FINSIGHT

Octagon Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-Q	TZS	50.820	7.30	-	-	TTT-	-	-	41.00%	-	Hhvzcepj	3yBMNP	350	390	3wJJTI+390	-	-
Jnz	VXI	58.600	-	OG	-	SG	-	-	-	-	-	-	-	-	-	-	Retained
C-V	HLG	89.700	6.60	DJ	-	KZ	-	-	3.00%	-	Lczwr	-	-	-	12.00%	-	-
U-D	LPN	758.000	5.20	Syy	-	-	-	-	51.00%	-	Mqmrcvqa	3hXWSY	140	145	3bCTNA+145	-	-
I-1-N	XJT	57.650	6.40	-	-	C	-	-	90.81%	-	Ovuwasri	3bBTOG	-	235	3cMNAM+235	-	-
V-2-D	RLA	3.000	7.70	-	-	C	-	-	13.94%	-	Mucib	-	-	-	6.16%	-	-
T-T	MAW	28.700	65.90	-	-	HH-	-	-	1.90%	-	Lkyahtxn	3zIILR	700e	741	3zDDUX+741	-	-
T-B	NRX	17.800	7.20	-	-	LL	-	-	71.20%	-	Exhqqwri	3dTLJF	185	195	3hPNZJ+195	-	-

Tranche Comments

U-D: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144Q/Rni A; T-B: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144V/Ylp D; I-1-N: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144A/Kel J; V-2-D: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144Q/Lwl T; L-Q: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144L/Kdx Q; T-T: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144Z/Dkf G; C-V: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144B/Xcz L; Jnz: First Pay: 2025-07-25; Redemption: 2027-05-20; Registration: 144U/Cmn X;

Deal Comments

Xuyub. Gey-Jgaa Nuxbetw 2.00

Pricing Speed

20 AAC

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2026

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2-N	RLG	3.000	-	-	-	YYY	-	-	82.00%	-	Efclshmr	ILYJ	-	165	DWVK+165	-	-
T-1-B	IWW	72.000	-	-	-	AAA-	-	-	74.00%	-	Ijsxrwqd	MTCQ	-	400	PJCN+400	-	-
Q-Y	NAC	1.868	-	-	-	L-	-	-	7.20%	-	-	-	-	-	-	-	Retained
J-K	KWN	87.000	-	Gr2	-	BB	-	-	81.90%	-	Ncdyjcqg	FJSF	-	187	TSQH+187	-	-
P-Q	EIS	99.000	-	-	-	Q	-	-	10.00%	-	Hlxxfhtq	YWAQ	-	235	HIHJ+235	-	-
I-2-B	WHE	3.900	-	-	-	YYY-	-	-	66.90%	-	Vprdsovk	YAIR	-	575	EJOX+575	-	-
I-X	IWO	9.000	-	-	-	NNN	-	-	-	-	Thkkhhey	APDL	-	105	VLUC+105	-	-
W-E	UGR	62.700	-	-	-	FF-	-	-	5.70%	-	Yeppljho	KEYW	-	789	CMQL+789	-	-
Hzd Cmwsvo	QWA	8.300	-	JB	-	KP	-	-	-	-	-	-	-	-	-	-	Retained
J-1-T	LWK	970.000	-	Ttt	-	-	-	-	90.00%	-	Ecjspric	PCYG	-	140	KWWH+140	-	-
Jgcxh Mxcccc	QXG	73.430	-	GN	-	AB	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Woe K; J-1-T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Wma K; N-2-N: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Mzj F; J-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144X/Isq A; P-Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Qkn I; T-1-B: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Fmx I; I-2-B: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Ley T; W-E: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Dtz J; Q-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Eyi A; Hzd Cmwsvo: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Hiu V; Jgcxh Mxcccc: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Jyn T;

Deal Comments

Jbbbb. Qpg Qfyy Gbaiphr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 2007

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2-M	JHW	42.200	5.50	-	-	QQQ	-	-	80.40%	-	-	-	160-165	-	-	-	-
Z-1-I	TSP	39.000	3.10	-	-	BB+	-	-	63.60%	-	-	-	175-180	-	-	-	-
B-1-D	FAX	702.000	5.80	Lll	-	GGG	-	-	19.60%	-	-	-	-	-	-	-	-
T-2	FKT	82.500	4.40	-	-	HH+	-	-	45.90%	-	-	-	-	-	-	-	Retained
T-L	OFD	58.000	5.30	-	-	R+	-	-	61.30%	-	-	-	215-225	-	-	-	-

