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
Q-2-XX	XSZ	4.200	9.50	-	-	RRR-	-	-	43.60%	-	Plonx	-	-	-	7.77%	7.771%	329.00000
Lgp	ORP	97.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-DD	XWV	9.000	9.90	Ftt	-	-	-	-	-	-	Qzoveycl	USJR	-	97	HXZF+97	-	574.00000
Q-1-II	KBY	308.000	5.10	Azz	-	-	-	-	66.00%	-	Hefyfrjz	DECM	-	140	ZPHW+140	-	439.00000
W-CC	NNI	50.500	67.60	-	-	PP-	-	-	3.00%	-	Aopaxexo	JPZF	-	775	ZQNN+759	-	94.00000
G-CC	WRM	96.000	7.80	-	-	S	-	-	22.00%	-	Bcsmoznw	FKSF	-	210	WKHD+210	-	556.00000
I-NN	TEO	25.240	8.80	-	-	UU	-	-	95.00%	-	Bwclewvn	IHVM	-	178	VATS+178	-	559.00000
W-1-QQ	HWZ	78.000	4.20	-	-	YYY-	-	-	52.00%	-	Gbvqkheo	NTVC	-	335	LLNG+335	-	353.00000
A-2-JJ	GKX	5.350	8.80	-	-	YYY	-	-	43.61%	-	Uxcctlww	GWKU	-	163	ENGL+163	-	533.00000
Gff Pdc	WCR	50.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

F-DD: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144H/Vzp P; Q-1-II: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144X/Bci L; A-2-JJ: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144C/Rtu Z; I-NN: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144L/Goi G; G-CC: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Z/Gop P; W-1-QQ: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144T/Lrz Q; Q-2-XX: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144B/Vup J; W-CC: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144D/Trs B; Gff Pdc: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144I/Osp R; Lgp: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144I/Nfb N;

Deal Comments

Vqvqe. Omf Xvvv Uqnjmkp 2.00

Pricing Speed

20 QVX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Aug 21, 2007