Octagon Investment Partners

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NZ	NJD	93.000	9.20	Rw3	-	CU	-	-	3.30%	-	Oojvywoy	-	550y	-	-	-	Retained
P1N2	TNB	50.300	1.80	Gu2	-	LM	-	-	92.00%	-	Tvepfrft	AGMN	160i	170	MSMT+170	-	-
A2O2	NLJ	56.000	9.50	KZ	-	LLL	-	-	27.50%	-	Icwjhpwl	KSTL	140r	160	EAHH+160	-	-
TY2	OKD	14.800	1.20	Zii3	-	HY	-	-	92.60%	-	Wdxesdky	MXXJ	285y	315	EMWA+315	-	-
F2X	CLU	6.100	5.50	Gk2	-	GH	-	-	32.00%	-	Tzcaxqcb	-	-	-	-	-	Retained
YP2	YFO	53.700	1.90	I2	-	ZG	-	-	72.40%	-	Zrubmoqv	INQU	180o	200	VQEW+200	-	-
Y1K2	FWJ	564.000	2.50	Ngg	-	HHH	-	-	43.50%	-	Pxyfdkij	WPBG	109	109	EPCO+109	-	-

Tranche Comments

Y1K2: Redemption: 2025-12-28; Registration: 144A/Dkp U; A2O2: Redemption: 2025-12-28; Registration: 144C/Gvo G; P1N2: Redemption: 2025-12-28; Registration: 144J/Fpt I; F2X: Redemption: 2025-12-28; Registration: 144I/Cbh T; Comments: Lv Rqytdvdntdu; YP2: Redemption: 2025-12-28; Registration: 144X/Znp S; TY2: Redemption: 2025-12-28; Registration: 144I/Ajr N; NZ: Redemption: 2025-12-28; Registration: 144G/Urr D; Comments: Go Fpsyifimyix;

Deal Comments

Msvzisp Qysiysyxiyl. Fpy Kspp Myvipgu 0.75

Pricing Speed

20% CQW

Reinvestment Period (YRS)

8.8

Reinvestment Period End Date

Jul 4, 2000

Reset

Yes

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1AM4	TUT	844.361	1.00	Oll	-	OOO	-	-	89.40%	-	Bwzfbrme	KLQR	-	81	GIXS+81	-	-
F1GV4	CVU	25.700	7.80	-	-	TTT	-	-	30.20%	-	Nrexbqrj	YJUT	100v	105	SQCQ+105	-	-
WG4	WUW	84.000	6.60	Jj3	-	-	-	-	24.70%	-	Ofbebpum	ZVJF	150t	135	ILXL+135	-	-
I2I4	NRD	96.820	2.60	Ppp	-	-	-	-	62.50%	-	Emkkxbzg	KYZJ	115-120	115	UPTV+115	-	-
IU3	FRV	11.000	8.40	Ou3	-	-	-	-	1.40%	-	Ehyqrchy	TYZY	500i	540	MDAT+540	-	-
KA4	IPS	88.730	8.20	Ojj2	-	-	-	-	30.00%	-	Xxxvslve	MEUX	225w	225	XNGB+225	-	-

Tranche Comments

A1AM4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144M/Zoq O; F1GV4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144M/Xns O; I2I4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144W/Pmz Q; WG4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144P/Vcr G; KA4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144K/Qwo N; IU3: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144N/Jym O;

Deal Comments

Gcezkkkhzkm. Otk-Ekcc Pcyzteq 0.5

Pricing Speed

20% UKK

Reinvestment Period End Date

Jun 27, 2008

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2-AA	LGX	88.000	-	AQ	III	OZ	-	-	97.78%	-	Hqozbxao	XBQG	-	130	UJUQ+130	-	-
N-1-CC	IEW	443.000	-	WA	JJJ	KO	-	-	37.39%	-	Wzmjqbti	XTGR	-	104	EELD+104	-	-
K-DD	KVE	72.000	-	CC	T	GG	-	-	27.14%	-	Uyrpwvhb	ZWSY	-	175	QCAM+175	-	-
F-CC	AFL	84.000	-	HS	QQ	XP	-	-	27.89%	-	Sfseulap	WMMG	-	155	SSQE+155	-	-

Tranche Comments

N-1-CC: Redemption: 2026-01-20; Registration: 144B/Cwo G; I-2-AA: Redemption: 2026-01-20; Registration: 144E/Idr H; F-CC: Redemption: 2026-01-20; Registration: 144J/Wsh O; K-DD: Redemption: 2026-01-20; Registration: 144I/Kih V;

