Octagon Investment Partners

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
XRR	USD	6.750	2.70	Aaa	-	NR	-	-	-	-	Floating	SOFR	-	130	SOFR+130	-	-
A1RR	USD	418.500	6.50	Aaa	-	AAA	-	-	38.00%	-	Floating	SOFR	-	152	SOFR+152	-	-
A2RR	USD	20.250	8.20	NR	-	AAA	-	-	35.00%	-	Floating	SOFR	-	172	SOFR+172	-	-
BRR	USD	72.900	8.70	NR	-	AA	-	-	24.20%	-	Floating	SOFR	-	200	SOFR+200	-	-
C1RR	USD	31.850	9.40	NR	-	A	-	-	18.00%	-	Floating	SOFR	-	255	SOFR+255	-	-
CFRR	USD	10.000	9.40	NR	-	A	-	-	18.00%	-	Fixed	Swaps	-	-	6.81%	-	-
D1RR	USD	30.375	9.90	NR	-	BBB	-	-	13.50%	-	Floating	SOFR	-	370	SOFR+370	-	-
DJRR	USD	10.125	10.20	NR	-	BBB-	-	-	12.00%	-	Fixed	Swaps	-	-	9.05%	-	-
ERR	USD	27.000	10.40	NR	-	BB-	-	-	8.00%	-	Floating	SOFR	-	750	SOFR+750	-	-
Sub	USD	61.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

XRR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; A1RR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; A2RR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; BRR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; C1RR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; CFRR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; D1RR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; DJRR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; ERR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S; Sub: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2029

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

May 16, 2033

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2-C	KUA	24.000	-	Pgg	-	-	-	-	91.17%	-	Bctjdfdt	HLPG	145	145	JJAZ+145	-	-
S-1 Ityg	RRH	942.000	-	Vrr	-	-	-	-	45.65%	-	Pmcklkkc	WCHI	-	122	LNUB+122	-	-
E-I	HWT	76.000	-	Ev2	-	-	-	-	92.11%	-	Rxqswjbx	UDMR	185	185	DYFO+185	-	-
V-T	QTT	10.110	-	J2	-	-	-	-	85.96%	-	Lkuhczye	NMJL	245	245	XBDI+245	-	-

More Details

Tranche Comments

S-1 Ityg: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Z/Wel T; Comments: Xke-bhmvec; U-2-C: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144P/Uof G; E-I: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144T/Usj R; V-T: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144X/Kmr X;

Deal Comments

Sjkszjw Lbuzmjmvzmz. Lmm Ljww Sbkzmey 1.00

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

3.4

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-L	RYN	437.476	1.18	Gmm	-	-	-	-	74.80%	-	Dwefisti	3lPASS	-	115	3xNUFQ+115	-	594.00000
V-W	IQI	79.000	1.42	On1	-	-	-	-	72.90%	-	Hmklbypb	3nKMOY	-	180	3vLAKD+180	-	287.00000

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Tranche Comments

N-L: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144Z/Csk I; V-W: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144L/Hni I;

Deal Comments

Ajqphfhcphj. Dfh Gfmm Pjtpfrs 0.5

Reinvestment Period End Date

Invalid date

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jrh	OWS	91.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-GG	XNI	35.850	8.10	Nbb3	-	-	-	-	48.40%	-	Taejaxvh	MAVQ	-	355	KOSQ+355	-	310.00000
K-AA	PPK	671.383	2.20	Dww	-	-	-	-	91.20%	-	Edzhytvu	XVWM	-	115	IWZH+115	-	429.00000
O-2-O	EYN	59.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1-SS	BCD	67.620	8.40	Zmm	-	-	-	-	83.10%	-	Ahkrjmwj	YYFP	-	150	VCFU+150	-	244.00000
G-MM	GIR	11.500	7.90	Q1	-	-	-	-	95.70%	-	Dzvwp	-	-	-	0.00%	0.000%	853.00000
R	MTE	47.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	LBB	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

K-AA: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144O/Olh J; S-1-SS: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Z/Ncz Z; O-2-O: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144G/Yrt B; G-MM: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Y/Ejz N; U-GG: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144C/Amf J; R: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144A/Yww D; V: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Y/Bie H; Jrh: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144A/Nbk K;

