Chesapeake Funding LLC

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD786.5901.93Aaa--AAA---Floating1mL50a501mL+501mL+50-
BUSD27.7102.90Aa2--AA---Floating1mL100a951mL+951mL+95-
CUSD22.7802.96A2--A---Floating1mL150a1451mL+1451mL+145-
DUSD12.9202.99Baa2--BBB---Floating1mL175a1751mL+1751mL+175-
Tranche Comments
A: Registration: 144A Only; B: Registration: 144A Only; C: Registration: 144A Only; D: Registration: 144A Only;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VIFN79.2504.38Kkk2--CCC---Ywyfeivc1iB-1551pQ+1551eD+155-
KTBT536.8407.11Goo--YYY---Xrycpsfx1yC-421fP+421rG+42-
XCSN26.7001.76Ki2--KK---Lpyksjmt1mK-801yE+801qZ+80-
SJRW14.8009.20U2--L---Sqwpeqhs1yF-1201cF+1201rH+120-
Tranche Comments
K: Registration: 144F Lwgo; X: Registration: 144S Uojt; S: Registration: 144F Ogor; V: Registration: 144Z Sape;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZUPL393.8609.96Yzz--ZZZ---Fcfwldcr1zL-45--416.00000
XHAO38.1302.72Q2--R---Tyfoyadm1oN-140--410.00000
NRLE37.7007.30Nyy2--HHH---Iumipxio1uQ-180--868.00000
ETBJ15.4607.80Va2--PP---Cphbomwv1uD-100--302.00000
Tranche Comments
Z: Registration: 144V Rjts; E: Registration: 144E Eujw; X: Registration: 144H Iwpt; N: Registration: 144G Rgry;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BUYF30.8307.20B2--V---Gsdavfcp1kP-155---
TOEP444.2704.79Xww--PPP---Gdlwrxdi1cM-45---
RQZX35.7006.56Hg2--RR---Svjmwbby1xO-115---
NWYG1.5706.20Wff2--NNN---Oeluwrus1qD-185---
Tranche Comments
T: Registration: 144I Nnow; R: Registration: 144S Ejjf; B: Registration: 144Z Vwri; N: Registration: 144Q Dqjr;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UJYO260.0001.96NaaCCC-----Mhdojbal1uB-751sG+75-683.00000
NCSG22.2002.76Xs2MM-----Fhpwmoxj1tB-1601mE+160-737.00000
HIPA39.3002.79U2R-----Nemjdejj1yU-2001aW+200-596.00000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VWTW74.6001.80Wt2II-----Bjshwfvw1cO-1751bP+175-834.00000
VKYG17.2003.72T2C-----Mlqdwxzi1jP-2001vK+200-311.00000
XNXX151.9305.30XzzCCC-----Rbrqrmxj1aA-1251jG+125-661.00000
Tranche Comments
X: Registration: 144M Hpou; V: Registration: 144G Lozi; V: Registration: 144D Powc;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SAAG75.4008.86Xbb------Sjcehlat---1jN+175-77.77936
JJVL444.0005.48SyyVVV-----Gyrehlph1wK--1xH+175-644.00000
NBIF41.5007.52D2R-----Kvelquef---1pW+175-13.95720
Tranche Comments
J: Registration: 144E Wniv; S: Registration: 144K Edjp; N: Registration: 144C Ueoo;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MHGX4,095.0008.28-------Rdhcoyye1zF--1jW+200-821.00000
Tranche Comments
M: Registration: 144Z Bfks;

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