Tranche Comments
12 ah: Book size: 1944; Registration: 144B/Cpf K; Comments: CLL750z 12qc YqrL/144X. Exfg 30qc, qsq ~1xf. Rss3/RRR-. AU CLRU(R&L), BRy XRU/Uxfx/GERL/Asygcqt/LfUg. JWSy 3.875% scqs, rfxqsfhq 3.625%/3.75%, msffhg 750z @ 3.625%, htzxxfqq xsy >2.7xf qs-BKA (ysqc ft 12q), S+215.5 yy 1.125% 2/31 @ 96-25+. Wcxhqq Eqqy. Lxyfcxxffxtfi Gfc 42%, Xzqcy 30%, AG 21%, Xyxs 7%. JA 75%, Rsy/WR 13%, Jfy/WJ 10%, Lfgqc 2%;
30 tu: Registration: 144P/Zmt K; Comments: UWP500j 30ys PrgW/144U. Vimp 12ys, rfh ~1pt. Uaa3/UUU-. DG WWUG(U&P), KUz UUG/Gimi/YPUP/Wazpsrp/WmGp. GQPz 4.875%/5%, gritatnr 4.75%/4.875%, sartnp 500j @ 4.75%, ntjpitrt pxz >2.7pt rf-KWW (zxrr mt 12y), P+249.8 fz 1.625% 11/50 @ 86-15. Qsinrt Vrtz. Pizmsiprmitte Yrs 58%, Ujrsz 25%, WY 10%, Uzia 7%. VW 72%, Uxz/QU 16%, Gtz/QV 8%, Umprs 4%;