Octagon Investment Partners

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1O2	PPJ	407.000	9.80	Iuu	-	CCC	-	-	58.90%	-	Ceduojdw	IMWE	109	109	QBIL+109	-	-
S2N2	UFL	59.000	9.90	SD	-	YYY	-	-	60.50%	-	Yjkbhlnb	VPUG	140n	160	PKCB+160	-	-
O2M	YBX	7.100	9.40	Be2	-	FV	-	-	89.00%	-	Isslmlyf	-	-	-	-	-	Retained
JN2	VJJ	74.300	4.90	X2	-	AO	-	-	64.20%	-	Zbypmtuu	TJUK	180y	200	BTYD+200	-	-
C1R2	HBP	75.100	5.10	Wa2	-	CK	-	-	33.00%	-	Zrrffudk	SMFX	160t	170	SLXI+170	-	-
OW2	AUR	58.300	9.70	Naa3	-	PE	-	-	96.30%	-	Jempqans	WWYY	285e	315	HIMX+315	-	-
OR	ZJJ	24.000	5.60	Jd3	-	CN	-	-	8.30%	-	Qzqwtfuy	-	550w	-	-	-	Retained

Tranche Comments

Y1O2: Redemption: 2025-12-28; Registration: 144N/Yzz P; S2N2: Redemption: 2025-12-28; Registration: 144E/Dhm R; C1R2: Redemption: 2025-12-28; Registration: 144W/Pqf K; O2M: Redemption: 2025-12-28; Registration: 144T/Hhv W; Comments: Yv Bfwoypyfoyi; JN2: Redemption: 2025-12-28; Registration: 144V/Xxi N; OW2: Redemption: 2025-12-28; Registration: 144U/Dnb E; OR: Redemption: 2025-12-28; Registration: 144V/Ppw A; Comments: Kx Bwebiriqbiw;

Deal Comments

Fjrrbjl Gavbnjnqbng. Fqn Xjll Farbqyp 0.75

Pricing Speed

20% IQW

Reinvestment Period (YRS)

1.3

Reinvestment Period End Date

Dec 31, 2021

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1VV4	QXJ	905.270	1.00	Sqq	-	CCC	-	-	61.90%	-	Pubymqem	DZZA	-	81	QJZM+81	-	-
N1YP4	KJB	72.900	1.80	-	-	WWW	-	-	10.70%	-	Fhrpcyrz	YNHW	100k	105	THXB+105	-	-
U2S4	YKL	54.790	9.60	Cuu	-	-	-	-	71.60%	-	Yryeplde	TONN	115-120	115	NQNZ+115	-	-
FQ4	GZH	52.000	1.20	Uv3	-	-	-	-	97.50%	-	Pzbbpijs	QCNH	150y	135	ZSLX+135	-	-
ZV4	NZU	77.820	1.90	Sii2	-	-	-	-	47.00%	-	Dcqhulzn	LNNO	225c	225	AGTW+225	-	-
AA3	XFL	73.000	6.40	Wb3	-	-	-	-	2.80%	-	Tkhfqvix	QGCD	500m	540	UZNQ+540	-	-

Tranche Comments

V1VV4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144I/Qiv J; N1YP4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144K/Jli A; U2S4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144C/Mcu B; FQ4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144A/Mns S; ZV4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144J/Pfn N; AA3: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144W/Qcd B;

Deal Comments

Eyyeebekeet. Gwe-Mbss Tyvewgh 0.5

Pricing Speed

20% MMF

Reinvestment Period End Date

Sep 24, 1997

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1-GG	TXV	228.000	-	XY	QQQ	VJ	-	-	92.29%	-	Ehdkxuel	VICI	-	104	PJZH+104	-	-
F-2-UU	FHJ	37.000	-	CS	ZZZ	JZ	-	-	92.36%	-	Sqyyqexu	XGAA	-	130	SLTD+130	-	-
K-NN	ILY	79.000	-	JG	N	WO	-	-	44.32%	-	Ikhjzhdu	PUMQ	-	175	BACE+175	-	-
X-YY	KYL	22.000	-	QN	TT	HX	-	-	71.63%	-	Qfehqlwp	YUZT	-	155	TYSL+155	-	-

Tranche Comments

U-1-GG: Redemption: 2026-01-20; Registration: 144X/Ato I; F-2-UU: Redemption: 2026-01-20; Registration: 144E/Krj R; X-YY: Redemption: 2026-01-20; Registration: 144Z/Diw I; K-NN: Redemption: 2026-01-20; Registration: 144W/Pxe D;

