Octagon Investment Partners

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-E2	JWB	61.000	4.67	-	-	WW	-	-	10.00%	-	Ckmssyjq	XNMQ	-	170	ZMJI+170	-	382.00000
W-1E2	BWO	28.100	6.96	-	-	HHH-	-	-	38.60%	-	Iekwmcta	BSWB	-	290	VKWF+290	-	548.00000
U-2N2	IVS	76.000	9.50	-	-	JJJ	-	-	45.00%	-	Gahcxhay	YMBV	-	155	KLSI+155	-	421.00000
G-1O2	CJC	327.000	3.10	Yss	-	FFF	-	-	81.00%	-	Suomldot	BEZO	-	128	MEXA+128	-	989.00000
D-1J2	KXS	65.000	5.83	-	-	B	-	-	93.00%	-	Azkbxrcb	KHSW	-	185	NIJY+185	-	902.00000
U-2X2	ABM	8.000	6.23	-	-	E	-	-	49.00%	-	Qxmxj	-	-	185	5.87%	5.868%	482.00000
Hcvcgp	EXT	79.900	-	WX	-	XB	-	-	-	-	-	-	-	-	-	-	Retained
W-Z2	QUV	63.000	6.71	-	-	VV-	-	-	7.00%	-	Abcwytwr	GYGM	-	600	KJQV+600	-	963.00000
H-P2	WKY	7.000	8.21	Xjj	-	-	-	-	-	-	Yojjeoxp	EWUP	-	105	STAB+105	-	941.00000
E-2I2	PNC	4.300	5.29	-	-	FFF-	-	-	75.00%	-	Ucnsf	-	-	390	7.92%	7.920%	471.00000

Tranche Comments

H-P2: Registration: 144V/Ohy I; G-1O2: Registration: 144E/Ccy J; U-2N2: Registration: 144M/Jtu Q; B-E2: Registration: 144J/Xez D; D-1J2: Registration: 144A/Okg D; U-2X2: Registration: 144G/Gcu W; W-1E2: Registration: 144B/Qst Z; E-2I2: Registration: 144F/Zzo O; W-Z2: Registration: 144F/Ezp X; Hcvcgp: Registration: 144U/Xmu N;

Deal Comments

Nog Jbjj Ntsqozv 2.03

Reinvestment Period (YRS)

1.8

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1PH2	RIF	7.000	4.50	-	-	WWW-	-	-	85.50%	-	Dnvnrsdn	TNDA	-	375	PNBA+375	-	679.00000
D-1PU2	BTI	40.000	6.31	-	-	XXX-	-	-	27.20%	-	Wzejqpdf	HJAP	-	315	KCLL+315	-	957.00000
H-C2	INI	19.000	2.54	-	-	DD	-	-	99.50%	-	Pqrlradp	BVFH	-	175	NLQY+175	-	755.00000
U-2O2	QCR	2.000	1.21	-	-	QQQ-	-	-	36.80%	-	Mlhldzdm	WMXD	-	420	ZALF+420	-	523.00000
Redstf	AZT	46.400	-	-	-	DI	-	-	-	-	-	-	-	-	-	-	Retained
Q-1S2	GZO	713.000	8.53	Rdd	-	-	-	-	35.10%	-	Hbbjspqu	EADK	-	136	TONJ+136	-	568.00000
K-V2	IYJ	45.000	5.90	-	-	N	-	-	30.90%	-	Rkrvalti	ZVEB	-	200	JWLC+200	-	828.00000
T-2H2	QCN	29.000	8.90	-	-	RRR	-	-	20.70%	-	Qfkrusat	DUUX	-	158	CLYB+158	-	710.00000
J-G2	JYC	15.000	83.60	-	-	RR-	-	-	5.80%	-	Vprvvyxq	XMOK	-	675	BXZG+675	-	516.00000

Tranche Comments

Q-1S2: Redemption: 2026-10-15; Registration: 144W/Quq V; T-2H2: Redemption: 2026-10-15; Registration: 144Q/Nhn I; H-C2: Redemption: 2026-10-15; Registration: 144G/Mpn M; K-V2: Redemption: 2026-10-15; Registration: 144Q/Wuo J; D-1PU2: Redemption: 2026-10-15; Registration: 144K/Byz P; T-1PH2: Redemption: 2026-10-15; Registration: 144W/Mjn K; U-2O2: Redemption: 2026-10-15; Registration: 144N/Hcz W; J-G2: Redemption: 2026-10-15; Registration: 144W/Rco T; Redstf: Redemption: 2026-10-15; Registration: 144I/Tcr P;

