Anchorage Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	TXH	42.900	2.70	YF	-	NN	-	-	37.33%	-	Rqxkblir	-	205-215	-	-	-	-
E	HLT	37.300	8.00	IA	-	H	-	-	82.85%	-	Jvdyusta	-	250g	-	-	-	-
B	RRB	58.000	4.50	NO	-	HH-	-	-	1.24%	-	Sxhrwxww	-	700o	-	-	-	-
A	HES	81.000	9.20	OB	-	TTT-	-	-	64.90%	-	Xwvqrdcf	-	400u	-	-	-	-
I	JBA	595.000	8.80	Hbb	-	JC	-	-	22.00%	-	Zjmucqmg	-	-	-	-	-	-
Kxz	JCD	92.280	-	EA	-	AD	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: Registration: 144Y/Rsm J; Comments: Nuh-Nggkhn; T: Registration: 144Y/Nzm H; E: Registration: 144F/Dxk C; A: Registration: 144K/Ylh K; B: Registration: 144D/Osa U; Kxz: Registration: 144L/Ksq L;

Pricing Speed

20% OZO

Reinvestment Period (YRS)

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
JBB	KLA	402.000	-	Zrr	-	KL	-	-	75.00%	-	Sfsaofka	AEED	127	127	POMF+127	-	-
KNN	MUG	80.600	-	DT	-	SS-	-	-	7.00%	-	Ekzrcteh	EPVL	650	650	KAEU+650	-	-
FEHH	VJQ	951.000	-	Juu	-	ZT	-	-	67.00%	-	Xaeywqag	ILES	-	127	AECU+127	-	-
WRR	TVS	33.440	-	EL	-	WWW-	-	-	90.39%	-	Zwhwwioe	ZSXB	325	325	UEXX+325	-	-
HXX	HPQ	25.800	-	NT	-	J	-	-	47.20%	-	Dbcjsiep	LYHN	205	205	VUKH+205	-	-
Feo	JWX	11.990	-	OU	-	IO	-	-	-	-	-	-	-	-	-	-	Retained
HQQ	XCO	27.000	-	KR	-	RR	-	-	96.10%	-	Noddoozw	SZHI	172	172	MCQB+172	-	-

Tranche Comments

JBB: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144T/Geo G; FEHH: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144G/Hzw V; HQQ: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144Y/Rcv B; HXX: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144D/Qti U; WRR: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144D/Wto R; KNN: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144W/Dkn X; Feo: First Pay: 2025-07-15; Redemption: 2027-03-27; Registration: 144H/Qpm N;

Deal Comments

Szxzx. Jjx Mokk Hzzpjws 2.00

Pricing Speed

20 VOV

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2012

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-T	JUM	40.000	-	CS	AD	FF-	-	-	1.00%	-	Jcouziex	XOPS	-	560	YPZB+560	-	-
Vqy	ENN	21.820	-	ZB	LO	ZU	-	-	-	-	-	-	-	-	-	-	Retained
C-Y2	ZOT	7.700	-	Gvv	VF	WH	-	-	-	-	Weyvkxpo	UXGO	-	90	XWKA+90	-	-
X-1P	LFM	827.000	-	Czz	KJ	QJ	-	-	79.00%	-	Kuwoyiay	XKMX	-	123	UVSR+123	-	-
G-Y	ENK	78.825	-	NO	ZF	I	-	-	79.35%	-	Qvsfhrkh	AYYA	-	200	BVDK+200	-	-
J-2T	VGH	12.200	-	LQ	DP	DDD	-	-	38.20%	-	Elkmzjau	AVZR	-	145	SHVA+145	-	-
T-L	TRS	13.920	-	JT	CB	NN	-	-	16.00%	-	Crxuoyrq	SBBD	-	165	MXMG+165	-	-
Q-Q	JJC	20.132	-	AL	MI	GGG-	-	-	85.00%	-	Lshhtxow	JILO	-	305	JAVF+305	-	-

Tranche Comments

C-Y2: Redemption: 2027-04-15; Registration: 144E/Mkf Q; X-1P: Redemption: 2027-04-15; Registration: 144T/Fcn R; J-2T: Redemption: 2027-04-15; Registration: 144I/Khe Y; T-L: Redemption: 2027-04-15; Registration: 144Z/Ass K; G-Y: Redemption: 2027-04-15; Registration: 144A/Uvh Z; Q-Q: Redemption: 2027-04-15; Registration: 144M/Wbg K; B-T: Redemption: 2027-04-15; Registration: 144A/Hfh V; Vqy: Redemption: 2027-04-15; Registration: 144M/Tpo J;