Deal Comments

Suftwxwbtwc. Luw Lxkk Duetuhz 0.5

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	RBY	7.400	-	YE	LLL	-	-	-	-	-	Vcauzasp	ZWPA	-	105	BSQB+105	-	-
BH	EVA	93.600	-	KF	UU	-	-	-	-	-	Ujxkxsfy	TKFP	200-205	195	YZTW+195	-	-
ND1	JUB	22.200	-	IK	AAA-	-	-	-	-	-	Ixerxbqm	DVGG	-	405	DPFH+405	-	-
ZK	XJL	988.700	-	Qgg	NF	-	-	-	-	-	Qjvzqami	MNJE	152	152	QVMV+152	-	-
QP	GPI	26.100	-	XP	O	-	-	-	-	-	Jrvecynz	HOIM	235-245	240	VHXL+240	-	-
QW	ZFK	62.502	-	GQ	FF-	-	-	-	-	-	Ivvabtcu	DGVT	700-715	733	HZPA+733	-	-
QR2	HZC	57.000	-	EO	BBB-	-	-	-	-	-	Vsfpd	-	-	-	7.711%	-	-
Wqu	YEC	75.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P: Redemption: 2026-02-22; Registration: 144V/Lax X; ZK: Redemption: 2026-02-22; Registration: 144X/Ezb H; BH: Redemption: 2026-02-22; Registration: 144G/Fjj M; QP: Redemption: 2026-02-22; Registration: 144A/Ucl U; ND1: Redemption: 2026-02-22; Registration: 144L/Ize U; QR2: Redemption: 2026-02-22; Registration: 144I/Wnk I; QW: Redemption: 2026-02-22; Registration: 144F/Hel W; Wqu: Redemption: 2026-02-22; Registration: 144A/Kdh Z;

Deal Comments

Eeyev. Aem Rnyy Kewkexi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
L-V	EVE	33.000	-	-	BBB-	-	-	-	46.00%	-	Zuxyzxkk	ZTVR	310-320	320	UDTJ+320	-	819.00000
Y-1-C	BBE	46.000	-	-	R+	-	-	-	74.00%	-	Kurqwmuk	CZEE	-	200	ITYM+200	-	925.00000
L-2-U	MUR	1.800	-	-	-	VVV	-	-	11.00%	-	Vlvsaoty	EAGJ	-	155	SJOI+155	-	274.00000
U-2-H	VOH	76.000	-	-	V	-	-	-	89.00%	-	Shuwjylw	GYXD	-	255	YESY+255	-	264.00000
S-1-M	KUD	552.000	-	-	III	III	-	-	42.00%	-	Ujkwfapa	KLNW	-	134	BNZK+134	-	622.00000
F-T	IZN	73.200	-	-	EE	-	-	-	27.00%	-	Kwrdeykf	JZTS	180-185	185	QGIP+185	-	725.00000
Z-I	BCR	17.000	-	-	NN-	-	-	-	1.00%	-	Ezxjfeme	UWFY	690	690	WKCT+682	-	73.30000
Lvu	JWL	33.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

S-1-M: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144Z/Ksg H; L-2-U: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144Z/Mhv B; F-T: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144X/Hxw D; Y-1-C: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144V/Fts I; U-2-H: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144T/Cmc T; L-V: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144T/Dmv A; Z-I: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144F/Ezo R; Lvu: First Pay: 2022-07-15; Redemption: 2024-04-15; Registration: 144N/Rdu O;

Deal Comments

Lzczb. Dmh Sxcc Lzghmgy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

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-O	RWV	37.000	4.26	MG	-	KKK	-	-	44.26%	-	Oaufuaxj	3jJ	-	145	3yH+145	-	225.00000
P-1-B	VQI	732.000	7.38	Eaa	-	KKK	-	-	76.84%	-	Jlwfuaef	3cT	-	115	3zV+115	-	808.00000
L-Y	NLZ	84.900	7.50	As2	-	JK	-	-	37.94%	-	Lmcjxbum	3kL	-	170	3gC+170	-	143.00000
I-F	XNE	23.400	5.65	C2	-	XH	-	-	55.88%	-	Evywzpqg	3iJ	-	220	3rI+220	-	799.00000
W-P	QXG	44.300	3.67	Evv3	-	KQ	-	-	58.67%	-	Vjqrtruu	3yK	-	325	3hF+325	-	698.00000

More Details

Tranche Comments

P-1-B : First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144D/Eic U; O-2-O: First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144F/Hxx H; L-Y : First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144V/Fif G; I-F: First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144K/Gof E; W-P: First Pay: 2022-02-12; Redemption: 2022-12-29; Registration: 144L/Wfe F;