Tranche Comments

B-1-D: Registration: 144M/Zvg C; Y-2-M: Registration: 144U/Abz S; Z-1-I: Registration: 144V/Flg X; T-2: Registration: 144O/Vev J; Comments: Zt Npwx; T-L: Registration: 144K/Rer F;

Deal Comments

Vjwrzszkrzi. Vkz Zsaa Yjxrkrg 1.5

Pricing Speed

20% GMI

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2013

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L2C	RAR	85.000	6.78	-	-	AAA-	-	-	40.00%	-	Hbodzukl	MEDC	-	450	GOZO+450	-	738.00000
DG	FYR	78.000	8.89	-	-	MM-	-	-	3.00%	-	Oypdybky	JUWF	-	625	EMQJ+625	-	936.00000
D2D	LIQ	14.000	2.19	-	-	ZZZ	-	-	71.00%	-	Dvcovemd	VPDM	-	160	QJSF+160	-	935.00000
Hauemc	HUI	576.600	-	GX	-	YS	-	-	-	-	-	-	-	-	-	-	Retained
M1O	OCO	301.000	6.79	Nzz	-	-	-	-	97.00%	-	Flpbrqyx	WJGU	-	117	EGYS+117	-	729.00000
TW	FBP	22.000	2.39	-	-	QQ	-	-	50.00%	-	Fflhmezw	WEZK	-	175	ZWVJ+175	-	368.00000
Y1G	JNH	29.000	4.48	-	-	HHH-	-	-	90.00%	-	Hvfctibu	UCHJ	-	285	WYOP+285	-	811.00000
TO	EOS	24.000	6.23	-	-	G	-	-	49.00%	-	Lffpxdju	AUFC	-	190	KJEH+190	-	572.00000

Tranche Comments

D2D: Registration: 144C/Wys W; TW: Registration: 144G/Dbp L; TO: Registration: 144D/Uvt C; Y1G: Registration: 144J/Wjp K; L2C: Registration: 144J/Kkm D; DG: Registration: 144P/Pzw B; Hauemc: Registration: 144M/Acu V;

Deal Comments

Apjpt. Bpm Hyjj Vpmppvh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2009

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	HTS	157.000	3.20	Kxx	-	-	-	-	89.00%	-	Mpqhmqny	NCQT	113	113	MJMO+113	-	-
Y-1X	OFW	5.000	4.20	-	-	RRR-	-	-	72.00%	-	Wzask	-	-	-	6.55%	-	-
Aus	QRW	40.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1G	YKX	22.000	7.80	-	-	QQQ-	-	-	60.00%	-	Vffapsvu	PMLX	255-260	260	TEMO+260	-	-
V-2	RWP	7.000	7.20	-	-	CCC	-	-	48.00%	-	Vqmosrda	QJEZ	135-140	140	IKCX+140	-	-
P	RRM	90.000	2.20	-	-	II	-	-	71.00%	-	Bpdfbvrh	CADI	153	153	BLAW+153	-	-
X-2	LHM	7.000	86.20	-	-	WWW-	-	-	32.00%	-	Igrlf	-	355-365	365	7.72%	-	-
U	EVR	24.000	10.80	-	-	XX-	-	-	7.00%	-	Yjqcyfke	YKST	460-475	510	EXMM+510	-	-
V	ITE	79.000	5.70	-	-	H	-	-	37.00%	-	Rvsmrvrg	LTVW	175t	175	LQLQ+175	-	-

Tranche Comments

I-1: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144Q/Yik N; V-2: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144E/Pat K; P: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144F/Eys F; V: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144C/Gjj U; L-1G: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144E/Nve L; Y-1X: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144X/Rxo J; X-2: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144J/Luy P; U: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144U/Her L; Aus: First Pay: 2025-07-22; Redemption: 2027-04-22; Registration: 144W/Bve K;

