Octagon Ltd (OCT) 32(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
XH3	LPI	9.000	1.30	Oww	-	SU	-	-	-	-	Ikuxqzhf	YBAW	-	115	AVWE+115	-	-
XA3	CGN	25.000	9.70	ZA	-	Z	-	-	54.00%	-	Euuqzxet	SJXE	-	205	VOKR+205	-	-
L1I3	LUN	48.000	8.80	KW	-	GGG-	-	-	74.00%	-	Tqfwxzab	MZNS	-	315	ZYKR+315	-	-
I1M3	CBZ	624.000	1.50	Akk	-	QB	-	-	22.00%	-	Pyhchjmj	WWQW	-	138	TYYD+138	-	-
K2U3	XJE	7.000	3.70	BV	-	DDD	-	-	45.00%	-	Ielcszjt	ADDE	-	160	IKKM+160	-	-
Ocb	YIV	32.000	-	AN	-	QJ	-	-	-	-	-	-	-	-	-	-	Retained
GW3	IPF	75.000	97.30	HA	-	MM-	-	-	3.00%	-	Laemyhva	IGGU	-	727	LKDZ+727	-	-
XO3	CFS	5.000	8.10	FK	-	DW	-	-	-	-	Qyxkhyny	YDAV	-	735	XCQG+735	-	-
ZM3	IMI	10.000	3.70	JE	-	AA	-	-	40.00%	-	Hydfvunr	JIMZ	-	180	KGYA+180	-	-
P2N3	IXI	2.000	20.00	DX	-	QQQ-	-	-	64.70%	-	Iilvy	-	-	-	7.86%	-	-

Tranche Comments

XH3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144Y/Zfz M; I1M3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144C/Gma B; K2U3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144H/Aeu Z; ZM3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144J/Ddh T; XA3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144V/Vly Y; L1I3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144L/Dzo P; P2N3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144T/Mol T; GW3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144U/Vxu Q; XO3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144K/Ejk E; Ocb: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144N/Oww D;

Deal Comments

Btsty. Lep Hsff Ytxtequ 2.00

Pricing Speed

20 BTB

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 12, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Jun 25, 2002