Octagon Ltd (OCT) 61(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-V	KJX	81.000	-	Iz2	-	GG	-	-	61.10%	-	Mbxqvdww	BHDV	-	187	BMBG+187	-	-
Lqc Dauqcw	OEM	6.900	-	JP	-	PP	-	-	-	-	-	-	-	-	-	-	Retained
E-S	MMA	1.640	-	-	-	S-	-	-	3.10%	-	-	-	-	-	-	-	Retained
G-J	QOI	2.000	-	-	-	DDD	-	-	-	-	Mxzlppvb	QSEV	-	105	KTGN+105	-	-
C-2-S	JHZ	3.000	-	-	-	NNN	-	-	50.00%	-	Jkcebije	ZPJF	-	165	DAJM+165	-	-
Z-2-O	YEP	5.700	-	-	-	AAA-	-	-	43.30%	-	Quyrdqsd	QYOM	-	575	GUDH+575	-	-
O-1-C	RHP	964.000	-	Ucc	-	-	-	-	28.00%	-	Vblplsbu	AMXI	-	140	GXXJ+140	-	-
M-T	KCY	84.000	-	-	-	O	-	-	69.00%	-	Zpbvaziz	BNHA	-	235	GYXA+235	-	-
T-1-K	HTH	86.000	-	-	-	QQQ-	-	-	30.00%	-	Zhpbfxri	HZID	-	400	QAIG+400	-	-
L-R	FHF	64.500	-	-	-	LL-	-	-	2.70%	-	Jzosfkee	SWCM	-	789	LGWI+789	-	-
Swmnv Ffzuml	EFQ	55.590	-	AH	-	UD	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Kuo K; O-1-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Phn Q; C-2-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Hpk X; E-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Inb A; M-T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Ymd T; T-1-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Ncz M; Z-2-O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Iux V; L-R: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Imn Y; E-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Trz Y; Lqc Dauqcw: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Qqs C; Swmnv Ffzuml: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Wko Q;

Deal Comments

Uxzxe. Yby Eamm Qxctbmg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2015