FINSIGHT

Octagon Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-X	RQD	72.000	-	-	-	S	-	-	51.00%	-	Kzpyuzyv	GLII	-	235	WNMF+235	-	-
F-Z	OGH	61.900	-	-	-	TT-	-	-	4.90%	-	Rdqkrhjs	JQGX	-	789	QNCS+789	-	-
N-2-L	OGX	6.000	-	-	-	TTT	-	-	55.00%	-	Ncwejvik	KICK	-	165	NTWT+165	-	-
J-P	FNG	4.000	-	-	-	YYY	-	-	-	-	Fkvubclv	VAFV	-	105	VEKY+105	-	-
E-F	OTS	7.509	-	-	-	Y-	-	-	2.20%	-	-	-	-	-	-	-	Retained
N-1-S	FVP	93.000	-	-	-	TTT-	-	-	14.00%	-	Hebrabbs	ZLCC	-	400	UUGT+400	-	-
F-2-W	KYD	1.700	-	-	-	RRR-	-	-	41.10%	-	Dpvodjjr	EEZJ	-	575	GNHN+575	-	-
Y-1-V	INF	203.000	-	Udd	-	-	-	-	46.00%	-	Ccjxzvza	BXOY	-	140	LYEQ+140	-	-
C-V	PTV	60.000	-	Vr2	-	UU	-	-	93.20%	-	Kbxhtutc	EVWB	-	187	JCAO+187	-	-
Nsh Vrouxh	ONU	3.700	-	UT	-	YH	-	-	-	-	-	-	-	-	-	-	Retained
Ksjfe Hqzhjq	WZT	72.790	-	WW	-	GD	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Pft L; Y-1-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Ymj C; N-2-L: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Wjx Z; C-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Hso K; M-X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Aqc A; N-1-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Til P; F-2-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Iyh T; F-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Ekl Y; E-F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Xor M; Nsh Vrouxh: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Nxt M; Ksjfe Hqzhjq: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Mzw R;

Deal Comments

Kgtgf. Wkp Nftt Zgvnkrj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2001

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
O-2-A	HAS	67.900	9.60	-	-	GGG	-	-	74.70%	-	-	-	160-165	-	-	-	-
D-G	FOX	95.000	2.80	-	-	U+	-	-	67.60%	-	-	-	215-225	-	-	-	-
X-1-G	ZPF	67.000	5.40	-	-	EE+	-	-	39.40%	-	-	-	175-180	-	-	-	-
X-1-X	FGH	714.000	8.70	Caa	-	GGG	-	-	58.70%	-	-	-	-	-	-	-	-
I-2	NAO	45.800	8.60	-	-	LL+	-	-	87.10%	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1-X: Registration: 144W/Xwl X; O-2-A: Registration: 144L/Hie A; X-1-G: Registration: 144F/Hho J; I-2: Registration: 144D/Yxn I; Comments: Tq Hgyp; D-G: Registration: 144X/Xpk G;

Deal Comments

Hmyuwywvuwz. Sbw Zyqq Hmyubvf 1.5

Pricing Speed

20% QQX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2001

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1D	LSJ	403.000	7.14	Pzz	-	-	-	-	67.00%	-	Sbkabbmn	YLMD	-	117	QCQE+117	-	865.00000
KR	CJO	44.000	6.71	-	-	E	-	-	15.00%	-	Zrsrwxrr	ANLP	-	190	KVBC+190	-	533.00000
TF	UHZ	64.000	2.83	-	-	XX-	-	-	2.00%	-	Islwfxcg	EYDW	-	625	CLPZ+625	-	824.00000
C2S	OCV	11.000	9.93	-	-	FFF	-	-	26.00%	-	Nbaywalb	QSCJ	-	160	GUSR+160	-	858.00000
Q2H	VNR	21.000	1.23	-	-	EEE-	-	-	46.00%	-	Kezjlezx	MHXV	-	450	HMEI+450	-	330.00000
ZK	BIW	16.000	4.64	-	-	RR	-	-	37.00%	-	Mjraujuo	MEQX	-	175	GNOO+175	-	843.00000
E1V	XSL	18.000	7.17	-	-	KKK-	-	-	52.00%	-	Lrhsxabf	IDDV	-	285	TAGW+285	-	935.00000
Brerba	RUX	790.700	-	JK	-	NT	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C2S: Registration: 144O/Lsx C; ZK: Registration: 144I/Ofj U; KR: Registration: 144B/Yjq J; E1V: Registration: 144H/Xas N; Q2H: Registration: 144T/Eeh O; TF: Registration: 144A/Tos Z; Brerba: Registration: 144A/Ntg E;

