FINSIGHT

West CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1UC	XGV	862.000	6.21	Ggg	WWW	-	-	-	46.54%	-	Qmledkly	3pP	-	87	3rN+87	-	332.00000
O-E	KLG	65.400	6.20	Ooo3	BQ	-	-	-	59.64%	-	Vfqjjkiy	3fF	-	265	3mI+265	-	283.00000
D-1LD	ZIC	68.000	6.66	Amm	LLL	-	-	-	85.29%	-	Nqcvs	Xzbew	-	85	2.72%	2.724%	268.00000
K2L	URX	26.940	1.35	Nm2	GF	-	-	-	80.30%	-	Dujdbpdh	3sQ	-	137	3tJ+137	-	217.00000
X-X	WEX	62.000	6.20	X2	HL	-	-	-	55.58%	-	Chrhyrbx	3jD	-	175	3fD+175	-	288.00000

Tranche Comments

U-1UC: First Pay: 2018-01-16; Registration: 144E/Uda M; D-1LD: First Pay: 2018-01-16; Registration: 144X/Iyf C; K2L: First Pay: 2018-01-16; Registration: 144U/Qld L; X-X: First Pay: 2018-01-16; Registration: 144A/Gnk J; O-E: First Pay: 2018-01-16; Registration: 144M/Ysu R;

Deal Comments

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Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Sep 10, 2011

Allianz SE

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2S	ZGL	59.300	-	Jh2	-	-	-	-	-	-	Npxbtkhx	3aG	-	-	3hO+135	-	-
I-1P	HSV	755.600	-	Naa	-	YYY	-	-	-	-	Rdfotlcp	3gL	-	-	3gU+92	-	-
V-S	CWN	33.440	-	Gii3	-	-	-	-	-	-	Qpvalfbc	3jX	-	-	3aW+300	-	-
W-S	GGW	54.380	-	F2	-	-	-	-	-	-	Yvjlubaz	3dR	-	-	3oT+185	-	-

Deal Comments

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Refinancing

Yes

Allianz SE

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2JB	CVR	11.000	-	-	ZZ	-	-	-	-	-	Wubpqufz	3iC	-	-	3eD+175	-	-
D2XS	XKK	50.000	-	-	CC	-	-	-	-	-	-	-	-	-	-	-	-
P-1PQ	VKE	806.000	-	Gyy	XXX	-	-	-	-	-	Rpekwxvy	3lA	-	-	3dQ+116	-	-
N-1UV	GPU	37.000	-	Vtt	CCC	-	-	-	-	-	-	-	-	-	-	-	-
S-S	PJP	88.000	-	-	E	-	-	-	-	-	Uplskjhq	3eF	-	-	3xA+235	-	-

Tranche Comments

P-1PQ: Registration: 144K/Qzt G; N-1UV: Registration: 144C/Gse S; J-2JB: Registration: 144Q/Ysa C; D2XS: Registration: 144M/Vln Q; S-S: Registration: 144X/Osy Q;

Deal Comments

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Allianz SE

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2I	VHS	81.670	-	-	YY	-	-	-	-	-	-	-	-	-	-	-	-
S-1M	OPM	977.300	-	Vvv	ZZZ	-	-	-	-	-	Bzsorcmf	3xT	-	-	3bI+200	-	-

Deal Comments

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Allianz SE

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	TRT	7.600	-	T2	-	-	-	-	-	-	Gcweshra	3zQ	-	-	3wD+604	-	-
H-1I	VHH	78.000	-	Ycc	-	QQQ	-	-	-	-	Dsnvq	-	-	-	0.035%	-	-
I	APO	12.000	-	E2	-	-	-	-	-	-	Zctxkutd	3iI	-	-	3wG+320	-	-
K	EQO	84.600	-	Su3	-	-	-	-	-	-	Nqvacuso	3pS	-	-	3rM+505	-	-
I	WKG	5.500	-	-	-	UUU	-	-	-	-	Hrlyhscr	3nJ	-	-	3nQ+100	-	-
S	BAV	95.800	-	Qjj3	-	-	-	-	-	-	Hvhxqcjd	3iP	-	-	3zD+368	-	-
Tcvvoh	WQN	28.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-1G	VKC	337.000	-	Tuu	-	YYY	-	-	-	-	Qwsujiit	3eW	-	-	3tP+155	-	-
X-2	RNG	26.400	-	Md2	-	-	-	-	-	-	Suuubwcr	3fV	-	-	3aY+235	-	-

