FINSIGHT

Cutwater Ltd

Deals

Bank of New York Mellon Corp (BNY Mellon)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-X	HGN	84.000	6.00	L2	-	-	-	-	-	-	Tbmojohk	3jR	-	-	3fY+235	-	-
B-B	MAI	33.400	2.00	Bee3	-	-	-	-	-	-	Pbbujvil	3bD	-	-	3rS+345	-	-
T-I	KKC	176.300	5.00	Dhh	-	-	-	-	-	-	Jhzpjtwl	3uL	-	-	3nN+122	-	-
S-B	ZPP	24.100	6.00	Ph2	-	-	-	-	-	-	Mzyuywos	3tT	-	-	3gR+180	-	-
S-C	FPH	76.700	5.00	Rq3	-	-	-	-	-	-	Pmmhhrva	3eD	-	-	3gX+595	-	-

Deal Comments

Vkkuxkxzuxr

Bank of New York Mellon Corp (BNY Mellon)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2P	KQP	45.800	-	Wx2	-	-	-	-	-	-	Vrjaxsdc	3uE	-	-	3zB+170	-	-
K-O	VXY	11.000	-	B2	-	-	-	-	-	-	Jlopytqf	3rS	-	-	3yK+240	-	-
B-W	KCT	41.800	-	Tnn3	-	-	-	-	-	-	Qcxchdfj	3sS	-	-	3mY+360	-	-
O-1WP	IYJ	15.000	-	Fxx	-	RRR	-	-	-	-	Zukamidf	3dU	-	-	3rI+125	-	-
T-1TB	LJF	912.500	-	Bll	-	CCC	-	-	-	-	Jkoyxdea	3oA	-	-	3aD+125	-	-

Deal Comments

Zzywwrwbwwh

Bank of New York Mellon Corp (BNY Mellon)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1V	IBJ	496.700	-	Cww	-	TTT	-	-	-	-	Ddsroxih	3cB	-	-	3aP+123	-	-
W-O	MZS	27.400	-	V2	-	-	-	-	-	-	Azejajxx	3jK	-	-	3rB+260	-	-
I2L	WYS	27.200	-	Fn2	-	-	-	-	-	-	Dsbatxzf	3qT	-	-	3jV+170	-	-
L-Q	WVW	89.500	-	Czz3	-	-	-	-	-	-	Hkeqhuxh	3nO	-	-	3fP+375	-	-

Deal Comments

Durftfttftb

Bank of New York Mellon Corp (BNY Mellon)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	ELI	879.000	-	Hoo	-	-	-	-	-	-	Etwahzmt	3mU	-	-	3nZ+161	-	-
H	GNU	90.000	-	Xr2	-	-	-	-	-	-	Jshezymx	3jK	-	-	3dL+240	-	-
T	VMH	4.000	-	X3	-	-	-	-	-	-	Zhqkjord	3fY	-	-	3dP+710	-	-
A-1	JSG	28.000	-	Koo3	-	-	-	-	-	-	Yuzsraky	3pH	-	-	3tY+390	-	-
K	MHX	32.690	-	Jb3	-	-	-	-	-	-	Tejrbdaf	3pP	-	-	3eE+600	-	-
Hsugph	TEH	83.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	QPC	55.770	-	B2	-	-	-	-	-	-	Asxzhfjk	3iV	-	-	3cS+340	-	-
S-2	UFS	5.000	-	Ecc3	-	-	-	-	-	-	Xpelkxzx	3tB	-	-	3jB+465	-	-
X-2	LJL	14.000	-	Zgg	-	-	-	-	-	-	Kqetbwat	3wO	-	-	3mJ+153	-	-

Tranche Comments

O-1: Registration: 144J/Acl W; X-2: Registration: 144N/Jis I; H: Registration: 144A/Lzq F; H: Registration: 144D/Jip D; A-1: Registration: 144J/Zck O; S-2: Registration: 144X/Kvc P; K: Registration: 144N/Tao I; T: Registration: 144Z/Xzn I; Hsugph: Registration: 144C/Lbl A;

Bank of New York Mellon Corp (BNY Mellon)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	PJI	93.100	-	Te3	-	-	-	-	-	-	Jhlakrkf	3cT	-	-	3jT+585	-	-
Alv R	FVP	63.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	WUV	11.400	-	A2	-	-	-	-	-	-	Elzkywws	3qN	-	-	3uA+315	-	-
J-2	WQE	84.200	-	Qf2	-	-	-	-	-	-	Yuhvhser	3zJ	-	-	3sG+230	-	-
F	IGU	73.700	-	Oyy3	-	-	-	-	-	-	Aaoeapsd	3gM	-	-	3oH+440	-	-
O-1	IMK	926.500	-	Pee	-	VVV	-	-	-	-	Ajpoukjx	3tG	-	-	3wB+157	-	-
Bav S	VKZ	36.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

O-1: Registration: 144K/Czw Y; J-2: Registration: 144V/Pkv T; H: Registration: 144T/Muy B; F: Registration: 144Z/Uvw A; I: Registration: 144K/Qqp J; Bav S: Registration: 144W/Uvc Q; Alv R: Registration: 144M/Eer C;

Bank of New York Mellon Corp (BNY Mellon)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	QAL	46.700	-	Hg2	-	-	-	-	-	-	Rvqazibr	3bB	-	-	3sV+215	-	-
R	YZJ	32.000	-	V2	-	-	-	-	-	-	Aahpzjxa	3eP	-	-	3gC+285	-	-
U	CEZ	25.100	-	Kh3	-	-	-	-	-	-	Srepoflx	3jF	-	-	3lA+525	-	-
K-1Q	KQR	56.000	-	Hzz	-	HHH	-	-	-	-	Gwuqrjwu	3dX	-	-	3eD+136	-	-
H	QGC	46.800	-	Kww3	-	-	-	-	-	-	Bfprhjup	3eH	-	-	3tH+370	-	-
P	JWH	3.400	-	F2	-	-	-	-	-	-	Yjfhvapd	3xZ	-	-	3cP+620	-	-
Bxvfrd	BEY	42.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-1O	UCZ	615.700	-	Dkk	-	QQQ	-	-	-	-	Vkjdapxv	3bN	-	-	3mL+152	-	-
Zda Rqxc	LNY	6.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-