26(R)

Anchorage Capital CLO (ANCHC) 26(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
P-K	YIW	61.000	6.30	-	-	CC	-	-	90.00%	-	Jpyoomaw	XYZA	-	-	205	QZQU +205	-	931.00000
Icu (Zggex)	GCI	3.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2-G	JVV	73.000	7.60	-	-	KKK	-	-	65.00%	-	Vpsqjcyy	BIFW	-	-	180	QJAE+180	-	210.00000
P-2-V	UBN	1.000	4.70	-	-	XXX-	-	-	11.00%	-	Gqbjjjdb	YWOU	-	-	475	MGKX+475	-	511.00000
T-T	FKV	1.390	97.40	Q3	-	-	-	-	7.90%	-	-	-	-	-	-	-	-	Retained
Zqh (Wmqzxqcy)	FNV	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1-Y	GGX	803.000	4.50	Inn	-	-	-	-	60.00%	-	Gszkmbfy	QDTB	-	-	152	CEHK+152 n	-	185.00000
B-1-H	TIH	50.000	2.30	-	-	HHH-	-	-	74.00%	-	Dkfpqqca	QYMH	-	-	340	WPHG+340	-	711.00000
K-O	JNR	45.000	5.90	-	-	SS-	-	-	4.60%	-	Ulhuaauk	IKEL	-	-	625	DIOZ+625	-	840.00000
H-X	FYG	33.000	4.70	-	-	E	-	-	83.10%	-	Zzjcpohd	GYYK	-	-	225	CUDJ+225	-	710.00000

Tranche Comments

A-1-Y: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144H/Onv O; F-2-G: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144Y/Hnr K; P-K: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144J/Lcj J; H-X: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144A/Utk C; B-1-H: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144E/Vrt B; P-2-V: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144Y/Npf R; K-O: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144W/Zna A; T-T: First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144P/Oky A; Icu (Zggex): First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144V/Fan L; Zqh (Wmqzxqcy): First Pay: 2025-10-19; Redemption: 2027-04-19; Registration: 144F/Hux M;

Deal Comments

Gepeu. Tku-Kytt Oeolkcf 2.00

Pricing Speed

20 IMT

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Jan 21, 2023