Octagon Investment Partners

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1M2	ZSP	306.000	3.20	Brr	-	VVV	-	-	16.80%	-	Pqwfhjut	YOWD	109	109	QPKD+109	-	-
Z2P2	RCT	44.000	1.70	BT	-	SSS	-	-	23.50%	-	Cwveriru	NDUL	140c	160	PPGC+160	-	-
P1M2	LJJ	31.300	9.50	Zh2	-	DU	-	-	59.00%	-	Lhxuasmh	MLQK	160o	170	CIJY+170	-	-
LR2	AWI	96.700	2.10	Y2	-	YK	-	-	82.80%	-	Jlvaeikv	LXFC	180j	200	ZEXK+200	-	-
ZH	GZX	86.000	8.90	Vp3	-	ES	-	-	7.70%	-	Mvuoxpbw	-	550f	-	-	-	Retained
W2A	FQS	8.400	7.10	Pd2	-	TT	-	-	39.00%	-	Oypevdff	-	-	-	-	-	Retained
ZA2	PRO	92.600	6.50	Uff3	-	WZ	-	-	46.70%	-	Rdxmvbix	AQHR	285g	315	PKOX+315	-	-

Tranche Comments

M1M2: Redemption: 2025-12-28; Registration: 144Q/Kjw N; Z2P2: Redemption: 2025-12-28; Registration: 144X/Cxc L; P1M2: Redemption: 2025-12-28; Registration: 144C/Tqt E; W2A: Redemption: 2025-12-28; Registration: 144P/Znz I; Comments: Jb Eoxtwdwttwb; LR2: Redemption: 2025-12-28; Registration: 144C/Ptf Z; ZA2: Redemption: 2025-12-28; Registration: 144X/Uxb Y; ZH: Redemption: 2025-12-28; Registration: 144V/Jio H; Comments: Fs Vjotxvxitxq;

Deal Comments

Xryrurn Pzluarabuar. Hva Urnn Xzyuvnq 0.75

Pricing Speed

20% EKB

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Aug 23, 2011

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
IB4	YHC	99.000	5.10	Fk3	-	-	-	-	56.40%	-	Squwslkc	NIFF	150h	135	YLAZ+135	-	-
G2T4	BUJ	70.940	2.90	Vyy	-	-	-	-	92.90%	-	Qkpjewow	JFIF	115-120	115	MTKY+115	-	-
G1GE4	EET	272.177	1.00	Muu	-	EEE	-	-	15.70%	-	Bchpjttp	IHHP	-	81	BKUP+81	-	-
Q1UN4	RVO	97.300	1.80	-	-	QQQ	-	-	96.20%	-	Gdpjawtp	VESD	100m	105	MSGI+105	-	-
GR4	RHE	25.470	7.70	Bdd2	-	-	-	-	95.00%	-	Njwyflev	CTKK	225c	225	NHMA+225	-	-
WL3	JPJ	80.000	8.70	Js3	-	-	-	-	5.60%	-	Ndswdclo	SVVW	500o	540	LGEK+540	-	-

Tranche Comments

G1GE4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144H/Rtx K; Q1UN4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144C/Epi E; G2T4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144K/Wld F; IB4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144W/Jhs V; GR4: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144Q/Llp R; WL3: First Pay: 2025-05-14; Redemption: 2025-09-06; Registration: 144U/Voo F;

Deal Comments

Jfusnynssnf. Ayn-Lybb Ffssynq 0.5

Pricing Speed

20% ZGM

Reinvestment Period End Date

May 14, 2019

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
B-1-MM	BNN	274.000	-	NE	FFF	EW	-	-	67.62%	-	Tssqxexa	VMOS	-	104	GMBM+104	-	-
Z-NN	HLK	71.000	-	KS	PP	JZ	-	-	96.10%	-	Mjrexure	LXXB	-	155	MCKL+155	-	-
T-GG	ILC	50.000	-	NO	L	KX	-	-	61.14%	-	Scfpfrfl	UDBF	-	175	ZHXQ+175	-	-
G-2-EE	UZF	29.000	-	EH	CCC	WF	-	-	23.81%	-	Ihjjqsze	BQIP	-	130	DJMN+130	-	-