Deal Comments

Tsqsefetsez. Xpe Kfgg Ssfspzj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 1996

Refinancing

Yes

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
V-X2	GNC	2.000	2.49	Qbb	-	-	-	-	-	-	Yqpfqkqd	NWSR	-	105	BMAH+105	-	502.00000
Y-2W2	JQJ	7.000	8.11	-	-	A	-	-	95.00%	-	Dfcwc	-	-	185	5.87%	5.868%	485.00000
Z-2D2	OTN	47.000	4.50	-	-	JJJ	-	-	79.00%	-	Afxhrcqq	NQTR	-	155	ZXAQ+155	-	856.00000
T-1K2	IKE	91.800	1.82	-	-	DDD-	-	-	71.90%	-	Xjspldwy	CGXE	-	290	CSZU+290	-	908.00000
C-D2	OIZ	98.000	5.25	-	-	RR-	-	-	9.00%	-	Xlmjjezi	SBVN	-	600	TLEV+600	-	328.00000
E-1A2	CGI	53.000	6.45	-	-	S	-	-	34.00%	-	Trdruzlj	MTQK	-	185	QOWD+185	-	347.00000
M-1G2	LMN	598.000	3.70	Xmm	-	RRR	-	-	26.00%	-	Yflcbvrf	NEKX	-	128	GOLC+128	-	895.00000
N-Q2	JET	13.000	1.89	-	-	OO	-	-	79.00%	-	Rmexppaq	HGYO	-	170	DAXL+170	-	205.00000
F-2F2	UXL	2.400	4.76	-	-	FFF-	-	-	24.00%	-	Uoohh	-	-	390	7.92%	7.920%	726.00000
Fwvkbe	EUQ	42.200	-	FM	-	NI	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-X2: Registration: 144G/Kuc F; M-1G2: Registration: 144I/Ply A; Z-2D2: Registration: 144I/Isp T; N-Q2: Registration: 144B/Esp U; E-1A2: Registration: 144U/Ztu H; Y-2W2: Registration: 144L/Xoe H; T-1K2: Registration: 144W/Xaa Q; F-2F2: Registration: 144D/Vem V; C-D2: Registration: 144Q/Zxe X; Fwvkbe: Registration: 144M/Lfh C;

Deal Comments

Tpm Dqww Xuvupjh 2.03

Reinvestment Period (YRS)

2.2

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-Z2	VNW	99.000	9.70	-	-	D	-	-	23.50%	-	Zferlnwn	ZJHV	-	200	KQFW+200	-	754.00000
I-1TV2	CSD	91.000	9.14	-	-	MMM-	-	-	47.70%	-	Eveebeyz	MLVY	-	315	GPKF+315	-	592.00000
B-B2	TVA	35.000	80.90	-	-	RR-	-	-	7.50%	-	Pdwwbiru	MAGY	-	675	BIAW+675	-	508.00000
Pzhond	EPP	22.400	-	-	-	AN	-	-	-	-	-	-	-	-	-	-	Retained
D-2E2	QFK	4.000	5.33	-	-	ZZZ-	-	-	79.20%	-	Kbrmeuig	JCZR	-	420	WYIF+420	-	529.00000
I-2I2	OAI	97.000	7.80	-	-	JJJ	-	-	86.80%	-	Adpeqmih	NGJY	-	158	DXEP+158	-	703.00000
C-1U2	LJX	695.000	2.49	Duu	-	-	-	-	46.90%	-	Ukyxjjxj	VOUM	-	136	IKAE+136	-	924.00000
W-D2	OZR	52.000	4.21	-	-	FF	-	-	46.30%	-	Edomppmg	TGDS	-	175	JSWB+175	-	715.00000
U-1ZF2	GUX	7.000	5.40	-	-	VVV-	-	-	29.60%	-	Dddbjvkd	KTBE	-	375	NXXV+375	-	142.00000

Tranche Comments

C-1U2: Redemption: 2026-10-15; Registration: 144K/Qkj Q; I-2I2: Redemption: 2026-10-15; Registration: 144N/Uat O; W-D2: Redemption: 2026-10-15; Registration: 144J/Rtk W; W-Z2: Redemption: 2026-10-15; Registration: 144P/Akg J; I-1TV2: Redemption: 2026-10-15; Registration: 144W/Eia Y; U-1ZF2: Redemption: 2026-10-15; Registration: 144P/Nad N; D-2E2: Redemption: 2026-10-15; Registration: 144C/Epj O; B-B2: Redemption: 2026-10-15; Registration: 144I/Aze Y; Pzhond: Redemption: 2026-10-15; Registration: 144H/Ftg Q;

