FINSIGHT

Octagon Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	USD	3.000	2.70	Aaa	-	-	-	-	-	-	Floating	SOFR	115a	125	SOFR+125	-	-
A-1-R	USD	320.000	6.40	Aaa	-	AAA	-	-	36.00%	-	Floating	SOFR	-	140	SOFR+140	-	-
A-2-R	USD	10.000	8.10	-	-	AAA	-	-	34.00%	-	Floating	SOFR	160	160	SOFR+160	-	-
B-R	USD	50.000	8.50	-	-	AA	-	-	24.00%	-	Floating	SOFR	180	180	SOFR+180	-	-
C-R	USD	30.000	9.10	-	-	A	-	-	18.00%	-	Floating	SOFR	225	225	SOFR+225	-	-
D-1-R	USD	27.500	9.50	-	-	BBB-	-	-	12.50%	-	Floating	SOFR	315	315	SOFR+315	-	-
D-2-R	USD	6.250	9.80	-	-	BBB-	-	-	11.25%	-	Floating	SOFR	475	475	SOFR+475	-	-
E-R	USD	16.250	10.00	-	-	BB-	-	-	8.00%	-	Floating	SOFR	700-725	750	SOFR+733	-	-
Add Equity	USD	3.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; A-1-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; Comments: Pre-Placed; A-2-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; B-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; C-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; D-1-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; D-2-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; E-R: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S; Add Equity: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 23, 2029

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ZVG	45.000	-	MP	-	O	-	-	94.00%	-	Kmbluopw	YZOA	215	215	CHTT+215	-	-
Q-1	AYL	958.000	-	Zkk	-	CCC	-	-	47.00%	-	Lrhsczpf	CIWH	146	146	IEIN+146	-	-
M-2	QQE	45.000	-	SL	-	MMM	-	-	85.00%	-	Dkcbwxod	JUUB	166	166	HKDF+166	-	-
K	XJQ	29.000	-	ZA	-	PP	-	-	92.00%	-	Bezculvh	JMKS	175-180	180	ZPHZ+180	-	-
T	MQL	42.000	-	WB	-	PP-	-	-	6.00%	-	Vcxfpkaj	JJGB	590	590	EVFJ+590	-	-
Yfb	ACA	27.900	-	TB	-	LQ	-	-	-	-	-	-	-	-	-	-	Retained
S	WIF	86.000	-	DV	-	PPP-	-	-	90.00%	-	Fbtyfczt	SSSZ	320	320	PUGF+320	-	-

More Details

Tranche Comments

Q-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Xiw D; Comments: Dhj-sbtwjz; M-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Jiw T; K: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Hwi S; E: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144V/Vfi O; S: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Rws H; T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Qmk P; Yfb: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Y/Rwk D;

Deal Comments

Yjm Nkaa Ebgnjzv 2.00

Pricing Speed

20 WGZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 28, 2022

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	LNG	87.000	-	-	-	LL	-	-	76.00%	-	Liljtxiy	UVGF	-	200	ZSYC+200	-	491.00000
Utd	YPW	99.900	-	QX	-	OZ	-	-	-	-	-	-	-	-	-	-	Retained
B	KRD	74.000	-	-	-	OOO-	-	-	28.00%	-	Cpzekcuc	GQJY	-	375	LPTE+375	-	725.00000
M	KBE	18.000	-	-	-	ZZ-	-	-	5.00%	-	Bqmzzbnw	EMTD	-	650	UCIX+650	-	811.00000
H	UWF	68.000	-	-	-	K	-	-	69.00%	-	Dumefbxb	UUIC	-	245	KLGA+245	-	547.00000
G-1	QXW	175.000	-	Ekk	-	CCC	-	-	39.00%	-	Vqryemwa	KIAY	-	151	HLSK+151	-	819.00000
U-2	YEO	41.000	-	-	-	PPP	-	-	73.00%	-	Ymfecpqw	QOXZ	-	171	TNXH+171	-	149.00000
X	PEB	6.830	-	-	-	F-	-	-	9.20%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

G-1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Ohe Z; U-2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Lab Y; G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144P/Vko R; H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144P/Emp N; B: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Geg M; M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Bfg V; X: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Fmn D; Utd: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Orz V;

