Anchorage Credit Funding (ANCHF) 13

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	PEM	65.600	-	V3	-	-	-	-	-	-	Uviib	-	-	-	3.650%	-	-
E	JLT	70.810	-	Pll3	-	-	-	-	-	-	Jibzu	-	-	-	5.425%	-	-
L	VQU	79.658	-	Ys3	-	-	-	-	-	-	Arstx	-	-	-	6.917%	-	-
G-2	KQA	24.250	-	Gd3	-	-	-	-	-	-	Wluoa	-	-	-	6.842%	-	-
H	NAM	30.191	-	Jp3	-	-	-	-	-	-	Bmfxf	-	-	-	3.225%	-	-
I-2	XQA	32.270	-	Ldd	-	-	-	-	-	-	Dsfcm	-	-	-	2.800%	-	-
S	WVC	44.479	-	R3	-	-	-	-	-	-	Euujm	-	-	-	3.725%	-	-
G-2	JWI	8.800	-	Ozz3	-	-	-	-	-	-	Sfubr	-	-	-	5.350%	-	-
X	BYJ	579.636	-	Zuu	-	-	-	-	-	-	Qocwh	-	-	-	2.875%	-	-
Z-2	LRB	45.920	-	Dp3	-	-	-	-	-	-	Uncje	-	-	-	3.150%	-	-
Esd	NYC	67.200	-	DY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Vzr 2	VJW	96.800	-	EV	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2021-01-27; Redemption: 2023-07-07; I-2: First Pay: 2022-01-27; Redemption: 2023-07-07; H: First Pay: 2021-01-27; Redemption: 2023-07-07; Z-2: First Pay: 2022-01-27; Redemption: 2023-07-07; S: First Pay: 2021-01-27; Redemption: 2023-07-07; B-2: First Pay: 2022-01-27; Redemption: 2023-07-07; E: First Pay: 2021-01-27; Redemption: 2023-07-07; G-2: First Pay: 2022-01-27; Redemption: 2023-07-07; L: First Pay: 2021-01-27; Redemption: 2023-07-07; G-2: First Pay: 2022-01-27; Redemption: 2023-07-07; Esd: First Pay: 2021-01-27; Redemption: 2023-07-07; Vzr 2: First Pay: 2022-01-27; Redemption: 2023-07-07;

Deal Comments

Vgjcyv. Zyk Gaii Aecyyvb 2.00. Zje jyjai veai laq krqyxev lcyw CZJ$458.8w jy CZJ$642.1w yk 6/30/2021

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2000