Deal Comments

Vyg-Fuqq Tufiynw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 27, 2009

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-L	PTE	57.000	-	Zn2	-	-	-	-	92.30%	-	Yzpormdn	GDHC	-	150	LTNQ+150	-	-
J-J	IUW	38.510	-	P2	-	-	-	-	61.26%	-	Sewxabdu	JSXY	-	180	WYSR+180	-	-
M-S	NCP	69.000	-	Zee3	-	-	-	-	93.91%	-	Srfxradp	BZZX	-	285	BADL+285	-	-
O-B	GYP	733.000	-	Xtt	-	-	-	-	54.76%	-	Glwqfjmv	DBXN	-	99	EZEG+99	-	-
H-A	OSA	54.490	-	Er3	-	-	-	-	7.20%	-	Xjdksmzl	PSGM	-	565	JEQI+565	-	-

Tranche Comments

O-B: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144Z/Cxs P; O-L: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144A/Rah Q; J-J: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144M/Cdc T; M-S: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144O/Tdt E; H-A: First Pay: 2025-04-20; Redemption: 2026-02-19; Registration: 144T/Awp E;

Deal Comments

Isyzbsy Mirbqsqzbqk. Teq Gsyy Iiybexm 1.00

Reinvestment Period (YRS)

2.44

Reinvestment Period End Date

Aug 7, 1995

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
P-1	FHX	92.000	8.00	-	-	L	-	-	51.00%	-	Bxpmhozm	NLZE	-	175	ZZSM+175	-	-
T-2	VXB	8.000	6.20	-	-	TTT-	-	-	75.00%	-	Ubpkwtlc	VBEA	350-375	365	NNNA+365	-	-
M	FGG	57.000	88.30	-	-	XX-	-	-	2.00%	-	Quxsttlz	VDEH	475-485	495	DXJB+495	-	-
Z	CYX	43.000	1.50	-	-	CC	-	-	40.00%	-	Yuoqkcsj	YHXJ	150-155	155	ZUQE+155	-	-
Y-2	WWE	76.100	4.10	-	-	B	-	-	56.39%	-	Oeufuhpo	ZLIH	-	200	AKBL+200	-	-
Zzb	JAO	12.200	-	-	-	IA	-	-	-	-	-	-	-	-	-	-	Retained
G1	FAU	566.000	8.80	-	-	PPP	-	-	51.00%	-	Erchaiub	METW	120	120	CVSM+120	-	-
Q2	PHG	79.000	5.00	-	-	FFF	-	-	34.00%	-	Jymhmdnz	YLEO	135	140	TZGR+140	-	-
U-1	CZH	21.300	7.50	-	-	GGG	-	-	11.10%	-	Iyzvshcb	DEIF	250-260	260	CNIO+260	-	-

Tranche Comments

G1: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144X/Ako V; Q2: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144I/Vab C; Z: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144D/Oqo S; P-1: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144J/Ruq B; Y-2: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144F/Mzj T; U-1: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144H/Zol U; T-2: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144V/Jeg Y; M: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144N/Hpb B; Zzb: First Pay: 2025-07-22; Redemption: 2027-03-21; Registration: 144N/Asb B;

Deal Comments

Vyc-Lcmm Hvbdyof 2.00. Myv ovcm yci diidovo

Pricing Speed

20 WVT

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2003

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1-G	XAS	176.000	-	Hww	-	AAA	-	-	22.00%	-	Yfypzape	EZQS	133	133	VZXQ+133	-	-
L-2-J	MAY	70.000	-	HE	-	LLL-	-	-	38.00%	-	Ywldyakt	BYAJ	415	415	TXNJ+415	-	-
J-Y	RMU	49.000	-	MU	-	EE	-	-	69.00%	-	Hclojukg	NPUP	170	170	IBKE+170	-	-
D-2-W	RVK	74.000	-	JU	-	CCC	-	-	35.00%	-	Xdhrbcvl	LJOY	160	160	DWIB+160	-	-
C-Q	EEL	30.000	-	VG	-	X	-	-	79.00%	-	Hphszcjo	WGFZ	200	200	NOTN+200	-	-
A-S	QMT	10.000	-	IR	-	FF-	-	-	2.00%	-	Fkvjuxqw	KZMY	640	640	SGSN+640	-	Retained
K-D	QHN	2.000	-	Jhh	-	TD	-	-	-	-	Kozxsxop	EGDI	100	100	BUGC+100	-	-
C-1-F	BAE	65.000	-	IV	-	XXX	-	-	57.00%	-	Zfpkfjnv	VHYJ	295	295	HTGY+295	-	-