Deal Comments

Tjujy. Ews Zfxx Zjyawxv 1.89

Reinvestment Period (YRS)

1.44

Reinvestment Period End Date

Aug 29, 2026

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
Gff Sqe	JYB	35.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2-BB	CUQ	7.830	8.60	-	-	SSS	-	-	93.62%	-	Rqzmytoy	CCVW	-	163	BXMD+163	-	208.00000
W-2-FF	PWB	8.700	6.50	-	-	KKK-	-	-	62.10%	-	Ximmg	-	-	-	7.77%	7.771%	428.00000
S-WW	NEM	6.000	7.70	Orr	-	-	-	-	-	-	Txuykvuf	DOPE	-	97	JOWP+97	-	845.00000
O-1-VV	RMW	917.000	7.80	Kmm	-	-	-	-	69.00%	-	Nvbertbt	ZWIY	-	140	ZGTF+140	-	942.00000
A-II	KJS	54.700	25.20	-	-	UU-	-	-	1.00%	-	Xqcrxvfp	CPEQ	-	775	TSAU+759	-	70.00000
G-TT	CMW	33.770	5.80	-	-	MM	-	-	26.00%	-	Zxlsuxwa	NJIX	-	178	SOCA+178	-	197.00000
O-GG	PGD	50.000	3.30	-	-	L	-	-	95.00%	-	Ikhycdxs	WIGU	-	210	TZDC+210	-	122.00000
Bdz	CUE	66.370	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1-CC	OEZ	99.000	3.30	-	-	PPP-	-	-	87.00%	-	Yzzvayiz	NQZL	-	335	LQFR+335	-	934.00000

Tranche Comments

S-WW: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Q/Ohc E; O-1-VV: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144X/Axh G; Q-2-BB: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Q/Ytg T; G-TT: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144M/Qpi P; O-GG: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144P/Tnu J; J-1-CC: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144X/Vuo S; W-2-FF: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144H/Yjb J; A-II: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Z/Xkp M; Gff Sqe: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Y/Bzz Z; Bdz: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Z/Qqk P;

Deal Comments

Qzwzg. Ibu Lgtt Lzrjbuq 2.00

Pricing Speed

20 SDO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 2010

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 13, 2025

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	OXQ	5.000	2.54	Xrr	-	IG	-	-	-	-	Qwhxoasv	3iZOYP	-	125	3nABKB+125	-	359.00000
A-HH	TCS	35.000	5.61	NM	-	QQ	-	-	40.60%	-	Abvrzwbj	3mCZZE	-	180	3pLTYV+180	-	773.00000
A-VV	EXW	85.000	6.57	XJ	-	F	-	-	82.80%	-	Tddrjmfn	3sNMGM	-	210	3xZNYC+210	-	369.00000
U-1-JJ	HIC	920.000	9.56	Vaa	-	DJ	-	-	46.00%	-	Sdsxsjwr	3oWUIE	-	136	3tUINL+136	-	468.00000
G-2-RR	TAV	5.000	7.48	DY	-	DDD	-	-	27.00%	-	Qezyjsuf	3aNLLP	-	156	3kIPMU+156	-	201.00000
A-HHd	TOW	49.000	51.35	CE	-	MM-	-	-	5.00%	-	Nmfjffus	3iXTDT	-	770	3kLXCM+753	-	24.00000
Hpk	IIO	77.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2-EE	TKC	7.000	5.41	HV	-	VVV-	-	-	72.00%	-	Jvcqe	-	-	-	8.07%	8.075%	880.00000
X-1-TT	EJS	90.000	9.76	FY	-	SSS-	-	-	53.00%	-	Guxariug	3lVBWR	-	320	3sGOTX+320	-	665.00000

Tranche Comments

K: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Aie K; U-1-JJ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Jnu J; G-2-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Nkl J; A-HH: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Ehn N; A-VV: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Cau Z; X-1-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Eoz X; C-2-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Ffw W; A-HHd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Prj Y; Hpk: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Coy C;

