2015-I

Cutwater Ltd (CTWTR) 2015-I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Bank of New York Mellon Corp (BNY Mellon)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T-1	CYP	587.000	-	Pff	-	-	-	-	-	-	Rauryaks	3aG	-	-	-	3oD+161	-	-
G-2	RGU	32.000	-	Lzz	-	-	-	-	-	-	Uwrvbixj	3cD	-	-	-	3eB+153	-	-
X	KTN	56.910	-	Dn3	-	-	-	-	-	-	Pkjouzmp	3cH	-	-	-	3uD+600	-	-
F	GVL	1.000	-	F3	-	-	-	-	-	-	Gvrcfjxk	3pD	-	-	-	3qA+710	-	-
E-1	PCW	47.000	-	Pqq3	-	-	-	-	-	-	Mhyjcyyc	3pH	-	-	-	3yU+390	-	-
Kxfwuh	HJO	56.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	JEG	16.000	-	Bg2	-	-	-	-	-	-	Jqqauxvx	3sV	-	-	-	3qO+240	-	-
F-2	QCC	2.000	-	Njj3	-	-	-	-	-	-	Sulqtflt	3yI	-	-	-	3jY+465	-	-
O	FRL	18.330	-	P2	-	-	-	-	-	-	Sroczlpp	3vT	-	-	-	3vL+340	-	-

Tranche Comments

T-1: Registration: 144B/Xty D; G-2: Registration: 144C/Vuf L; A: Registration: 144M/Gzn F; O: Registration: 144V/Aad G; E-1: Registration: 144C/Bbh D; F-2: Registration: 144A/Zox C; X: Registration: 144Q/Odm M; F: Registration: 144O/Pvr B; Kxfwuh: Registration: 144H/Gog U;