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
O	ZVB	21.000	-	Gu2	-	-	-	-	-	-	Hhsbywwb	3yP	-	-	-	3vR+240	-	-
N-1	WTU	988.000	-	Gpp	-	-	-	-	-	-	Nkqkbqfr	3yZ	-	-	-	3tU+161	-	-
F	YML	74.730	-	Fe3	-	-	-	-	-	-	Hffmvvww	3kX	-	-	-	3jV+600	-	-
I-1	KPT	22.000	-	Ctt3	-	-	-	-	-	-	Qabeaysv	3uX	-	-	-	3kV+390	-	-
Agpgkg	GCL	74.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	ZTB	9.000	-	V3	-	-	-	-	-	-	Hsoltvam	3dR	-	-	-	3qC+710	-	-
Q-2	YHE	51.000	-	Vll	-	-	-	-	-	-	Bcflvxnh	3jB	-	-	-	3cQ+153	-	-
L	TBD	31.810	-	W2	-	-	-	-	-	-	Dfxzhmfu	3sN	-	-	-	3eC+340	-	-
L-2	TSV	4.000	-	Wnn3	-	-	-	-	-	-	Rspvmoxo	3kK	-	-	-	3zP+465	-	-

Tranche Comments

N-1: Registration: 144Z/Knx D; Q-2: Registration: 144Y/Cxo R; O: Registration: 144K/Mmx N; L: Registration: 144N/Xjv V; I-1: Registration: 144F/Bsn D; L-2: Registration: 144C/Mnz L; F: Registration: 144K/Emv N; T: Registration: 144T/Fxt F; Agpgkg: Registration: 144A/Okl P;