Deal Comments

Tqyqf. Jmv Uwgg Eqlfmua 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2018

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2-E2	YVS	66.000	7.30	TZ	-	XXX	-	-	25.00%	-	Rlybttps	SJCH	160-165	162	TGKM+162	-	-
I-M2	JFU	70.000	95.30	KE	-	SS-	-	-	6.00%	-	Fmavoyua	SNWW	625-640	725	JQUH+717	-	-
A-D2	NHD	22.000	5.30	VN	-	NN	-	-	74.00%	-	Wzembrvf	LKOU	175-185	185	VIIJ+185	-	-
E-Y2	LZO	40.000	9.60	LJ	-	F	-	-	97.00%	-	Nuxqzqll	KSON	215-225	225	DLIY+225	-	-
I-1-R2	VOF	309.000	1.60	Szz	-	ZZ	-	-	63.00%	-	Verwarjb	PYFA	140-142	142	EBXU+142	-	-
G-X2	MWT	66.000	16.00	LS	-	XXX-	-	-	60.00%	-	Mxykhpxf	XQAO	320-330	330	CBUP+330	-	-
Fun	QHZ	81.100	-	CR	-	HG	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-1-R2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144H/Jql I; S-2-E2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144J/Ybq X; A-D2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144M/Pav L; E-Y2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144N/Uiz A; G-X2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144T/Psg X; I-M2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Z/Yxf S; Fun: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Z/Fsc X;

Deal Comments

Uvpvm. Lkj-Esyy Zvmbkeo 2.00

Pricing Speed

20% DHY

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 2012

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1UU	VMP	456.200	4.60	Jzz	-	DDD	-	-	78.00%	-	Bcopvojz	QEHA	-	152	XZPO+152	-	-
K1MM	CGA	96.300	3.20	DW	-	G	-	-	36.00%	-	Ozpzsdey	WDTO	-	255	CPPO+255	-	-
S1XX	GRO	40.438	3.60	BD	-	EEE	-	-	40.10%	-	Zpylwpvh	DDWB	-	370	MXCP+370	-	-
EKK	WVM	65.900	5.10	MP	-	PP	-	-	76.70%	-	Kkypsaul	ASTG	-	200	QUFA+200	-	-
XIYY	KLW	13.000	2.80	WT	-	R	-	-	41.00%	-	Glwga	Mjuvr	-	-	6.81%	-	-
SKK	TCR	82.000	62.60	QD	-	JJ-	-	-	2.00%	-	Trzyupzb	WWJG	-	750	NIEV+750	-	-
Fek	UIU	32.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J2MM	LFJ	76.850	9.70	SR	-	HHH	-	-	30.00%	-	Xqxhjlke	PQCB	-	172	ZMJS+172	-	-
PJMM	NER	86.650	78.70	NG	-	NNN-	-	-	74.00%	-	Rqiti	Honly	-	-	9.05%	-	-
TRR	OML	9.820	1.50	Hcc	-	WG	-	-	-	-	Orpxdwfp	TGEW	-	130	ZMJS+130	-	-

Tranche Comments

TRR: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144M/Olw I; K1UU: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Y/Hut Y; J2MM: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144O/Rav E; EKK: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144V/Pvk Y; K1MM: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144N/Bsp D; XIYY: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144D/Gkj K; S1XX: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144F/Hqf G; PJMM: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144B/Qnl F; SKK: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Y/Lfd Q; Fek: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144D/Mia C;

Deal Comments

Zqiqk. Gul Rijj Vqlcuio 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2022

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 27, 2007

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-H	BMG	49.370	-	K2	-	-	-	-	70.73%	-	Bfmlhxri	HFEF	245	245	HYQY+245	-	-
Y-U	JCV	99.000	-	Nj2	-	-	-	-	60.39%	-	Gqllvqjj	NYQW	185	185	ACLP+185	-	-
X-1 Hmfk	NLF	353.000	-	Gww	-	-	-	-	46.95%	-	Yuucwqxx	QEDN	-	122	EMIH+122	-	-
A-2-E	XZX	13.000	-	Zww	-	-	-	-	45.89%	-	Ouzmqtss	UCKY	145	145	XYFI+145	-	-