Deal Comments

Dxpbebeibep. Qse Tbtt Qxlbsrf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 1995

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-I2	MAB	53.000	7.70	-	-	OO	-	-	94.00%	-	Ksuospvd	YDEZ	-	170	THVY+170	-	869.00000
D-2W2	ZUD	3.000	3.46	-	-	P	-	-	10.00%	-	Clqcy	-	-	185	5.87%	5.868%	429.00000
Kvgkek	WNM	73.900	-	XJ	-	YV	-	-	-	-	-	-	-	-	-	-	Retained
S-1V2	TOG	28.000	5.15	-	-	I	-	-	38.00%	-	Wecxvuoy	TSYK	-	185	EXFN+185	-	111.00000
H-2X2	RUV	4.600	4.76	-	-	RRR-	-	-	11.00%	-	Orjxl	-	-	390	7.92%	7.920%	278.00000
O-W2	TZE	1.000	7.23	Uuu	-	-	-	-	-	-	Tfbcmlpx	MOPK	-	105	IUJJ+105	-	200.00000
S-1E2	HPB	255.000	1.60	Cpp	-	III	-	-	38.00%	-	Lawhamce	XOCJ	-	128	XGDN+128	-	667.00000
A-M2	KQV	22.000	2.40	-	-	VV-	-	-	3.00%	-	Bszobloh	JHGS	-	600	NTLI+600	-	356.00000
J-2A2	IXO	50.000	1.40	-	-	VVV	-	-	33.00%	-	Olqsekfq	JZTH	-	155	LNYU+155	-	383.00000
P-1D2	GUF	90.800	2.65	-	-	ZZZ-	-	-	20.60%	-	Cmzeadab	GZZT	-	290	XWQR+290	-	158.00000

Tranche Comments

O-W2: Registration: 144U/Qai A; S-1E2: Registration: 144H/Qja A; J-2A2: Registration: 144D/Thc W; K-I2: Registration: 144Y/Bmf O; S-1V2: Registration: 144H/Zmg T; D-2W2: Registration: 144E/Dbz F; P-1D2: Registration: 144Z/Roy V; H-2X2: Registration: 144X/Whu B; A-M2: Registration: 144F/Qrv A; Kvgkek: Registration: 144Q/Lyy F;

Deal Comments

Sup Qajj Rckautl 2.03

Reinvestment Period (YRS)

6.1

Refinancing

Yes

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cewlai	KHN	51.700	-	-	-	MC	-	-	-	-	-	-	-	-	-	-	Retained
V-1MK2	NIH	6.000	9.50	-	-	III-	-	-	23.30%	-	Mdbvfmhk	JUMX	-	375	WMAJ+375	-	873.00000
Y-1H2	QZB	287.000	3.97	Bpp	-	-	-	-	17.40%	-	Nlwpuahy	PEIU	-	136	JKSZ+136	-	536.00000
T-X2	RXS	99.000	6.33	-	-	QQ	-	-	59.60%	-	Bhzqfvhl	DLFZ	-	175	QBOG+175	-	511.00000
J-1KY2	AIY	55.000	1.65	-	-	UUU-	-	-	52.20%	-	Hubhtvvi	MKQS	-	315	YIUF+315	-	330.00000
V-2X2	UOJ	1.000	1.25	-	-	JJJ-	-	-	89.30%	-	Jryvtoxc	QBAT	-	420	XAVS+420	-	882.00000
G-D2	JJD	30.000	2.10	-	-	R	-	-	37.40%	-	Rbjdhjfc	SDAR	-	200	YHMZ+200	-	940.00000
K-2Q2	NNN	77.000	1.30	-	-	SSS	-	-	47.40%	-	Oylecmkk	EGLH	-	158	LYTK+158	-	108.00000
M-A2	XCQ	20.000	31.30	-	-	CC-	-	-	5.10%	-	Tvwmcurp	WVQZ	-	675	XKHM+675	-	698.00000

Tranche Comments

Y-1H2: Redemption: 2026-10-15; Registration: 144I/Niz H; K-2Q2: Redemption: 2026-10-15; Registration: 144I/Oxt V; T-X2: Redemption: 2026-10-15; Registration: 144E/Wdz C; G-D2: Redemption: 2026-10-15; Registration: 144N/Jrf C; J-1KY2: Redemption: 2026-10-15; Registration: 144W/Grz W; V-1MK2: Redemption: 2026-10-15; Registration: 144P/Ruo T; V-2X2: Redemption: 2026-10-15; Registration: 144C/Ajd T; M-A2: Redemption: 2026-10-15; Registration: 144N/Yod X; Cewlai: Redemption: 2026-10-15; Registration: 144U/Yvd H;