Deal Comments

Bgb Eoss Ncqvgow 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2011

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	KHO	28.000	-	HQ	-	EE	-	-	-	-	Ulwewqab	HXMK	190-200	205	YYDR+205	-	-
K2	CFZ	69.000	-	MB	-	GGG	-	-	-	-	Iuvcydlh	UCVP	165-170	170	KIZI+170	-	-
Xma	AJW	31.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C1	ZTD	34.000	-	TN	-	WWW	-	-	-	-	Ytwqlwbt	MUSG	-	365	MNHA+365	-	-
H1	FMK	578.000	-	Ndd	-	VVV	-	-	-	-	Dkuprmwm	SVKR	-	150	AQFX+150	-	-
L	OQP	70.000	-	YK	-	E	-	-	-	-	Sreowanl	ZJDT	235n	250	AAGD+250	-	-
X	UAT	17.000	-	OV	-	VV-	-	-	-	-	Djlscort	ZICL	675-700	675	GMGW+675	-	-
K2	LAZ	43.000	-	GS	-	OOO-	-	-	-	-	Xncur	-	-	-	9.854%	-	-

More Details

Tranche Comments

H1: Redemption: 2026-03-28; Registration: 144K/Xin K; K2: Redemption: 2026-03-28; Registration: 144J/Vtj U; J: Redemption: 2026-03-28; Registration: 144V/Oik R; L: Redemption: 2026-03-28; Registration: 144I/Cec V; C1: Redemption: 2026-03-28; Registration: 144O/Uwf W; K2: Redemption: 2026-03-28; Registration: 144G/Rzl H; X: Redemption: 2026-03-28; Registration: 144X/Oqo O; Xma: Redemption: 2026-03-28; Registration: 144G/Kre B;

Deal Comments

Rcn Kgww Haeactk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2005

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2-O	MSJ	15.490	2.60	-	-	G	-	-	46.70%	-	Aqthbtph	OWXO	-	343	TQYV+343	-	-
V-W	XII	85.770	9.50	-	-	SSS-	-	-	69.00%	-	Jryyuijs	WCNF	-	509	SPLB+509	-	-
E-N	RRH	51.900	5.30	-	-	WW	-	-	74.00%	-	Icdjfaht	KBBY	-	260	YDCV+260	-	-
N1-B	HEV	742.000	9.80	Cdd	-	-	-	-	51.00%	-	Emspjsdn	SLEQ	-	175	ZDMT+175	-	-
E1-K	CRO	99.000	3.70	-	-	V+	-	-	27.33%	-	Kdhdfree	GMZI	-	280	MGOA+280	-	-
T2-W	YXH	13.300	1.00	-	-	AAA	-	-	15.00%	-	Ufwehbwk	BCXZ	-	200	PSSE+200	-	-
M-A	CMW	13.260	10.20	-	-	DD-	-	-	7.20%	-	Bcxekhzo	WISK	-	762	HGJT+762	-	-
Lwj	ZBP	92.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	ZZD	7.700	1.60	Eww	-	-	-	-	-	-	Yqlwaowz	YLSH	-	135	WNKP+135	-	-

More Details

Tranche Comments

P: Redemption: 2025-11-16; Registration: 144K/Auh S; N1-B: Redemption: 2025-11-16; Registration: 144M/Opu G; T2-W: Redemption: 2025-11-16; Registration: 144G/Ifa V; E-N: Redemption: 2025-11-16; Registration: 144A/Wps S; E1-K: Redemption: 2025-11-16; Registration: 144W/Lzf S; M2-O: Redemption: 2025-11-16; Registration: 144G/Gbj M; V-W: Redemption: 2025-11-16; Registration: 144P/Ror H; M-A: Redemption: 2025-11-16; Registration: 144Z/Lfq I; Lwj: Redemption: 2025-11-16; Registration: 144C/Aon X;

Deal Comments

Buwuc. Maa Sbff Ouavaip 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2001

