Anchorage Credit Funding (ANCHF) 15

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
B	ALQ	40.000	-	G3	-	-	-	LF	83.96%	-	Mfnfr	-	-	-	-	5.095%	-	-
V	MXX	36.400	-	NN	-	-	-	QQ-	40.18%	-	Irgtk	-	-	-	-	6.500%	-	-
V	ROR	64.500	-	XC	-	-	-	P-	82.24%	-	Ospfc	-	-	-	-	6.500%	-	-
N	ZFQ	176.500	-	Quu	-	-	-	DDD	93.30%	-	Pblab	-	-	-	-	4.545%	-	-
Hxq	RIY	31.640	-	JZ	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	TPB	87.260	-	Xq3	-	-	-	WH	16.65%	-	Cwcfb	-	-	-	-	4.745%	-	-
U	FCP	42.200	-	GX	-	-	-	XXX-	74.96%	-	Wgobf	-	-	-	-	5.000%	-	-

Tranche Comments

N: First Pay: 2022-10-18; Redemption: 2024-05-12; P: First Pay: 2022-10-18; Redemption: 2024-05-12; B: First Pay: 2022-10-18; Redemption: 2024-05-12; U: First Pay: 2022-10-18; Redemption: 2024-05-12; V: First Pay: 2022-10-18; Redemption: 2024-05-12; V: First Pay: 2022-10-18; Redemption: 2024-05-12; Hxq: First Pay: 2022-10-18; Redemption: 2024-05-12;

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2011