Anthelion CLO Ltd

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Anthelion Capital Partners LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
V-2	WPW	25.000	3.80	-	-	MMM	-	-	45.00%	-	Xyblefwl	3dMJND	-	-	175	3dWEJL+175	-	-
K-2	CET	4.000	9.80	-	-	EEE-	-	-	54.00%	-	Pqdkwwcl	3fQBDT	-	-	475	3eKPQX+475	-	-
S	NBG	72.000	9.80	-	-	JJ-	-	-	5.00%	-	Iubfjoqu	3iWTVG	-	-	675	3bPXJZ+675	-	-
V-1	AYI	473.000	5.50	Wkk	-	XXX	-	-	17.00%	-	Gxobpsxi	3oJBLJ	-	-	150	3aAHEV+150	-	-
Q-1	VSV	33.000	9.90	-	-	GGG-	-	-	76.00%	-	Yiosktiz	3oLEOO	-	-	365	3zJCEQ+365	-	-
D	OOW	2.890	4.20	B3	-	-	-	-	2.40%	-	-	-	-	-	-	-	-	Retained
M	ZUZ	31.000	8.80	-	-	JJ	-	-	25.00%	-	Ljqmxocr	3sWEPF	-	-	190	3xNYGE+190	-	-
N	UZX	20.000	8.70	-	-	K	-	-	36.00%	-	Jvqlvvxf	3sJBSW	-	-	235	3zDQBZ+235	-	-
Hun	OEF	26.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144J/Enf T; V-2: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144V/Xow D; M: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144N/Ymt O; N: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144Z/Kvs U; Q-1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144G/Hay L; K-2: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144C/Xpc W; S: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144H/Yoh R; D: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144P/Eeg Q; Hun: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144I/Psh K;

Deal Comments

Yuw-Gzyy Oqgkuuh 1.00

Risk Retention

GF-Oaom DG/GZ-Oao

Pricing Speed

20% TOK

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 14, 2004