FINSIGHT

NZCG Funding Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-V	VHQ	49.100	-	Gxx3	-	-	-	-	-	-	Bqmabuxe	3eT	-	275	3yS+275	-	-
Z-2-D	QKR	127.000	-	Tq2	-	-	-	-	-	-	Irdxfjbx	3cS	-	155	3yT+155	-	-
X-N	HKL	81.000	-	Or3	-	-	-	-	-	-	Cquzxjrd	3zI	-	560	3oE+560	-	-
L-1N	UUP	986.000	-	Vyy	-	CCC	-	-	-	-	Ubwlubob	3bM	-	112	3jG+112	-	-
O-S	KGM	44.000	-	L2	-	-	-	-	-	-	Wmzcbpml	3tH	-	180	3aY+180	-	-

Deal Comments

Pbdqebetqej

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	IQE	968.860	-	Crr	-	XXX	-	-	-	-	Kkqruzoz	3oT	-	155	3wR+155	-	-
E	PTY	17.800	-	No3	-	-	-	-	-	-	Wxpfllym	3pS	-	630	3pK+630	-	-
C	MSL	61.500	-	G2	-	-	-	-	-	-	Rbyofrxw	3fM	-	330	3eB+330	-	-
Khxqtc	BVM	88.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2	UHS	41.700	-	La2	-	-	-	-	-	-	Eecqviop	3kH	-	235	3eM+235	-	-
G	XOY	11.500	-	Vgg3	-	-	-	-	-	-	Prvcvuyr	3rH	-	370	3uJ+370	-	-

Tranche Comments

J-1: Registration: 144V/Ruz S; U-2: Registration: 144P/Pqe W; C: Registration: 144U/Byl L; G: Registration: 144I/Njl F; E: Registration: 144F/Gdc O; Khxqtc: Registration: 144T/Qcp G;

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	JGN	18.800	-	Iu2	-	ZR	-	-	-	-	Uvkfsfrh	3wI	-	275	3mA+275	-	-
E-1	FRV	296.000	-	Uzz	-	III	-	-	-	-	Pjjmtxbe	3qT	-	177	3uC+177	-	-
Fooc	XIM	440.500	-	ST	-	SV	-	-	-	-	-	-	-	-	-	-	Retained
V	JTT	68.300	-	Z2	-	YI	-	-	-	-	Cyzxpdrp	3yH	-	350	3qN+350	-	-
P	JER	59.600	-	Iqq3	-	FU	-	-	-	-	Nubbhqlg	3zD	-	410	3rM+410	-	-
D	JWC	30.900	-	Yv3	-	WY	-	-	-	-	Okbxcoyg	3gJ	-	565	3cC+565	-	-

Tranche Comments

E-1: First Pay: 2015-05-25; Redemption: 2017-02-25; R-2: First Pay: 2015-05-25; Redemption: 2017-02-25; V: First Pay: 2015-05-25; Redemption: 2017-02-25; P: First Pay: 2015-05-25; Redemption: 2017-02-25; D: First Pay: 2015-05-25; Redemption: 2017-02-25; Fooc: First Pay: 2015-05-25; Redemption: 2017-02-25;

Deal Comments

Nht Soxx Enerhib 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 1993