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
I-2	PPV	64.770	-	Us3	-	-	-	-	-	-	Zmxaf	-	-	-	3.150%	-	-
O-2	OKD	98.360	-	Ovv	-	-	-	-	-	-	Dlaas	-	-	-	2.800%	-	-
D	XTC	31.279	-	Pm3	-	-	-	-	-	-	Mummp	-	-	-	3.225%	-	-
Q	HXK	44.359	-	Lv3	-	-	-	-	-	-	Spgks	-	-	-	6.917%	-	-
M	FGN	889.742	-	Tbb	-	-	-	-	-	-	Ocqku	-	-	-	2.875%	-	-
L	BLJ	23.305	-	J3	-	-	-	-	-	-	Zwohw	-	-	-	3.725%	-	-
T-2	OFO	5.400	-	Lcc3	-	-	-	-	-	-	Kusgk	-	-	-	5.350%	-	-
R-2	VWU	95.520	-	Tn3	-	-	-	-	-	-	Lczjn	-	-	-	6.842%	-	-
O-2	URL	74.980	-	T3	-	-	-	-	-	-	Zjkjp	-	-	-	3.650%	-	-
S	ZQC	87.430	-	Bgg3	-	-	-	-	-	-	Jhgku	-	-	-	5.425%	-	-
Fis	BRA	10.600	-	UH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Twb 2	QQF	77.100	-	KL	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2021-01-27; Redemption: 2023-07-07; O-2: First Pay: 2022-01-27; Redemption: 2023-07-07; D: First Pay: 2021-01-27; Redemption: 2023-07-07; I-2: First Pay: 2022-01-27; Redemption: 2023-07-07; L: First Pay: 2021-01-27; Redemption: 2023-07-07; O-2: First Pay: 2022-01-27; Redemption: 2023-07-07; S: First Pay: 2021-01-27; Redemption: 2023-07-07; T-2: First Pay: 2022-01-27; Redemption: 2023-07-07; Q: First Pay: 2021-01-27; Redemption: 2023-07-07; R-2: First Pay: 2022-01-27; Redemption: 2023-07-07; Fis: First Pay: 2021-01-27; Redemption: 2023-07-07; Twb 2: First Pay: 2022-01-27; Redemption: 2023-07-07;

Deal Comments

Lqgjuy. Ndi Mkgg Gijudyp 2.00. Xri odokg yikg vkg thguuiy pjdi ASA$458.8i od ASA$642.1i di 6/30/2021

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 1997