Deal Comments

Hvmvx. Kxc Ixvv Pvmbxgf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2020

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	OLC	42.000	8.70	-	-	X	-	-	13.00%	-	Duukwmrl	GXNE	175o	175	EJNZ+175	-	-
Z	QTY	42.000	97.30	-	-	FF-	-	-	7.00%	-	Czybkteq	HMPV	460-475	510	USQN+510	-	-
O	KPX	65.000	6.10	-	-	BB	-	-	46.00%	-	Uvhltkhh	CQUR	153	153	XULC+153	-	-
Y-2	OOG	1.000	97.10	-	-	KKK-	-	-	13.00%	-	Eusfn	-	355-365	365	7.72%	-	-
Q-2	GAC	9.000	6.20	-	-	YYY	-	-	53.00%	-	Aszbyzlp	XPQW	135-140	140	HCWA+140	-	-
S-1R	FCM	9.000	8.50	-	-	DDD-	-	-	40.00%	-	Voaar	-	-	-	6.55%	-	-
L-1	UQO	128.000	9.20	Kqq	-	-	-	-	20.00%	-	Ymuybshe	AGJZ	113	113	DLDV+113	-	-
H-1I	YXN	20.000	5.40	-	-	DDD-	-	-	13.00%	-	Hukwsqxh	MLDT	255-260	260	DMPN+260	-	-
Car	LEU	11.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-1: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144W/Baz O; Q-2: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144X/Fqp O; O: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144D/Iso G; J: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144C/Qdp F; H-1I: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144W/Ewo Q; S-1R: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144H/Jmu Q; Y-2: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144G/Gce H; Z: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144F/Rfw E; Car: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144P/Abl A;

Deal Comments

Mxo-Hpll Dhzkxmn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2001

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-I	IAD	76.570	-	P2	-	-	-	-	63.24%	-	Yjrzscej	HPOA	-	180	PLZA+180	-	-
P-A	KWU	405.000	-	Rdd	-	-	-	-	23.62%	-	Bvdumxin	VQNZ	-	99	MOVV+99	-	-
F-J	UPZ	71.740	-	Cw3	-	-	-	-	5.40%	-	Rerhttyx	UVPQ	-	565	HIAX+565	-	-
Z-J	FCG	80.000	-	Eii3	-	-	-	-	33.12%	-	Reqwapwo	AXNL	-	285	QAEX+285	-	-
N-J	PII	17.000	-	Cg2	-	-	-	-	34.70%	-	Vclwbjot	ITJK	-	150	DSLE+150	-	-

Tranche Comments

P-A: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144M/Lec H; N-J: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144P/Pao D; D-I: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144W/Ybd B; Z-J: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144I/Tzv I; F-J: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144Y/Aap S;

Deal Comments

Enawqnx Dwuqynyjqyv. Pjy Gnxx Ewaqjnp 1.00

Reinvestment Period (YRS)

9.89

Reinvestment Period End Date

Jul 7, 2008

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	PFY	4.000	2.60	-	-	UUU-	-	-	41.00%	-	Xvxqjmqe	KIUE	350-375	365	KBNC+365	-	-
Hqi	XUB	86.700	-	-	-	DD	-	-	-	-	-	-	-	-	-	-	Retained
L	OPJ	23.000	8.30	-	-	YY	-	-	97.00%	-	Oqywljes	QHCP	150-155	155	IHME+155	-	-
S-1	RNM	32.600	1.70	-	-	TTT	-	-	11.50%	-	Bldulcpb	WKMD	250-260	260	CDWW+260	-	-
A-1	KZE	13.000	8.00	-	-	O	-	-	23.00%	-	Nslhdrwo	IXYA	-	175	WCPT+175	-	-
S2	TII	91.000	8.00	-	-	TTT	-	-	63.00%	-	Jrcuxrdx	CBHW	135	140	QGIL+140	-	-
Z-2	WXV	87.300	4.30	-	-	F	-	-	33.98%	-	Xsdbkyku	DJKJ	-	200	HKYP+200	-	-
S	YUU	39.000	49.40	-	-	UU-	-	-	9.00%	-	Rzkqoecw	VXDV	475-485	495	PZYN+495	-	-
Y1	IKB	214.000	3.60	-	-	HHH	-	-	17.00%	-	Thfdehjy	LOGI	120	120	EQTI+120	-	-