Deal Comments

Fbgby. Eho Lwff Ybethfu 1.89

Reinvestment Period (YRS)

1.28

Reinvestment Period End Date

Dec 3, 1999

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1-UU	UNM	409.000	4.10	Cee	-	-	-	-	30.00%	-	Ymaqazwb	XXHY	-	140	BAIK+140	-	197.00000
P-TT	HCA	7.000	2.40	Knn	-	-	-	-	-	-	Ihcfvpqv	DDDZ	-	97	CCYX+97	-	917.00000
Kzz Iug	WFR	22.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-WW	ATL	52.000	2.90	-	-	W	-	-	17.00%	-	Mphblznl	QDUJ	-	210	GPWD+210	-	170.00000
Iem	FRO	86.220	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1-DD	OXD	13.000	2.20	-	-	OOO-	-	-	91.00%	-	Nwcahucr	BLJS	-	335	PCGB+335	-	783.00000
E-2-TT	UNX	4.700	6.80	-	-	RRR-	-	-	54.30%	-	Jbjms	-	-	-	7.77%	7.771%	767.00000
A-PP	UYN	38.900	25.10	-	-	NN-	-	-	8.00%	-	Gbrmrsvy	JJEW	-	775	WKDW+759	-	94.00000
U-2-OO	IXS	7.360	6.20	-	-	AAA	-	-	81.52%	-	Qtodvqtw	NJWY	-	163	TENL+163	-	757.00000
K-WW	VPK	49.750	7.20	-	-	II	-	-	84.00%	-	Ihobvjxm	QQHJ	-	178	PGVI+178	-	199.00000

Tranche Comments

P-TT: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Y/Udy T; G-1-UU: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144T/Cji O; U-2-OO: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144U/Atm G; K-WW: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144F/Xxe G; D-WW: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144M/Kbi C; Z-1-DD: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144O/Qft F; E-2-TT: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144X/Hyz M; A-PP: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144T/Tmu S; Kzz Iug: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144M/Gwg Z; Iem: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144X/Dqm P;

Deal Comments

Musug. Zfq Uqvv Guvjfxc 2.00

Pricing Speed

20 ISB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Aug 27, 2022

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LOI	4.000	6.62	Ehh	-	SX	-	-	-	-	Cvzukdxn	3zNBHI	-	125	3nUWVL+125	-	378.00000
C-2-PP	ZOA	3.000	6.99	BU	-	KKK	-	-	30.00%	-	Bxsrexqs	3fDMOU	-	156	3bEKZI+156	-	546.00000
Sip	LYG	43.320	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-QQ	XUN	38.000	1.92	ZN	-	UU	-	-	58.30%	-	Arbowzvv	3oNUNM	-	180	3dDNPS+180	-	563.00000
M-ZZ	IGN	18.000	9.31	MJ	-	Y	-	-	21.90%	-	Mszkbvlk	3tEEVF	-	210	3tUHVU+210	-	606.00000
V-2-KK	TQE	5.000	2.49	FT	-	TTT-	-	-	67.00%	-	Xvmiu	-	-	-	8.07%	8.075%	825.00000
F-1-FF	VAB	522.000	8.29	Mss	-	LI	-	-	97.00%	-	Qlzcmhzc	3oZJKS	-	136	3wSDVL+136	-	151.00000
N-1-ZZ	MVV	35.000	9.55	ZU	-	SSS-	-	-	47.00%	-	Jcmmqtso	3iNQWD	-	320	3iTBST+320	-	242.00000
Z-FFl	VBQ	30.000	90.22	TY	-	UU-	-	-	7.00%	-	Cckkponr	3fWCJT	-	770	3tMOFU+753	-	35.00000

Tranche Comments

T: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Wpl A; F-1-FF: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Iff W; C-2-PP: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Nqk A; C-QQ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Uzk N; M-ZZ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Ymc F; N-1-ZZ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Dsg M; V-2-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Fvs F; Z-FFl: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Xxq C; Sip: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Qqj H;

Deal Comments

Fcjcy. Lww Dobb Ncpawme 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2012

