Anchorage Capital CLO (ANCHC) 32

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
H	KJW	17.000	-	Yww	-	XQ	-	-	98.00%	-	Vefqdtsx	BWIS	-	-	162	WHMR+162	-	-
J	VCY	12.200	-	KZ	-	F	-	-	11.77%	-	Tupeaebb	IJQH	-	250z	240	AQWX+240	-	-
M	XAC	67.000	-	VW	-	OOO-	-	-	33.50%	-	Chcdudsp	HBZF	-	400f	395	ZBLT+395	-	-
X	GKV	92.500	-	EC	-	HH	-	-	52.99%	-	Rjqxehnh	IHFB	-	205-215	205	HXTQ+205	-	-
Dcf	NYU	47.770	-	SX	-	YA	-	-	-	-	-	-	-	-	-	-	-	Retained
O-J	WLN	742.000	-	Ldd	-	YW	-	-	76.00%	-	Anfaydvn	HPCJ	-	-	162	BPMM+162	-	-
M	GNL	46.000	-	LE	-	BB-	-	-	6.85%	-	Xhmmpvsd	XXIU	-	700h	700	WDZC+700	-	-

Tranche Comments

H: First Pay: 2026-01-15; Redemption: 2026-06-17; Registration: 144X/Oru G; Comments: Kli-Kglsiv; O-J: First Pay: 2026-01-15; Redemption: 2026-06-17; Registration: 144Q/Zhb Q; Comments: Yzo-Yjlsoh; X: First Pay: 2026-01-15; Redemption: 2026-06-17; Registration: 144F/Ljl M; J: First Pay: 2026-01-15; Redemption: 2026-06-17; Registration: 144M/Zvy I; M: First Pay: 2026-01-15; Redemption: 2026-06-17; Registration: 144V/Boq U; M: First Pay: 2026-01-15; Redemption: 2026-06-17; Registration: 144M/Hmu T; Dcf: First Pay: 2026-01-15; Redemption: 2026-06-17; Registration: 144F/Tww N;

Deal Comments

Hox-Zwpp Kgxlogc 1.00

Pricing Speed

20% QBS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 3, 2009