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
P-1O	KSO	835.000	-	Xww	-	CCC	-	-	-	-	Ujbuzrmz	3cN	-	112	3fP+112	-	-
H-2-B	GVX	192.000	-	Dw2	-	-	-	-	-	-	Subamazj	3bR	-	155	3uK+155	-	-
L-I	SMS	18.000	-	Da3	-	-	-	-	-	-	Klfmeeef	3qY	-	560	3gF+560	-	-
H-X	WTC	77.800	-	Cbb3	-	-	-	-	-	-	Xeommwfb	3yU	-	275	3bU+275	-	-
I-E	UAI	31.000	-	M2	-	-	-	-	-	-	Nsbjpwti	3dX	-	180	3vD+180	-	-

Deal Comments

Kpwdbfbzdbh

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Sgdojv	FTO	48.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1	EPD	979.630	-	Bbb	-	FFF	-	-	-	-	Ywwyfdwc	3lQ	-	155	3dJ+155	-	-
G	QND	50.100	-	N2	-	-	-	-	-	-	Vdpoohly	3tU	-	330	3fY+330	-	-
T	MIJ	44.900	-	Yee3	-	-	-	-	-	-	Kvfmvsod	3qR	-	370	3eT+370	-	-
C	LYS	84.200	-	Dx3	-	-	-	-	-	-	Osflumvm	3aY	-	630	3nI+630	-	-
S-2	POH	86.800	-	Mv2	-	-	-	-	-	-	Hrzfjoos	3hD	-	235	3qX+235	-	-

Tranche Comments

C-1: Registration: 144O/Fcc G; S-2: Registration: 144L/Yrh L; G: Registration: 144N/Bsx E; T: Registration: 144C/Nar P; C: Registration: 144D/Gmb N; Sgdojv: Registration: 144V/Nzl U;

Refinancing

Yes

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	TVE	904.000	-	Ekk	-	VVV	-	-	-	-	Kuocfiaj	3bU	-	177	3qB+177	-	-
Edhq	VYU	207.200	-	KW	-	JT	-	-	-	-	-	-	-	-	-	-	Retained
H	VVJ	44.400	-	I2	-	SF	-	-	-	-	Aqqzndan	3iD	-	350	3rM+350	-	-
X	LQM	81.100	-	Oii3	-	EL	-	-	-	-	Ljrpwktf	3kU	-	410	3mG+410	-	-
S	ABS	92.700	-	Gq3	-	ZF	-	-	-	-	Uklkzfue	3lD	-	565	3kV+565	-	-
B-2	CXX	50.200	-	Ee2	-	QY	-	-	-	-	Afzztqct	3qI	-	275	3nK+275	-	-

Tranche Comments

U-1: First Pay: 2015-05-25; Redemption: 2017-02-25; B-2: First Pay: 2015-05-25; Redemption: 2017-02-25; H: First Pay: 2015-05-25; Redemption: 2017-02-25; X: First Pay: 2015-05-25; Redemption: 2017-02-25; S: First Pay: 2015-05-25; Redemption: 2017-02-25; Edhq: First Pay: 2015-05-25; Redemption: 2017-02-25;

Deal Comments

Vmk Kokk Ystrmfu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 2010

Refinancing

Yes