18

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	230.000	-	-	AAA	AAA	-	-	-	-	Floating	3mL	-	115	3mL+115	-	-
A-2	USD	20.000	-	-	NR	AAA	-	-	-	-	Floating	3mL	-	130	3mL+130	-	-
B-1	USD	24.000	-	-	AA	NR	-	-	-	-	Floating	3mL	-	150	3mL+150	-	-
B-2	USD	22.000	-	-	AA	NR	-	-	-	-	Fixed	-	-	-	2.78%	-	-
C	USD	24.000	-	-	A	NR	-	-	-	-	Floating	3mL	-	225	3mL+225	-	-
D	USD	27.000	-	-	BBB-	NR	-	-	-	-	Floating	3mL	-	345	3mL+345	-	-
E	USD	15.500	-	-	BB-	NR	-	-	-	-	Floating	3mL	-	646	3mL+646	-	-
F	USD	9.500	-	-	B-	NR	-	-	-	-	Floating	3mL	-	704	3mL+704	-	-
Sub	USD	36.800	-	-	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2021-10-15; Redemption: 2023-03-30; A-2: First Pay: 2021-10-15; Redemption: 2023-03-30; B-1: First Pay: 2021-10-15; Redemption: 2023-03-30; B-2: First Pay: 2021-10-15; Redemption: 2023-03-30; C: First Pay: 2021-10-15; Redemption: 2023-03-30; D: First Pay: 2021-10-15; Redemption: 2023-03-30; E: First Pay: 2021-10-15; Redemption: 2023-03-30; F: First Pay: 2021-10-15; Redemption: 2023-03-30; Sub: First Pay: 2021-10-15; Redemption: 2023-03-30;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2026