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
LGAU86.5804.30D2--E---Lzrhayoi1hM-1201qI+1201rQ+120-
RGZO91.5701.68Gvv2--UUU---Gfqvzjkz1vB-1551rC+1551jK+155-
ZGOB518.5606.80Tnn--SSS---Xuddyluh1bS-421yV+421zU+42-
QIZZ81.1006.47Uj2--XX---Xemjjxdq1eP-801wN+801xK+80-
Tranche Comments
Z: Registration: 144T Rwov; Q: Registration: 144C Amxw; L: Registration: 144D Ytes; R: Registration: 144W Mohq;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CZJQ924.5804.41Rrr--CCC---Fhuedypv1bE-45--480.00000
GOEV10.3104.55I2--P---Ikoherwz1fJ-140--902.00000
KXID86.8504.10Iz2--QQ---Kulmdduq1cQ-100--635.00000
MMTR22.4004.70Inn2--CCC---Fuuppals1tD-180--360.00000
Tranche Comments
C: Registration: 144R Twaa; K: Registration: 144P Jhub; G: Registration: 144X Ajbx; M: Registration: 144X Soqq;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EFAO92.4405.10Q2--R---Cbrrdvuq1dP-155---
SYZU1.1001.70Idd2--TTT---Yyuwqpeb1oX-185---
OCTY24.4001.84Jr2--EE---Bqakavlr1fQ-115---
GREF937.3007.98Vnn--CCC---Uqmaekog1mN-45---
Tranche Comments
G: Registration: 144Y Bpjw; O: Registration: 144P Kaqo; E: Registration: 144S Mvnq; S: Registration: 144U Cujh;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TRIQ22.4003.66Df2NN-----Khyybuxf1yX-1601hW+160-429.00000
IGZS13.2005.56C2G-----Oddltufa1fM-2001mY+200-186.00000
SZGC974.0005.47CnnDDD-----Ijbokbcw1fK-751uK+75-115.00000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FYPH74.1008.10Vi2OO-----Oucpxxtl1hQ-1751yT+175-438.00000
SEYI20.3001.85R2H-----Tbobophe1aT-2001vD+200-689.00000
BASI871.5102.50OxxKKK-----Eebqlqjo1pH-1251gA+125-264.00000
Tranche Comments
B: Registration: 144S Aank; F: Registration: 144A Bxln; S: Registration: 144S Spes;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UWCJ383.0001.59MeeSSS-----Ykuqeykk1hU--1uQ+175-598.00000
WZVS85.1009.92V2S-----Ywxppfoj---1pH+175-53.19390
VBVU16.9006.52Nii------Vbcwtizu---1pC+175-32.81946
Tranche Comments
U: Registration: 144R Xzum; V: Registration: 144A Hfcs; W: Registration: 144Y Nrfu;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LPCN2,234.0004.77-------Ahkmlamf1pW--1lC+200-715.00000
Tranche Comments
L: Registration: 144U Uwjp;

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