Anchorage Capital CLO (ANCHC) 24

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Anchorage Capital Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N-2	UAW	28.000	-	-	-	ZZZ	-	-	64.00%	-	Adcmmaag	EHTZ	-	-	170	LBNZ+170	-	944.00000
J-1	LRL	48.100	-	-	-	CCC+	-	-	83.00%	-	Wxrpfjox	WTLI	-	-	375	GDAP+357	-	49.00000
O-2	MQC	54.100	-	-	-	YYY-	-	-	80.00%	-	Pkfqloba	YSIM	-	-	530	XDPC+527	-	69.54500
K-1	GUO	245.000	-	Hxx	-	-	-	-	80.00%	-	Gzmlaesg	KOVU	-	-	148	YBTN+148	-	367.00000
C	TMW	79.000	-	-	-	JJ	-	-	44.00%	-	Pqzfuxhb	AEEG	-	-	205	IQNA+205	-	121.00000
O	AMQ	28.000	-	-	-	W	-	-	47.00%	-	Sekyespn	SMWD	-	-	260	WJJX+260	-	699.00000
Hwe	CLW	73.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	MVM	83.800	-	Zy3	-	-	-	-	3.20%	-	Xhofjeme	YHSF	-	825	825	MQLL+786	-	37.00000

Tranche Comments

K-1: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144B/Viy E; N-2: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144X/Gyj A; C: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144I/Ans M; O: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144M/Kph V; J-1: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144K/Tyi E; O-2: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144T/Gmi K; W: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144J/Alv S; Hwe: First Pay: 2022-10-15; Redemption: 2023-04-15; Registration: 144Y/Uvw B;

Deal Comments

Qbs Gaff Afzkbgt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2006

WAL Test Period (YRS)

3.3

WAL Test Period End Date

Sep 1, 2013