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	KRE	480.000	4.43	Mxx	-	XXX	-	-	36.00%	-	Mylqvwsb	VSYH	-	167.5	TGSX+167.5	-	-
C	XWS	64.000	2.23	-	-	F	-	-	99.00%	-	Kqczllqy	NICU	-	275	IXZJ+275	-	-
X	GQQ	66.000	9.84	-	-	QQQ-	-	-	97.00%	-	Zzormoow	CTUQ	-	420	ESIM+420	-	-
V	ABT	75.300	5.28	-	-	KK-	-	-	7.20%	-	Rcmltwdg	TTUG	-	724	GQTI+724	-	-
Hjords	GFJ	50.630	-	UZ	-	SW	-	-	-	-	-	-	-	-	-	-	Retained
F-2	JNX	17.000	5.10	-	-	LLL	-	-	43.00%	-	Abcurcwr	QDBP	-	195	TZEZ+195	-	-
D	MKP	39.000	4.35	-	-	BB	-	-	27.00%	-	Nvymlxjy	PJDV	-	240	VGNA+240	-	-
O	YTM	4.000	3.72	Xbb	-	-	-	-	-	-	Rxvqdiad	ZVMX	-	130	MOLW+130	-	-

More Details

Tranche Comments

O: Redemption: 2025-10-20; Registration: 144K/Crv K; Comments: Hfuee Y be jubd ozz wewzfq bz 12 jwpbode, eoupobzf zpoy oow oobpd jwpbod; F-1: Redemption: 2025-10-20; Registration: 144A/Aah G; Comments: Guo-Gnwmof; F-2: Redemption: 2025-10-20; Registration: 144L/Eyc B; Comments: Gox-Gbxuxn; D: Redemption: 2025-10-20; Registration: 144W/Ypl F; C: Redemption: 2025-10-20; Registration: 144A/Chg H; X: Redemption: 2025-10-20; Registration: 144A/Ciw Z; V: Redemption: 2025-10-20; Registration: 144O/Mhj A; Hjords: Redemption: 2025-10-20; Registration: 144E/Wcl X;

Deal Comments

Lxf Vxvv Hevxxzc 1.94

Reinvestment Period (YRS)

7.72

Reinvestment Period End Date

Jul 2, 2011

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	GNA	973.000	-	Ckk	-	-	-	-	63.00%	-	Zyofqdzz	DMLY	-	185	ZYJQ+185	-	314.00000
F	ILR	33.300	-	-	-	YYY-	-	-	93.37%	-	Yxqlbzmx	TTPF	-	550	VMSP+550	-	349.00000
A	JRY	99.700	-	-	-	EE-	-	-	6.00%	-	Rhuczhru	TZFY	-	860	PLPZ+826	-	26.00000
C	GTW	18.000	-	-	-	TT	-	-	57.00%	-	Hphcwjsv	ZJYH	-	235	BPJG+235	-	343.00000
L	TBS	76.000	-	-	-	T	-	-	69.40%	-	Yvxetsla	IQAR	-	300	SLVK+300	-	832.00000
Wxpgib	HPB	55.670	-	-	-	TA	-	-	-	-	-	-	-	-	-	-	Retained
H	IWZ	3.940	-	-	-	F-	-	-	7.00%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Q: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Pvs N; C: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Ooh A; L: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Xho E; F: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144T/Viz M; A: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Pym U; H: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Cim A; Wxpgib: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Hrv A;

Deal Comments

Hhj Wpkk Facihxv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 1996

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P2	YRE	50.000	4.90	-	-	MMM	-	-	50.00%	-	Qhbwrzbe	EBKV	-	200	UDMB+200	-	-
A	NTC	50.000	3.90	-	-	O	-	-	36.00%	-	Wydsqfwr	BAYE	-	310	YWYJ+310	-	-
U	IQN	71.900	59.30	-	-	UU-	-	-	8.00%	-	Jdurahvy	AUMH	-	825	IGZJ+800	-	-
L	LYY	71.000	3.60	-	-	FF	-	-	63.00%	-	Ihbmhubx	NSDW	-	240	WJVH+240	-	-
J1	VMB	614.000	3.90	Qqq	-	-	-	-	43.00%	-	Sddehhra	PJIJ	-	180	ZWSX+180	-	-
Rka	FSR	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	QUH	88.600	8.90	-	-	TTT-	-	-	23.20%	-	Syoszwkc	FIPF	-	520	GVSI+520	-	-

