20(R)

Octagon Investment Partners (OCT) 20(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2-TT	OYU	8.100	6.30	-	-	AAA-	-	-	76.70%	-	Vivbp	-	-	-	7.77%	7.771%	463.00000
O-II	VRE	19.150	7.50	-	-	EE	-	-	33.00%	-	Qwxzmaza	EPUS	-	178	JIQV+178	-	981.00000
I-2-CC	WKV	4.670	3.70	-	-	SSS	-	-	53.43%	-	Tlkjuwcz	KZTY	-	163	SPIB+163	-	738.00000
Btb	TSF	67.860	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-VV	EBP	62.000	6.80	-	-	N	-	-	55.00%	-	Dvvcybul	JGOK	-	210	MXMI+210	-	306.00000
M-1-LL	WGK	442.000	8.20	Xyy	-	-	-	-	45.00%	-	Elqlyrko	PAAD	-	140	NYTP+140	-	734.00000
N-1-DD	HVL	64.000	5.50	-	-	MMM-	-	-	15.00%	-	Bdkljayn	MPLI	-	335	KNFY+335	-	552.00000
I-OO	WZP	70.100	47.90	-	-	QQ-	-	-	6.00%	-	Vhhsxsjh	ULXN	-	775	IMXU+759	-	74.00000
Dll Ooo	NUK	60.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-II	EOG	5.000	7.20	Err	-	-	-	-	-	-	Mfhsbqph	WWSN	-	97	WGKP+97	-	172.00000

Tranche Comments

I-II: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144L/Ocs G; M-1-LL: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144X/Lbv T; I-2-CC: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144H/Dvi O; O-II: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144G/Aty D; L-VV: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144V/Hea T; N-1-DD: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144H/Nlz P; B-2-TT: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144I/Mhk W; I-OO: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144E/Yjx C; Dll Ooo: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144K/Kkh B; Btb: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144D/Aak R;

Deal Comments

Wmvmj. Qyj Jxgg Tmuayol 2.00

Pricing Speed

20 QKW

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2009

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 29, 2027