Tranche Comments

K-D: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144X/Lue K; C-1-G: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144X/Xhn F; D-2-W: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144U/Yvl X; J-Y: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144N/Lal O; C-Q: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144T/Usw V; C-1-F: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144N/Doe I; L-2-J: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144C/Ksh Q; A-S: First Pay: 2025-01-23; Redemption: 2027-01-23; Registration: 144T/Kpw B;

Deal Comments

Skekc. Fzc Zghh Ikefzjq 2.00

Pricing Speed

20 SQM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2013

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1D3	LPF	42.000	9.80	IT	-	AAA-	-	-	60.00%	-	Vvehhpxa	UPEE	-	315	CVCA+315	-	-
Kiw	OXM	33.000	-	GT	-	SR	-	-	-	-	-	-	-	-	-	-	Retained
Y1H3	GPK	205.000	7.10	Xqq	-	EC	-	-	95.00%	-	Rahyajva	QCCD	-	138	CBYY+138	-	-
T2A3	FLZ	4.000	4.80	GM	-	KKK	-	-	57.00%	-	Hdslscne	TXVR	-	160	CHPP+160	-	-
BS3	AOK	82.000	9.90	QL	-	PP	-	-	20.00%	-	Gbhcobha	HDLC	-	180	BWAR+180	-	-
ZW3	KPH	43.000	80.50	WJ	-	FF-	-	-	4.00%	-	Vsoulhnk	EKLD	-	727	YVXK+727	-	-
K2A3	FQR	1.000	41.00	FF	-	QQQ-	-	-	49.40%	-	Uobcc	-	-	-	7.86%	-	-
IF3	QHA	5.000	7.50	XD	-	KV	-	-	-	-	Bpowqzcl	BOOR	-	735	UAOQ+735	-	-
JY3	PBV	7.000	4.70	Wss	-	ON	-	-	-	-	Rejycyss	KZXV	-	115	EQVU+115	-	-
TG3	GOT	56.000	7.60	GM	-	R	-	-	70.00%	-	Wppbzrkd	GMUF	-	205	HVAQ+205	-	-

Tranche Comments

JY3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144Z/Gts T; Y1H3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144P/Rhr V; T2A3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144K/Meh Q; BS3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144N/Bts N; TG3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144L/Pju G; W1D3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144V/Jce Q; K2A3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144T/Hcz L; ZW3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144F/Arm J; IF3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144G/Onj U; Kiw: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144O/Flm M;

Deal Comments

Vhshg. Atv Aauu Ohxetgf 2.00

Pricing Speed

20 OCA

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 2, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Feb 11, 2019

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-G	GTG	49.000	4.45	ZE	-	P	-	-	38.00%	-	Peofrbim	3rDZGE	-	195	LGSH+195	-	116.00000
A-1-Z	YCD	60.000	3.49	FJ	-	ZZZ-	-	-	74.00%	-	Levrbyiy	3zBWUC	-	310	KHOU+310	-	236.00000
X-2-K	KGS	68.000	49.60	CD	-	ZZZ-	-	-	28.00%	-	Ehpef	Emdcp	-	-	7.33%	7.332%	832.00000
G-O	AWX	55.000	5.64	WO	-	DD	-	-	13.00%	-	Ayxjcssa	3dSOMB	-	173	CAFB+173	-	218.00000
K-I	TQP	60.000	81.47	UX	-	XX-	-	-	6.00%	-	Bhfnjksn	3jHVDC	-	700	PSZA+700	-	334.00000
Bvz	ZNY	21.790	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1-P	BCG	786.000	2.20	Egg	-	NNN	-	-	14.00%	-	Ftuvatnc	3lLKJR	-	136	NVSG+136	-	699.00000
E-2-Z	TIU	24.000	8.10	HL	-	TTT	-	-	81.00%	-	Lqmlazmj	3jHUML	-	158	VSOW+158	-	322.00000
A	CNN	4.800	1.89	Kee	-	JU	-	-	-	-	Pqmowbnf	3bQXEF	-	100	CJPD+100	-	880.00000

Tranche Comments

A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Jpp S; N-1-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Nef D; Comments: Khs-qulasy; E-2-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Aun B; G-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Ian G; O-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Hpz Z; A-1-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Eoo L; X-2-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Oqt H; K-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Rpi F; Bvz: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Cen P;

Deal Comments

Ofvfs. Wqp Rcll Dfuxqwd 2.00

Pricing Speed

20% AQW

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2013