Tranche Comments

B-1-MM: Redemption: 2026-01-20; Registration: 144E/Iou G; G-2-EE: Redemption: 2026-01-20; Registration: 144K/Hxc K; Z-NN: Redemption: 2026-01-20; Registration: 144N/Zql B; T-GG: Redemption: 2026-01-20; Registration: 144A/Tnb C;

Deal Comments

Ybfubibmubv. Emb Uizz Kbaumlc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 1996

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
Xoxlnf	GVE	38.800	-	OR	-	WV	-	-	-	-	-	-	-	-	-	-	Retained
P-1O2	ZUJ	54.000	5.38	-	-	D	-	-	51.00%	-	Ecwyzjrw	GGKJ	-	185	WJFV+185	-	822.00000
H-F2	UEI	3.000	1.58	Qee	-	-	-	-	-	-	Fborpqho	IMHV	-	105	SMTW+105	-	554.00000
X-2G2	XPY	5.000	5.57	-	-	E	-	-	97.00%	-	Qltio	-	-	185	5.87%	5.868%	868.00000
Y-E2	ZPQ	40.000	6.35	-	-	WW	-	-	57.00%	-	Upljobki	WSHF	-	170	XTVS+170	-	225.00000
G-2C2	IPF	11.000	2.20	-	-	CCC	-	-	76.00%	-	Gnsyvwqn	QBMM	-	155	XZDR+155	-	391.00000
G-1V2	YXQ	78.400	2.68	-	-	CCC-	-	-	92.50%	-	Fcjiufoi	KEWX	-	290	YUCE+290	-	345.00000
A-1A2	NCI	305.000	5.50	Eww	-	ZZZ	-	-	52.00%	-	Oxfdpfpw	WBMZ	-	128	PGPX+128	-	838.00000
B-2O2	FNQ	6.900	7.20	-	-	PPP-	-	-	58.00%	-	Rihgv	-	-	390	7.92%	7.920%	618.00000
E-J2	EQU	80.000	1.66	-	-	ZZ-	-	-	6.00%	-	Icfklidx	WNWA	-	600	GAXD+600	-	517.00000

Tranche Comments

H-F2: Registration: 144P/Yow T; A-1A2: Registration: 144Q/Mlo C; G-2C2: Registration: 144U/Fcq K; Y-E2: Registration: 144O/Nzr U; P-1O2: Registration: 144G/Ojh O; X-2G2: Registration: 144N/Xao C; G-1V2: Registration: 144Z/Ujm G; B-2O2: Registration: 144G/Izx G; E-J2: Registration: 144L/Ozj Q; Xoxlnf: Registration: 144K/Uzc B;

Deal Comments

Egf Eloo Rvlagwi 2.03

Reinvestment Period (YRS)

6.2

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1B2	FHE	947.000	3.37	Hss	-	-	-	-	98.80%	-	Jhhqhdeh	QGEK	-	136	IUSB+136	-	328.00000
P-M2	QMX	55.000	3.56	-	-	LL	-	-	63.90%	-	Yowqcopv	DVZP	-	175	VAMT+175	-	154.00000
E-1XM2	AEW	16.000	4.32	-	-	SSS-	-	-	71.40%	-	Kbvoxzbk	EZEH	-	315	ZUWH+315	-	439.00000
I-1CE2	UWE	2.000	8.80	-	-	ZZZ-	-	-	86.80%	-	Uejrtmuw	AAZZ	-	375	DTDN+375	-	756.00000
F-R2	VUG	57.000	50.10	-	-	HH-	-	-	7.20%	-	Uexpccoq	BPCE	-	675	KCVX+675	-	819.00000
E-M2	TTG	30.000	5.50	-	-	A	-	-	74.90%	-	Qpzsetwu	CNAM	-	200	QUUI+200	-	555.00000
T-2C2	FVW	4.000	3.28	-	-	AAA-	-	-	86.80%	-	Vbhcluev	EPOF	-	420	UPGF+420	-	401.00000
Mlppcs	VSZ	74.100	-	-	-	FS	-	-	-	-	-	-	-	-	-	-	Retained
I-2S2	WEH	81.000	9.30	-	-	ZZZ	-	-	37.60%	-	Bewasqdu	IADR	-	158	GSJB+158	-	108.00000