Tranche Comments

G-1G: Registration: 144D/Ukt P; H-1I: Registration: 144Y/Okw H; X-2: Registration: 144A/Kbt Y; I: Registration: 144K/Jcn W; S: Registration: 144M/Uaw P; K: Registration: 144F/Vei G; H: Registration: 144W/Evo J; Tcvvoh: Registration: 144X/Oyu P; I: Registration: 144V/Lci D;

Reset

Yes

Allianz SE

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	HAI	130.300	-	Btt	-	BBB	-	-	-	-	Smwwrbxd	3dP	-	-	3bS+148	-	-
Z-2	KNP	41.500	-	Dt2	-	-	-	-	-	-	Bhsfytle	3eE	-	-	3dB+210	-	-
S	JGA	59.620	-	Ezz3	-	-	-	-	-	-	Bjouyryk	3yS	-	-	3kL+435	-	-
P	KXY	43.100	-	Yw3	-	-	-	-	-	-	Mpcxzeok	3eV	-	-	3aA+635	-	-
Kcdkfc	WCM	88.460	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	YAM	38.720	-	B2	-	-	-	-	-	-	Fkhcjyra	3aY	-	-	3wB+320	-	-

Reset

Yes

Allianz SE

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1T	BXG	74.000	-	Mll	OOO	-	-	-	-	-	Crlxkapm	3nJ	-	-	3fK+145	-	-
W-2W	RRX	21.000	-	-	ZZ	-	-	-	-	-	Jvcdqejx	3bK	-	-	3qK+200	-	-
E2Z	ZZJ	13.000	-	-	DD	-	-	-	-	-	Qvwhalib	3xL	-	-	3fB+200	-	-
Mrdiuf	OPU	62.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1T	XLS	682.000	-	Jjj	MMM	-	-	-	-	-	Axvrffax	3mX	-	-	3zD+145	-	-
D	AEK	77.000	-	-	N	-	-	-	-	-	Jqdhetzp	3cV	-	-	3fT+340	-	-
Q	HSG	43.800	-	-	GG	-	-	-	-	-	Uyvaorah	3iN	-	-	3lD+640	-	-
X	NFA	40.000	-	-	EEE	-	-	-	-	-	Rzrvvoup	3hS	-	-	3fT+440	-	-

Tranche Comments

T-1T: Registration: 144I/Gzk C; U-1T: Registration: 144L/Vcv C; W-2W: Registration: 144J/Hdt B; E2Z: Registration: 144J/Yuo L; D: Registration: 144A/Qbi V; X: Registration: 144U/Wnc A; Q: Registration: 144O/Ylb A; Mrdiuf: Registration: 144E/Uwf E;

Allianz SE

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	OBN	62.200	-	-	BB	-	-	-	-	-	Xkmxswar	3fF	-	-	3wG+725	-	-
A	NZY	98.900	-	-	Q	-	-	-	-	-	Mqhzvkbf	3uD	-	-	3eH+350	-	-
U-1	QZG	450.700	-	Uee	LLL	-	-	-	-	-	Tzckcxfx	3jD	-	-	3aB+143	-	-
Kgemzm	BRV	89.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P-2	QVP	12.940	-	-	FF	-	-	-	-	-	Xxjylmjm	3iV	-	-	3aJ+240	-	-
I	GQF	32.790	-	-	SSS	-	-	-	-	-	Pssmuwie	3zE	-	-	3vW+525	-	-