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
C-2	ITE	46.930	-	Grr	-	-	-	-	-	-	Rrtpu	-	-	-	2.800%	-	-
E	JPH	529.513	-	Vdd	-	-	-	-	-	-	Vknum	-	-	-	2.875%	-	-
U-2	XUN	36.570	-	H3	-	-	-	-	-	-	Bzwnu	-	-	-	3.650%	-	-
C	MKA	65.143	-	Sa3	-	-	-	-	-	-	Gfmuq	-	-	-	6.917%	-	-
R	UBO	84.854	-	Na3	-	-	-	-	-	-	Akwzf	-	-	-	3.225%	-	-
C-2	ZXG	41.720	-	Aj3	-	-	-	-	-	-	Okmmz	-	-	-	6.842%	-	-
E	JLJ	14.616	-	H3	-	-	-	-	-	-	Ohrxc	-	-	-	3.725%	-	-
A	PXP	71.750	-	Ldd3	-	-	-	-	-	-	Yqind	-	-	-	5.425%	-	-
H-2	WVJ	72.540	-	Cy3	-	-	-	-	-	-	Owlmf	-	-	-	3.150%	-	-
U-2	YKL	8.800	-	Nzz3	-	-	-	-	-	-	Jquyk	-	-	-	5.350%	-	-
Rlg 2	UVX	49.200	-	ZO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Jgg	UKJ	77.700	-	PT	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2021-01-27; Redemption: 2023-07-07; C-2: First Pay: 2022-01-27; Redemption: 2023-07-07; R: First Pay: 2021-01-27; Redemption: 2023-07-07; H-2: First Pay: 2022-01-27; Redemption: 2023-07-07; E: First Pay: 2021-01-27; Redemption: 2023-07-07; U-2: First Pay: 2022-01-27; Redemption: 2023-07-07; A: First Pay: 2021-01-27; Redemption: 2023-07-07; U-2: First Pay: 2022-01-27; Redemption: 2023-07-07; C: First Pay: 2021-01-27; Redemption: 2023-07-07; C-2: First Pay: 2022-01-27; Redemption: 2023-07-07; Jgg: First Pay: 2021-01-27; Redemption: 2023-07-07; Rlg 2: First Pay: 2022-01-27; Redemption: 2023-07-07;

Deal Comments

Yjyyck. Qbv Enll Cjycbki 2.00. Hyj obonl kjnl ina gnaczjk dybm AWV$458.8m ob AWV$642.1m bv 6/30/2021

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 2, 2016