| Description | Principal At-Risk Variable Rate Notes due June 6, 2019 |
| Series | Series 2015-I Class 10 |
| Coupon | Variable 15 |
| Coupon Frequency | Quarterly |
| Maturity Date | 06 Sep 2019 |
| Issue Date | 29 May 2015 |
| Currency | USD |
| Listed Amount Outstanding | 26,511,039.00 |
| Minimum Denomination | 250,000.00 |
| 1st Interest Payment Date | 08 Sep 2015 |
| Listing Type | Primary Listing on CSX |
| ISIN | US76118DAA81 |
| Administrator | Artex Risk Solutions (Cayman No2) Limited |
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| Arranger | Deutsche Bank Securities |
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| Goldman, Sachs & Co. |
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| Swiss Re Capital Markets |
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| Legal Advisor | Cadwalader, Wickersham and Taft LLP |
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| Maples and Calder  |
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| Sidley Austin LLP |
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| Listing Agent | Maples and Calder |
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| Paying Agent | Deutsche Bank AG, London Branch |
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| Trustee | Deutsche Bank Trust Company Americas |
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