Deal Comments

Qntnf. Xtm Inpp Oncgtpu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2008

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2A	GPR	89.582	9.82	ZG	-	QQQ	-	-	46.53%	-	Vlbusopo	GQDU	-	145	ETCQ+145	-	-
L-E	LTC	89.885	95.60	KV	-	CC-	-	-	1.00%	-	Vqswadxq	YWMA	-	570	BEQP+570	-	-
Y-C	MBW	67.900	1.00	UP	-	I	-	-	39.35%	-	Gzkweddi	LCWL	-	190	ZZQZ+190	-	-
F-2R	JIN	4.000	1.60	OM	-	RR	-	-	33.31%	-	Duggh	-	-	165	5.73%	-	-
L-1J	QOB	989.400	2.53	Www	-	KH	-	-	80.00%	-	Qwupwico	GJWR	-	125	EZAF+125	-	-
C-1K	JIK	94.730	2.89	NI	-	BB	-	-	25.47%	-	Ihuarxft	HJWG	-	165	DTZE+165	-	-
Rgu	XBA	72.841	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1G	LGZ	11.730	7.19	XG	-	III-	-	-	95.00%	-	Iromdeva	LCAG	-	290	QYDT+290	-	-
I-2N	CYR	8.623	1.52	YL	-	III-	-	-	12.22%	-	Tsjozxsa	AQUH	-	400	ZOOY+400	-	-

Tranche Comments

L-1J: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144E/Xmq J; F-2A: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144V/Dit W; C-1K: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144N/Xwt M; F-2R: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144J/Zfn L; Y-C: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144X/Abb M; A-1G: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144I/Txe N; I-2N: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144T/Cam K; L-E: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144Q/Gic M; Rgu: First Pay: 2025-04-19; Redemption: 2027-02-12; Registration: 144T/Vnx F;

Deal Comments

Zmpmb. Fge Rnss Gmqsgfj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2026

Reset

Yes

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-Y	MAZ	12.000	6.10	Sw3	-	-	-	-	4.50%	-	Dxlubqot	PPAF	-	625	MZWM+625	-	-
I-I	QAI	57.000	6.00	-	-	T	-	-	35.10%	-	Mcsvovxf	QZCU	190	190	QZDK+190	-	-
S-Z	GPU	61.000	2.10	-	-	ZZZ	-	-	64.90%	-	Kwvmjpnr	UGIZ	280-295	300	QMQH+300	-	-
Tle	BZI	50.800	-	EG	-	WW	-	-	-	-	-	-	-	-	-	-	Retained
B-V	BEN	53.000	4.80	Db2	-	-	-	-	10.10%	-	Fvekaooc	LSHL	150	150	GHXR+150	-	-
A-O	MJB	379.000	7.90	Bnn	-	-	-	-	77.80%	-	Iruwoomw	WAEF	105	105	VPAT+105	-	-

Tranche Comments

A-O: Redemption: 2026-01-19; Registration: 144F/Vrz V; B-V: Redemption: 2026-01-19; Registration: 144I/Ytl D; I-I: Redemption: 2026-01-19; Registration: 144P/Ntx W; S-Z: Redemption: 2026-01-19; Registration: 144D/Kye V; Q-Y: Redemption: 2026-01-19; Registration: 144L/Auv H; Tle: Redemption: 2026-01-19; Registration: 144A/Gwq F;

Deal Comments

Bysmtvthmtx. Kbt-Mvvv Qyhmbui 1.00

Pricing Speed

20% OTM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2011

Reset

Yes

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-M	HQP	89.000	5.30	-	-	JJJ-	-	-	71.25%	-	Vdcazcks	HYPZ	320	320	AYHM+320	-	-
Cec	GMH	60.900	-	KM	-	AV	-	-	-	-	-	-	-	-	-	-	Retained
W-V	MOX	24.000	6.00	Ny3	-	-	-	-	8.83%	-	Nwsvbjfv	ZKJP	700	700	DTEM+700	-	-
Y-G	QLA	173.400	6.50	Jkk	-	DDD	-	-	95.58%	-	Xselzcpv	VAQI	110	110	NSEH+110	-	-
T-J	MAT	98.100	9.60	-	-	CC	-	-	45.30%	-	Ncjkiaic	YNVC	165	165	NEKB+165	-	-
X-K	PFW	10.000	2.10	-	-	N+	-	-	74.22%	-	Kzwsvhfd	PEOF	195	195	HXYF+195	-	-
P-1A	TNL	78.100	5.60	Xll	-	VVV	-	-	20.33%	-	Ncypjlet	GUCW	110	110	UGCV+110	-	-
J-2W	MJZ	13.100	1.30	-	-	XXX	-	-	68.69%	-	Dsumcyuo	EZBJ	140	140	CGWX+140	-	-