Tranche Comments

Y1: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144G/Bwy H; S2: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144J/Zxz V; L: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144H/Fwa R; A-1: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144G/Xdt J; Z-2: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144T/Tib J; S-1: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144F/Lwh B; D-2: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144H/Rvw T; S: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144L/Dpt P; Hqi: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144E/Foi W;

Deal Comments

Rbg-Ccll Vfiqbem 2.00. Nrf efcl ica oqaqkfe

Pricing Speed

20 SXV

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2011

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2-G	NNX	64.000	-	QD	-	WWW-	-	-	80.00%	-	Plzvalsa	QOKV	415	415	KMNO+415	-	-
C-V	JEM	3.000	-	Ass	-	JS	-	-	-	-	Sysvxfug	IEML	100	100	EIIW+100	-	-
K-2-O	NZD	92.000	-	MP	-	WWW	-	-	90.00%	-	Mwxjhrnn	GKJE	160	160	MATO+160	-	-
D-J	QCN	26.000	-	EQ	-	C	-	-	55.00%	-	Uusjqunz	CWLS	200	200	XLQR+200	-	-
F-1-T	TFE	37.000	-	FV	-	TTT	-	-	77.00%	-	Tehudxmz	DVZG	295	295	IJWP+295	-	-
G-H	TFW	73.000	-	WY	-	ZZ-	-	-	9.00%	-	Eehatytf	LEDX	640	640	UCCC+640	-	Retained
G-1-X	HIK	842.000	-	Laa	-	RRR	-	-	72.00%	-	Dfbdpiul	HUUA	133	133	NZNA+133	-	-
V-C	YKS	48.000	-	CN	-	XX	-	-	14.00%	-	Ndmhyqfp	MCDD	170	170	HDST+170	-	-

Tranche Comments

C-V: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144Y/Dyy I; G-1-X: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144Q/Ewi S; K-2-O: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144T/Cty K; V-C: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144J/Xlk N; D-J: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144F/Pmb Y; F-1-T: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144V/Nkd Z; M-2-G: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144P/Qex U; G-H: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144W/Ukz Z;

Deal Comments

Ezczc. Goo Gokk Rzyhowg 2.00

Pricing Speed

20 CWN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 1999

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D2W3	KKL	6.000	44.00	EO	-	ZZZ-	-	-	57.60%	-	Fjjgf	-	-	-	7.86%	-	-
J1G3	INV	49.000	5.10	EL	-	DDD-	-	-	30.00%	-	Ujjjxlrb	PKYU	-	315	TDZM+315	-	-
Ksl	BLC	68.000	-	EG	-	KI	-	-	-	-	-	-	-	-	-	-	Retained
SR3	TFI	21.000	4.40	QH	-	EE	-	-	28.00%	-	Oxfcqlmt	DMPT	-	180	UZIR+180	-	-
VC3	VRA	81.000	28.40	WD	-	II-	-	-	6.00%	-	Jvmmviyj	CVTT	-	727	EUUZ+727	-	-
Z2U3	YGD	3.000	3.60	QS	-	WWW	-	-	29.00%	-	Fvyajcbm	JHKB	-	160	WLUI+160	-	-
TS3	FJH	6.000	8.80	EF	-	OY	-	-	-	-	Dusfytin	PTKR	-	735	QAXC+735	-	-
UP3	XAZ	2.000	4.60	Wcc	-	LD	-	-	-	-	Xzbohkdl	HBMJ	-	115	WNPT+115	-	-
G1E3	HXX	395.000	4.70	Qoo	-	QX	-	-	38.00%	-	Aemqsaqe	JXIR	-	138	YTDQ+138	-	-
BE3	YXZ	65.000	5.50	NS	-	B	-	-	44.00%	-	Kwomakba	BKPM	-	205	LQNF+205	-	-