Deal Comments

Gkjpkukbpkh. Yfk Uuaa Tkzpfxl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
OF	JIQ	40.000	-	ST	DD	GJ	-	-	61.00%	-	Yksfvdkm	3tR	-	170	3rL+170	-	-
Xtu	LRL	98.660	-	LL	NK	AT	-	-	-	-	-	-	-	-	-	-	Retained
EQ	FJE	87.000	-	UN	ZZ-	PO	-	-	3.00%	-	Tuljthvd	3wT	-	700	3cL+700	-	-
I2P	LST	53.000	-	CA	HHH	HB	-	-	78.00%	-	Rkedmwrd	3hK	-	140	3mU+140	-	-
D1D	IGD	15.000	-	SV	U	KM	-	-	87.00%	-	Aqadalbg	3gF	-	215	3hO+215	-	-
VU	IUM	78.000	-	ED	WWW-	BF	-	-	33.00%	-	Glwffobh	3rS	-	335	3cL+335	-	-
Z2A	FCZ	1.000	-	WI	X	HK	-	-	86.00%	-	Xbfki	-	-	-	3.500%	-	-
D1B	CMB	725.000	-	TS	GGG	DV	-	-	32.00%	-	Fpodspnu	3kS	-	117	3rT+117	-	-

More Details

Tranche Comments

D1B: Redemption: 2023-12-15; Registration: 144H/Hrf J; I2P: Redemption: 2023-12-15; Registration: 144G/Psi Q; OF: Redemption: 2023-12-15; Registration: 144B/Rrw K; D1D: Redemption: 2023-12-15; Registration: 144J/Zub Y; Z2A: Redemption: 2023-12-15; Registration: 144Y/Ott N; VU: Redemption: 2023-12-15; Registration: 144N/Ytz X; EQ: Redemption: 2023-12-15; Registration: 144T/Xxh A; Xtu: Redemption: 2023-12-15; Registration: 144N/Qhs K;

Deal Comments

Mvkvk. Fky Bwjj Cvyjkcx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ZZ	WNE	60.000	8.20	-	Y	-	-	-	25.00%	-	Vkopfyjq	3hX	-	205	3eU+205	-	-
ST	ZXP	31.000	3.40	-	XXX-	-	-	-	73.00%	-	Fuwrvbsj	3dB	-	315	3nJ+315	-	-
UP	ZJY	70.000	13.10	-	KK-	-	-	-	1.00%	-	Dmejqmdx	3hR	-	680	3iW+680	-	-
Y	QFX	9.000	5.10	-	PPP	-	-	-	-	-	Mcdwjehr	3bU	-	65	3pO+65	-	-
CR	LBE	98.000	3.10	-	GG	-	-	-	89.00%	-	Ypveaxtm	3zS	-	165	3aJ+165	-	-
BT	OEN	381.000	4.80	-	BBB	-	-	-	92.00%	-	Ufhqdeoi	3mO	-	115	3mI+115	-	-

More Details

Tranche Comments

Y: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144L/Dhf T; BT: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144N/Oxt B; CR: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144R/Unu R; ZZ: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144X/Cdz B; ST: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144Y/Ddq Z; UP: First Pay: 2022-01-15; Redemption: 2023-11-19; Registration: 144A/Pxg A;

Deal Comments

Bkzkw.Nzu Jynn Nkqgzqt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
G-R	ZKE	92.000	-	-	III-	-	-	-	-	-	Dcuzxsri	3mH	-	310	3zM+310	-	-
V-P	FQB	733.000	-	-	CCC	-	-	-	-	-	Xcjjfzxd	3rA	-	115	3rB+115	-	-
Tgv	OFZ	96.650	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-I	JKI	34.000	-	-	MM-	-	-	-	-	-	Kzopdftc	3yF	-	670	3fM+670	-	-
M-U	GME	33.000	-	-	R	-	-	-	-	-	Tpkhtqxc	3kI	-	205	3nO+205	-	-
V-O	OFG	87.000	-	-	AA	-	-	-	-	-	Kxouuahj	3kZ	-	160	3uF+160	-	-

More Details

Tranche Comments

V-P: First Pay: 2022-01-20; Redemption: 2023-10-20; V-O: First Pay: 2022-01-20; Redemption: 2023-10-20; M-U: First Pay: 2022-01-20; Redemption: 2023-10-20; G-R: First Pay: 2022-01-20; Redemption: 2023-10-20; E-I: First Pay: 2022-01-20; Redemption: 2023-10-20; Tgv: First Pay: 2022-01-20; Redemption: 2023-10-20;

Deal Comments

Qsvsm. Gsy Vchh Yswbsxn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date