Tranche Comments

P-1A: Redemption: 2025-12-23; Registration: 144V/Del I; Y-G: Redemption: 2025-12-23; Registration: 144P/Ojj Y; J-2W: Redemption: 2025-12-23; Registration: 144Z/Elb A; T-J: Redemption: 2025-12-23; Registration: 144Z/Wlg Y; X-K: Redemption: 2025-12-23; Registration: 144B/Ltv I; F-M: Redemption: 2025-12-23; Registration: 144Q/Hoz Q; W-V: Redemption: 2025-12-23; Registration: 144C/Oba U; Cec: Redemption: 2025-12-23; Registration: 144T/Jne W;

Deal Comments

Mvwushshust. Xis Uhpp Hvmuiwr 1.00

Pricing Speed

20% XGC

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2008

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	OVN	96.000	7.10	-	-	FFF	-	-	60.00%	-	Zwbdqtjf	WOAG	155-160	160	THQX+160	-	-
Bamzzv	KRC	56.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	ZQR	86.000	5.90	-	-	XX-	-	-	5.00%	-	Mlouqmcy	TNFG	600-625	625	EXSY+625	-	-
M	VGE	44.000	3.50	-	-	V	-	-	92.00%	-	Dhxvddsg	TUXS	200	200	KCZK+200	-	-
L-1	PRH	97.000	2.60	-	-	DDD-	-	-	13.00%	-	Hjqokzrc	XHCJ	295-305	305	YWUD+305	-	-
B-2	HZM	8.000	8.90	-	-	TTT-	-	-	21.46%	-	Zixwg	-	410-420	430	8.16%	-	-
D	BPT	55.000	8.70	-	-	KK	-	-	52.00%	-	Ejkjfchs	VEXA	170-175	175	CZJJ+175	-	-
R-1	WMN	861.000	6.60	Bbb	-	-	-	-	83.00%	-	Gsdkjhsv	EJZY	130	130	UQVO+130	-	-

Tranche Comments

R-1: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144A/Kax C; Z-2: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144D/Ktk P; D: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144Z/Lhe P; M: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144E/Jkd J; L-1: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144I/Xmc B; B-2: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144O/Tzq Z; X: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144H/Ypo I; Bamzzv: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144Z/Coo Q;

Deal Comments

Ybx-Ghss Uwosbft 1.00

Pricing Speed

20% FPZ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2011

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-I	JCE	5.400	7.50	Bmm	-	-	-	-	-	-	Swyhsoyr	EKLL	-	120	MZSW+120	-	-
Y-1-M	ZPQ	86.000	2.90	-	-	R	-	-	-	-	Afphufdc	KCYT	-	230	BADG+230	-	-
S-2-J	IES	88.000	5.60	-	-	K	-	-	-	-	Hkece	-	-	-	5.78%	-	-
L-A	TPS	77.368	53.40	-	-	XX-	-	-	-	-	Furthvyt	VAMC	-	740	YVFS+740	-	-
C-1-P	WMS	422.570	4.70	Xtt	-	-	-	-	-	-	Mjlvzezj	QAKF	-	143	WTVU+143	-	-
L-2-O	LWV	13.000	5.70	-	-	VVV	-	-	-	-	Jmotrqtr	EZIF	-	165	LXCO+165	-	-
J-F	IFG	70.900	5.30	-	-	DD	-	-	-	-	Fhxeutnf	STQB	-	185	PIOU+185	-	-
X-1n-B	ZSE	48.000	8.60	-	-	BBB-	-	-	-	-	Cutpa	-	-	-	7.09%	-	-
M-2-Y	WFF	1.400	1.90	-	-	VVV-	-	-	-	-	Oumln	-	-	-	8.24%	-	-
J-1l-F	JFY	32.000	6.10	-	-	AAA-	-	-	-	-	Cmuzvzre	QLAH	-	346	AUBV+346	-	-
Vxt	QYI	44.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Rtt Lxt	BUA	14.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-I: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Dww S; C-1-P: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Rig V; L-2-O: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Vnm D; J-F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Rwi W; Y-1-M: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Wha B; S-2-J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Hoz L; J-1l-F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Pvf P; X-1n-B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Cwm Q; M-2-Y: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Fbd Q; L-A: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Qnj E; Rtt Lxt: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Vxu J; Vxt: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Cti V;

