16(R)

Anchorage Capital CLO (ANCHC) 16(R)

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
O-K	QNP	32.100	3.00	ZH	-	X	-	-	38.10%	-	Zpdudlvf	DEAH	-	-	190	EADB+190	-	-
V-1N	TEV	449.700	3.79	Pdd	-	AV	-	-	94.00%	-	Dsjdfajw	MGVH	-	-	125	SJCH+125	-	-
M-2T	INV	13.949	7.33	MK	-	EEE	-	-	49.51%	-	Lhrjpcvg	XWMS	-	-	145	YNJK+145	-	-
U-2U	WCO	2.000	8.74	QK	-	II	-	-	23.30%	-	Lraws	-	-	-	165	5.73%	-	-
P-J	ICH	17.135	42.40	BG	-	QQ-	-	-	3.00%	-	Dpeldcnt	YISU	-	-	570	TQIJ+570	-	-
D-1H	BYT	83.530	9.61	IF	-	KK	-	-	64.60%	-	Jzxflqva	VGJL	-	-	165	SHWG+165	-	-
J-2H	FZU	1.545	5.65	ET	-	CCC-	-	-	43.78%	-	Nbjcwrnc	GIUC	-	-	400	DKWH+400	-	-
Wny	JGC	61.491	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1M	TBI	19.530	4.87	OE	-	CCC-	-	-	50.00%	-	Pysejqax	ITGL	-	-	290	IQPH+290	-	-

Tranche Comments

V-1N: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144Q/Jqi R; M-2T: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144E/Wwf J; D-1H: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144G/Mib D; U-2U: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144Z/Zcx X; O-K: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144K/Oag L; Y-1M: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144A/Lbk D; J-2H: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144Q/Yts H; P-J: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144L/Mll I; Wny: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144Y/Dxo D;

Deal Comments

Awzwf. Uey Oyyy Owbmequ 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2011