Tranche Comments

UP3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144D/Iua I; G1E3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144U/Vri G; Z2U3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144U/Flf A; SR3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144X/Rhg Y; BE3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144J/Elq Y; J1G3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144A/Bst F; D2W3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144F/Vkv Q; VC3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144E/Qjy P; TS3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144U/Amh G; Ksl: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144L/Ayd H;

Deal Comments

Yvuvs. Wwk Fuuu Avkcwio 2.00

Pricing Speed

20 SPL

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Aug 16, 2006

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-Q	FWT	46.000	59.79	UF	-	BB-	-	-	9.00%	-	Nrzjezpe	3xPTXJ	-	700	HXSC+700	-	183.00000
I-2-O	KBQ	80.000	7.10	AS	-	GGG	-	-	59.00%	-	Klparazj	3jGOBZ	-	158	UZLY+158	-	549.00000
K-1-I	OSP	64.000	1.90	UK	-	GGG-	-	-	45.00%	-	Xdavmast	3vGTAH	-	310	AHEV+310	-	378.00000
K-B	INI	87.000	4.46	EW	-	CC	-	-	68.00%	-	Uzoqljzu	3bXYLE	-	173	LNAI+173	-	819.00000
C	OWJ	6.400	2.85	Woo	-	FW	-	-	-	-	Xskhradh	3eMJIM	-	100	DXAG+100	-	506.00000
C-2-W	QSW	32.000	96.60	YD	-	PPP-	-	-	24.00%	-	Iaabi	Wnves	-	-	7.33%	7.332%	279.00000
Zpj	LOO	40.830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1-A	NIC	533.000	1.20	Znn	-	MMM	-	-	76.00%	-	Euvfoljo	3oAAXW	-	136	DXEU+136	-	494.00000
P-Z	ZVJ	73.000	8.78	FC	-	M	-	-	19.00%	-	Rfqewxcs	3kINMI	-	195	KILX+195	-	215.00000

Tranche Comments

C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Cqw Q; T-1-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Zkc A; Comments: Wmv-eyhcvn; I-2-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Wlk J; K-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Rfi J; P-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Wcm O; K-1-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Fzs I; C-2-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Jlj B; G-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Utp B; Zpj: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Mwx S;

Deal Comments

Agjgx. Fnu Gspp Kgnvnad 2.00

Pricing Speed

20% CAR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2008

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
E	MXJ	29.630	-	PF	-	JJ	-	-	63.00%	-	Myjfcyfl	GLZO	-	170	ZZLP+170	-	-
V-2	EMS	9.000	-	ZA	-	DDD-	-	-	62.00%	-	Vgjjr	-	-	-	7.900%	-	-
D-1	TCL	586.000	-	Kll	-	AAA	-	-	35.00%	-	Ojdsuioz	SZAP	-	136	KXGH+136	-	-
Uno	HSD	56.200	-	JH	-	ZC	-	-	-	-	-	-	-	-	-	-	Retained
M	RWL	46.000	-	FZ	-	L	-	-	66.00%	-	Mvdpbumn	SSJN	-	200	MOHF+200	-	-
R-1	TZC	54.000	-	BY	-	LLL-	-	-	91.00%	-	Rbjpwfvl	HAHC	-	305	LQOX+305	-	-
N	UZO	43.000	-	KQ	-	RR	-	-	3.00%	-	Lrjmuayy	GTUR	575	630	IDBD+630	-	-
I-2	QOV	89.660	-	KS	-	YYY	-	-	95.13%	-	Euklxuxm	LSEY	151-156	158	KLUC+158	-	-

Tranche Comments

D-1: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144V/Pmd Z; Comments: Kty-uthbyj; I-2: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144K/Bvg N; E: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144V/Hlw C; M: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144Q/Eio Z; Comments: Fbb-ulpibc; R-1: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144L/Qqk D; Comments: Nhi-obxaiw; V-2: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144T/Gjk Z; N: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144O/Rtg V; Uno: First Pay: 2025-04-25; Redemption: 2026-10-18; Registration: 144W/Ilq X;

Deal Comments

Tbv Ongg Mcswbpz 2.00

Pricing Speed

20 JSD

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2007