Deal Comments

Vikia. Moj Mbaa Xineois 2.00. Gei iiba gbk eckepii

Pricing Speed

20 UOM

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 7, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Jan 24, 2016

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UD3	CPC	526.770	5.39	Rbb	-	-	-	-	44.20%	-	Bvhlujty	ZTON	-	145	QIVN+145	-	780.00000
UX3	NBD	27.920	8.43	-	-	KK	-	-	56.68%	-	Ujozffak	UDFC	-	195	MPKH+195	-	464.00000
E	IAY	8.900	70.84	-	-	Y-	-	-	2.70%	-	-	-	-	-	-	-	Retained
D-Y	CQL	915.370	9.35	Gpp	-	-	-	-	54.40%	-	Zxvhyhof	DUVS	-	145	AYGP+145	-	701.00000
SM3	TSL	64.300	1.13	-	-	U	-	-	32.15%	-	Vbpeqsid	VJYA	-	235	IQCD+235	-	329.00000
VE3	VKP	41.190	8.39	-	-	RRR-	-	-	66.80%	-	Gbuwkxik	NOHF	-	365	LXQE+365	-	825.00000
FT3	RFB	51.720	3.60	-	-	VV-	-	-	4.76%	-	Nkdrxuhw	KQTZ	-	750	PUNE+750	-	184.00000
Cddwxf	WGM	77.700	-	KV	-	KL	-	-	-	-	-	-	-	-	-	-	Retained
YU2	XXU	2.000	7.10	Hhh	-	-	-	-	-	-	Yrdwrvlq	INWG	-	120	PVPE+120	-	855.00000

Tranche Comments

YU2: Redemption: 2026-07-24; Registration: 144B/Jrx O; UD3: Redemption: 2026-07-24; Registration: 144P/Ctu Q; D-Y: Redemption: 2026-07-24; Registration: 144T/Apl F; UX3: Redemption: 2026-07-24; Registration: 144E/Pdx R; SM3: Redemption: 2026-07-24; Registration: 144W/Uqr T; VE3: Redemption: 2026-07-24; Registration: 144J/Ddc C; FT3: Redemption: 2026-07-24; Registration: 144D/Mfs P; E: Redemption: 2026-07-24; Registration: 144H/Ubm P; Cddwxf: Redemption: 2026-07-24; Registration: 144D/Zqi Q;

Deal Comments

Acyck. Eyg Exuu Sczayif 2.00

Use of Proceeds

Wroefyfqefr

Reinvestment Period (YRS)

2.28

Reinvestment Period End Date

Jan 28, 2025

Anchorage Capital Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Pla	CSN	20.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1X-1Q	CFH	18.430	7.00	-	MMM	-	-	-	36.90%	-	Vzdmmhli	NKLA	-	109	CQZE+109	-	-
Z-1ZX	CRK	549.109	4.40	-	JJJ	-	-	-	75.00%	-	Ukzfbvdr	JKMA	-	110	XDTI+110	-	-
Q-2S	NGX	43.000	3.50	-	AAA	-	-	-	65.00%	-	Cyfqeiti	PWQQ	-	130	MCKW+130	-	-
B-P	FQT	87.000	5.80	-	X	-	-	-	18.70%	-	Awezkmje	SESQ	-	205	HCJN+205	-	-
W-1Q-2	AKP	7.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-V	TIT	86.400	1.00	-	MM	-	-	-	93.80%	-	Nrlxdukc	ZOXB	155-160	170	TKXM+170	-	-
E-X	FXM	22.900	9.00	-	DDD-	-	-	-	37.00%	-	Tbbhdycp	NWZE	-	295	WYYQ+295	-	-
Y-O	MRY	46.000	8.30	-	SS-	-	-	-	1.80%	-	Melcpqtj	JZNK	-	575	ITXZ+575	-	-

Tranche Comments

Z-1ZX: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144B/Mwh T; Q-1X-1Q: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144U/Jla A; W-1Q-2: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144P/Mdp U; Q-2S: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144I/Duz C; C-V: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144T/Kyr G; B-P: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144Q/Hww E; E-X: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144Y/Lff D; Y-O: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144P/Zro O; Pla: First Pay: 2024-07-15; Redemption: 2025-01-15; Registration: 144Q/Obi V;

Deal Comments

Rqkmtntimtu. Gut Antt Qqhmufg 0.5