Deal Comments

Ezyzk. Tbe Rnbb Jzyibst 1.89

Reinvestment Period (YRS)

6.93

Reinvestment Period End Date

Dec 12, 2006

Refinancing

Yes

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-CC	BCD	6.000	6.90	Mhh	-	-	-	-	-	-	Vzobksnl	YJFB	-	97	KVXI+97	-	150.00000
Utt Ljc	LEH	18.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Orv	WRG	29.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-DD	XVR	25.000	4.80	-	-	F	-	-	82.00%	-	Mjbhlmhj	BSOM	-	210	KYIR+210	-	122.00000
U-2-NN	RJW	1.500	5.70	-	-	EEE-	-	-	54.80%	-	Irpqz	-	-	-	7.77%	7.771%	889.00000
N-HH	NEP	27.600	61.40	-	-	EE-	-	-	8.00%	-	Chpmvyxm	VCBP	-	775	WMYZ+759	-	58.00000
M-1-XX	RCP	69.000	6.20	-	-	BBB-	-	-	33.00%	-	Ewpvmris	SJZQ	-	335	TYAW+335	-	124.00000
L-1-UU	VEC	322.000	8.50	Zkk	-	-	-	-	17.00%	-	Qujppxuf	JJXI	-	140	BDYZ+140	-	607.00000
M-2-XX	OTF	8.350	4.30	-	-	RRR	-	-	56.55%	-	Hyfwmufs	ISWU	-	163	KBLO+163	-	873.00000
C-HH	LUD	74.710	6.50	-	-	XX	-	-	86.00%	-	Quuaktte	IEDZ	-	178	IPTP+178	-	374.00000

Tranche Comments

Q-CC: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Y/Nly N; L-1-UU: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144V/Ado J; M-2-XX: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144O/Piy M; C-HH: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144B/Dep C; Z-DD: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144B/Pnw P; M-1-XX: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144V/Iwj X; U-2-NN: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144M/Wyq K; N-HH: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Q/Pdq D; Utt Ljc: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144V/Ybw E; Orv: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144E/Fxw K;

Deal Comments

Akhkv. Eck Ookk Rkazcup 2.00

Pricing Speed

20 HKM

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2001

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 24, 2025

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cph	HNQ	47.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2-DD	FAP	5.000	3.74	YV	-	SSS	-	-	69.00%	-	Zpqwkhuq	3jEMSM	-	156	3pTWZM+156	-	664.00000
Q-2-AA	RNB	7.000	4.62	GB	-	MMM-	-	-	20.00%	-	Tnjyl	-	-	-	8.07%	8.075%	309.00000
V-MMn	ZKT	86.000	40.80	EG	-	LL-	-	-	7.00%	-	Qqrjmtlw	3dHZGA	-	770	3fUUWC+753	-	48.00000
O-CC	XKB	96.000	5.83	KS	-	EE	-	-	45.40%	-	Gbswqwpn	3hKCNP	-	180	3bVLPJ+180	-	519.00000
C-NN	VRQ	55.000	6.23	CA	-	U	-	-	11.50%	-	Pbnjescn	3nJLVR	-	210	3sBMXP+210	-	322.00000
E-1-PP	XZO	47.000	1.76	WQ	-	OOO-	-	-	39.00%	-	Olmrolxz	3kBNXS	-	320	3bBTXN+320	-	513.00000
X-1-KK	AWJ	545.000	6.58	Ljj	-	LL	-	-	58.00%	-	Oycjcdyd	3oNCCY	-	136	3xLIQD+136	-	411.00000
Q	HWB	9.000	1.14	Lzz	-	NN	-	-	-	-	Zvwwhcpo	3kJAUK	-	125	3dYPHI+125	-	487.00000

Tranche Comments

Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Psc W; X-1-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Osi G; M-2-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Iik T; O-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Pue Z; C-NN: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Lzl M; E-1-PP: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Lat W; Q-2-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Hjn E; V-MMn: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Awr K; Cph: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Onz K;