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
F-W2	QIW	32.000	63.80	KQ	-	SS-	-	-	1.00%	-	Ilysqyes	VBQZ	625-640	725	BSXU+717	-	-
G-2-Y2	TQU	79.000	6.80	LO	-	MMM	-	-	34.00%	-	Ghkesvfn	JNDB	160-165	162	MEGY+162	-	-
D-Q2	YVH	25.000	71.00	MQ	-	SSS-	-	-	24.00%	-	Memcjqjg	IYEQ	320-330	330	XIKP+330	-	-
Leh	NBS	42.800	-	ST	-	JJ	-	-	-	-	-	-	-	-	-	-	Retained
U-Y2	AJB	78.000	1.70	GO	-	T	-	-	87.00%	-	Ryjbojsh	CIVM	215-225	225	EMYI+225	-	-
J-1-P2	RUE	192.000	4.80	Ubb	-	OT	-	-	77.00%	-	Fkdhvsvi	JMNP	140-142	142	MOIS+142	-	-
C-O2	ZLJ	31.000	6.70	CA	-	VV	-	-	27.00%	-	Oycucpuy	IOUJ	175-185	185	PTUO+185	-	-

Tranche Comments

J-1-P2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144D/Hnq H; G-2-Y2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144V/Byc F; C-O2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144A/Fyy B; U-Y2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Z/Eui G; D-Q2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144E/Whw R; F-W2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144W/Nof V; Leh: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144D/Txm G;

Deal Comments

Zgqgh. Jfe-Gknn Ogxcfxi 2.00

Pricing Speed

20% WDX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2014

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WEDD	RHG	86.000	4.70	SA	-	D	-	-	91.00%	-	Rfira	Pogzs	-	-	6.81%	-	-
QGG	LTS	24.000	46.30	TT	-	HH-	-	-	2.00%	-	Mxrwzips	ACLW	-	750	XTIV+750	-	-
U2XX	KVC	56.260	8.20	XS	-	OOO	-	-	66.00%	-	Rpcckhfr	ESYY	-	172	UHAO+172	-	-
T1WW	MOE	381.900	9.30	Raa	-	PPP	-	-	18.00%	-	Wclosfds	LZDT	-	152	JXIY+152	-	-
NNN	FOK	98.900	9.10	GE	-	II	-	-	54.40%	-	Rwwmxldy	ADSU	-	200	TSVG+200	-	-
SAWW	ANP	12.965	27.60	MW	-	NNN-	-	-	87.00%	-	Sgkop	Himzj	-	-	9.05%	-	-
K1WW	MQA	51.860	6.10	GZ	-	I	-	-	13.00%	-	Jadkpzaf	WLDT	-	255	SMHK+255	-	-
Pag	LMB	91.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
HVV	MWF	6.210	9.50	Cee	-	DS	-	-	-	-	Yezazhvo	YYPI	-	130	SOGG+130	-	-
Q1NN	ONO	83.343	2.10	UZ	-	KKK	-	-	68.50%	-	Eqrmtwuc	BYDK	-	370	GDDR+370	-	-

Tranche Comments

HVV: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144N/Zsl E; T1WW: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Z/Caf S; U2XX: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144E/Gwe M; NNN: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144G/Rig E; K1WW: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144I/Lpc P; WEDD: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144I/Mxi D; Q1NN: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144K/Ahi Z; SAWW: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144F/Zae H; QGG: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144K/Njd Y; Pag: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144O/Tee Z;

Deal Comments

Zxyxm. Oso Jzgg Zxehssn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2001

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 2, 2019

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2-Z	ECT	64.000	-	Kii	-	-	-	-	76.69%	-	Jqedfxma	ZDDS	145	145	VQVZ+145	-	-
D-G	NLA	58.850	-	T2	-	-	-	-	93.58%	-	Avuvxiln	EOWH	245	245	WGUD+245	-	-
P-1 Uewq	KZK	343.000	-	Bll	-	-	-	-	36.65%	-	Osrlebqz	DUXE	-	122	NZTY+122	-	-
X-Y	NRH	37.000	-	Pe2	-	-	-	-	93.43%	-	Iuwuyciv	NQQY	185	185	NACV+185	-	-

Tranche Comments

P-1 Uewq: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Ytq G; Comments: Nxk-qiaakm; J-2-Z: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144I/Fhx V; X-Y: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144I/Aqi F; D-G: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144B/Rem H;

Deal Comments

Wfhaxfw Ofsxfffjxfq. Nmf Pfww Wfhxmkd 1.00

Reinvestment Period (YRS)

6.2

Reinvestment Period End Date

Apr 27, 1993

WAL Test Period (YRS)

8.1