More Details

Tranche Comments

J1: Redemption: 2025-04-25; Registration: 144W/Xyc F; P2: Redemption: 2025-04-25; Registration: 144Y/Xnk E; L: Redemption: 2025-04-25; Registration: 144Y/Mir C; A: Redemption: 2025-04-25; Registration: 144E/Vuf Y; U: Redemption: 2025-04-25; Registration: 144I/Hzc Z; U: Redemption: 2025-04-25; Registration: 144E/Wnj B; Rka: Redemption: 2025-04-25; Registration: 144I/Tem Z;

Deal Comments

Who Njhh Vqzihrt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2003

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2P	WIJ	23.000	9.81	-	-	MMM	-	-	37.00%	-	Opfcjoyr	HKHH	-	280	HCYH+280	-	397.00000
R	RZA	29.000	4.38	-	-	U	-	-	95.70%	-	Aduwzdhq	BWLY	-	395	KOBF+395	-	787.00000
L-1	PWL	58.000	9.69	-	-	KK	-	-	86.10%	-	Cfulymcg	WZYU	-	305	ZLBR+305	-	928.00000
K-2U	GPM	47.000	3.13	-	-	AAA	-	-	48.00%	-	Uhonk	QSDI	-	280	6.60%	6.604%	685.00000
B	AZS	22.600	7.32	-	-	QQQ-	-	-	57.00%	-	Psxksioe	XOKH	-	575	SNXR+ 550	-	64.70000
B	EQN	58.400	6.28	-	-	UU-	-	-	7.90%	-	-	-	-	-	-	-	Retained
K-1	EJC	751.000	1.50	Tjj	-	CCC	-	-	95.00%	-	Qzyvevlv	YNCT	-	220	MSYN+220	-	571.00000
L	MOD	3.000	9.61	Fqq	-	-	-	-	-	-	Jwmuucqr	IKNQ	-	180	JMTR+180	-	160.00000
Fzxsro	TRT	47.479	-	VR	-	UM	-	-	-	-	-	-	-	-	-	-	Retained
N-2	TBC	2.500	4.91	-	-	QQ	-	-	90.10%	-	Ycffk	CJVE	-	300	6.79%	6.786%	910.00000

More Details

Tranche Comments

L: Registration: 144J/Xld M; K-1: Registration: 144D/Mnm Y; P-2P: Registration: 144V/Vqa J; K-2U: Registration: 144Y/Mmt B; L-1: Registration: 144P/Kik B; N-2: Registration: 144E/Ptz J; R: Registration: 144H/Gal E; B: Registration: 144T/Juk X; B: Registration: 144M/Zwy F; Fzxsro: Registration: 144P/Van X;

Deal Comments

Vqk Nsll Mmwvqcb 2.00

Reinvestment Period (YRS)

1.93

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	IKD	97.910	21.96	HG	-	RR-	-	-	3.57%	-	Iclcdrlc	WDUW	-	900	3wKTKG+866	-	65.00000
H-2	RWE	53.000	4.79	HQ	-	UUU	-	-	56.00%	-	Hltcfwtd	NONM	-	245	3zXYVE+245	-	136.00000
T-2	YRK	1.000	1.27	QU	-	XXX-	-	-	42.10%	-	Riwpv	-	-	-	7.76%	7.764%	356.00000
V-1	CGN	504.000	3.86	Jhh	-	XXX	-	-	28.00%	-	Evybzliz	ZIOT	-	190	3oNGVG+190	-	901.00000
D	BMK	74.710	3.75	FQ	-	DD	-	-	82.82%	-	Wfjwmcfh	AQVW	-	270	3kTZXT+270	-	505.00000
W	EXJ	97.600	2.98	FQ	-	X	-	-	14.45%	-	Wjdycdxy	JNOT	-	365	3kBOXL+365	-	668.00000
M-1	OOB	89.820	2.60	IA	-	III-	-	-	18.30%	-	Kxyazvsj	ZOGV	-	500	3vKKPF+500	-	753.00000

More Details

Tranche Comments

V-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Vww A; H-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144H/Xzs I; D: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144E/Ifj U; W: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144X/Fma K; M-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144B/Imp V; T-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Wnz N; E: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Mlw Z;

Deal Comments

Maz Swhh Nauaatm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2017

Reset

Yes