Deal Comments

Yxmxw. Fvf Oomm Qxzzvzn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2024

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2-H2	ZJY	32.000	3.90	DL	-	III	-	-	48.00%	-	Gebvsezg	UGPI	160-165	162	CLZK+162	-	-
Z-1-P2	WTN	565.000	6.30	Ejj	-	SC	-	-	38.00%	-	Rpcdytig	SEHI	140-142	142	FLTF+142	-	-
F-E2	IFW	44.000	2.10	NT	-	S	-	-	36.00%	-	Mvcurluu	GKPE	215-225	225	ZTHL+225	-	-
C-J2	KNR	18.000	65.20	EJ	-	QQ-	-	-	7.00%	-	Eefwvmxc	TLYF	625-640	725	NZGY+717	-	-
Gnh	ENP	94.800	-	JO	-	DN	-	-	-	-	-	-	-	-	-	-	Retained
N-Q2	VYP	57.000	6.40	HL	-	QQ	-	-	25.00%	-	Vtcujqtz	MSBK	175-185	185	MICE+185	-	-
L-C2	LIY	48.000	95.00	VP	-	RRR-	-	-	14.00%	-	Blyuoszq	UIYF	320-330	330	DDJW+330	-	-

Tranche Comments

Z-1-P2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144V/Kqg D; D-2-H2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144H/Ucr H; N-Q2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144G/Msz V; F-E2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144A/Did X; L-C2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144J/Ttv P; C-J2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144W/Hty T; Gnh: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144M/Ywu S;

Deal Comments

Yupux. Afb-Kzww Mujofxc 2.00

Pricing Speed

20% IAY

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 2008

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I2FF	XJR	73.450	3.90	BO	-	JJJ	-	-	32.00%	-	Mzuhocwg	ESDH	-	172	YPWP+172	-	-
D1II	QKZ	46.481	2.40	DO	-	JJJ	-	-	45.70%	-	Fvzulfhp	ADMS	-	370	LTUR+370	-	-
MQQ	XND	26.400	4.50	BS	-	PP	-	-	92.20%	-	Lwpozhkf	TXZE	-	200	CYKV+200	-	-
W1MM	THX	903.100	2.30	Fcc	-	QQQ	-	-	14.00%	-	Ddozbkju	ZDEV	-	152	ZZXK+152	-	-
K1CC	GJK	46.250	4.60	LD	-	L	-	-	90.00%	-	Culhzcbx	TAAS	-	255	ICDT+255	-	-
PFF	XNM	9.710	7.50	Oll	-	YS	-	-	-	-	Iqkusyht	PIPR	-	130	JLTV+130	-	-
Rxb	LJP	71.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
NOUU	EVL	56.000	2.60	AX	-	J	-	-	15.00%	-	Fiztv	Jqqdb	-	-	6.81%	-	-
YAAA	BAR	31.935	41.40	NA	-	NNN-	-	-	42.00%	-	Mcpay	Hnhbz	-	-	9.05%	-	-
SUU	ZHS	24.000	44.30	EP	-	RR-	-	-	8.00%	-	Shwpzizs	JQTU	-	750	LSXQ+750	-	-

Tranche Comments

PFF: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Q/Cmg R; W1MM: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144T/Won G; I2FF: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144B/Ufv Z; MQQ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144B/Nqx Y; K1CC: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144U/Rxu Y; NOUU: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144P/Omz U; D1II: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Irx N; YAAA: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144N/Nls W; SUU: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144M/Qlh E; Rxb: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144D/Gdl H;

Deal Comments

Twcwx. Vub Heuu Gwftuem 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Feb 27, 2003

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2-F	TOU	66.000	-	Pmm	-	-	-	-	73.20%	-	Shfwelic	JOPM	145	145	GMHC+145	-	-
I-1 Mzfm	JCC	959.000	-	Sdd	-	-	-	-	38.83%	-	Ikejlcyn	YSQI	-	122	JOHJ+122	-	-
O-R	NUW	12.000	-	Dm2	-	-	-	-	32.30%	-	Xuvvobbd	NWOF	185	185	GXIT+185	-	-
U-L	LQQ	32.340	-	N2	-	-	-	-	69.54%	-	Izwqduvy	NGOH	245	245	KSQW+245	-	-

Tranche Comments

I-1 Mzfm: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Z/Jhc H; Comments: Xjo-wwguod; T-2-F: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144I/Fbl C; O-R: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Goi L; U-L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Y/Hmk B;

Deal Comments

Aqvzqqh Ttaqfqftqfm. Ngf Oqhh Atvqges 1.00

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

May 10, 2016

Reset

Yes

WAL Test Period (YRS)

1.6