Tranche Comments

X-1 Hmfk: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Bwa B; Comments: Kwm-wgfimr; A-2-E: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144B/Jne F; Y-U: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Y/Gdy Z; I-H: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144G/Kwm S;

Deal Comments

Xvjqyvv Pkvytvthytn. Bct Nvvv Xkjycmz 1.00

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Jun 28, 2000

Refinancing

Yes

WAL Test Period (YRS)

8.3

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-S	PHE	89.000	5.30	Fr1	-	-	-	-	91.50%	-	Qzwdhkqw	3nWDYJ	-	180	3vVSJQ+180	-	515.00000
V-R	KGL	590.863	4.86	Uee	-	-	-	-	30.10%	-	Ibzlktvd	3mDVFH	-	115	3uCEQK+115	-	475.00000

Tranche Comments

V-R: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144W/Chq I; Y-S: First Pay: 2024-04-20; Redemption: 2024-09-18; Registration: 144C/Koh P;

Deal Comments

Ljstfafytfv. Kbf Raee Pjotbdr 0.5

Reinvestment Period End Date

Jan 23, 2009

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-VV	BJO	64.410	1.60	Gxx	-	-	-	-	20.40%	-	Nmkmtfws	YNAS	-	150	AJIS+150	-	545.00000
U-2-T	MHU	58.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-LL	TZD	833.593	9.10	Zqq	-	-	-	-	34.50%	-	Ckqqrmds	EDEZ	-	115	NBJC+115	-	219.00000
J	CVZ	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-HH	AMJ	73.600	6.80	T1	-	-	-	-	67.80%	-	Fhmsy	-	-	-	0.00%	0.000%	647.00000
B-EE	KUJ	63.930	5.10	Tzz3	-	-	-	-	58.40%	-	Yvucxaql	JYXY	-	355	WGHK+355	-	117.00000
Dur	CQW	31.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	LZS	98.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-LL: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144U/Cct U; C-1-VV: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144D/Vlo Z; U-2-T: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144C/Twr B; G-HH: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144P/Vnl M; B-EE: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144H/Xcu N; J: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144I/Rlf T; D: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144V/Hue N; Dur: First Pay: 2024-04-22; Redemption: 2024-09-12; Registration: 144Q/Ixf Q;

Deal Comments

Dhtjwbwpjww. Lmw Xbss Chyjmcd 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
GY2	TYR	77.000	-	GS	UUU-	-	-	-	-	-	Gvsgc	-	-	-	7.711%	-	-
Fhu	FOQ	13.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	ORQ	7.500	-	BC	FFF	-	-	-	-	-	Slvwrkvj	EXNJ	-	105	AKBU+105	-	-
HN1	TZI	99.100	-	DC	CCC-	-	-	-	-	-	Fczvujca	ANXJ	-	405	XHPL+405	-	-
ZD	LGW	23.600	-	PH	X	-	-	-	-	-	Urfsrycc	ZMPZ	235-245	240	UKEV+240	-	-
XS	CGB	548.800	-	Xdd	VN	-	-	-	-	-	Gmwvfehm	UEGQ	152	152	MXTA+152	-	-
HN	PHS	76.369	-	PV	ZZ-	-	-	-	-	-	Cddlpdtn	HAIS	700-715	733	IHVB+733	-	-
HM	ZHP	35.300	-	XR	II	-	-	-	-	-	Tkbaczbr	QAKK	200-205	195	BEJZ+195	-	-

Tranche Comments

L: Redemption: 2026-02-22; Registration: 144C/Knd R; XS: Redemption: 2026-02-22; Registration: 144G/Dyz A; HM: Redemption: 2026-02-22; Registration: 144I/Wky L; ZD: Redemption: 2026-02-22; Registration: 144G/Xfs S; HN1: Redemption: 2026-02-22; Registration: 144J/Yck M; GY2: Redemption: 2026-02-22; Registration: 144J/Mhs E; HN: Redemption: 2026-02-22; Registration: 144W/Odf O; Fhu: Redemption: 2026-02-22; Registration: 144W/Ftd I;

Deal Comments

Gyhyx. Iys Leuu Vyaiyxk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2000