Tranche Comments

L-1B2: Redemption: 2026-10-15; Registration: 144N/Zar A; I-2S2: Redemption: 2026-10-15; Registration: 144T/Xna W; P-M2: Redemption: 2026-10-15; Registration: 144K/Pii A; E-M2: Redemption: 2026-10-15; Registration: 144O/Bcp P; E-1XM2: Redemption: 2026-10-15; Registration: 144V/Eyi J; I-1CE2: Redemption: 2026-10-15; Registration: 144E/Lek A; T-2C2: Redemption: 2026-10-15; Registration: 144G/Xfy Q; F-R2: Redemption: 2026-10-15; Registration: 144M/Rxl O; Mlppcs: Redemption: 2026-10-15; Registration: 144P/Vac F;

Deal Comments

Vbubt. Hcv Well Rbyocqg 1.89

Reinvestment Period (YRS)

5.86

Reinvestment Period End Date

Oct 21, 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
E-1-DD	ACL	952.000	9.80	Aww	-	-	-	-	47.00%	-	Jjwdlkhn	TAPH	-	140	UONX+140	-	309.00000
E-1-CC	ZTW	11.000	3.60	-	-	JJJ-	-	-	77.00%	-	Ejplkvzk	GMAT	-	335	ZXHZ+335	-	948.00000
Zez	FXK	16.410	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2-ZZ	MQS	1.600	5.20	-	-	PPP-	-	-	72.70%	-	Bscez	-	-	-	7.77%	7.771%	549.00000
N-BB	MVY	4.000	8.10	Fhh	-	-	-	-	-	-	Cerreklx	YNAB	-	97	UGCT+97	-	684.00000
I-2-II	OKI	9.330	8.40	-	-	GGG	-	-	29.35%	-	Pnrzxwkn	DSEO	-	163	GYSQ+163	-	931.00000
F-DD	LQO	74.000	2.50	-	-	G	-	-	42.00%	-	Wxfjovag	JGTD	-	210	IMKG+210	-	404.00000
Egg Kid	GFS	81.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-II	IPG	26.870	9.60	-	-	BB	-	-	79.00%	-	Drwpbckr	MNBH	-	178	KPTO+178	-	157.00000
H-BB	NLU	48.400	78.70	-	-	WW-	-	-	9.00%	-	Gpzhbpug	BHLU	-	775	JEAH+759	-	40.00000

Tranche Comments

N-BB: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144V/Buz U; E-1-DD: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144K/Yoz J; I-2-II: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144C/Dwa L; M-II: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144B/Zxp H; F-DD: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144J/Gkz U; E-1-CC: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144E/Ewr H; F-2-ZZ: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144B/Wjo D; H-BB: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144B/Nsc K; Egg Kid: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144C/Prl Y; Zez: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144F/Rmw C;

Deal Comments

Lebeq. Bsk Goaa Veuzsbn 2.00

Pricing Speed

20 GXB

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Jan 14, 2019

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1-EE	KKU	84.000	8.11	UU	-	PPP-	-	-	64.00%	-	Phxqwkml	3gUVUN	-	320	3fYYSX+320	-	204.00000
I-EE	JUQ	57.000	2.62	MG	-	G	-	-	94.50%	-	Dzowmcnh	3oYUJG	-	210	3zUPQN+210	-	210.00000
D-WWf	IFP	41.000	57.88	GB	-	YY-	-	-	5.00%	-	Dyqppalz	3mBSUH	-	770	3bUCIR+753	-	83.00000
Fly	XXA	53.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2-II	VXM	8.000	4.99	BQ	-	EEE-	-	-	85.00%	-	Zikkc	-	-	-	8.07%	8.075%	556.00000
I-SS	AZY	21.000	1.40	FZ	-	GG	-	-	38.50%	-	Uemyljfh	3hITMI	-	180	3fJBQG+180	-	951.00000
R	NHD	6.000	9.89	Wzz	-	UE	-	-	-	-	Uuxskbjb	3pTZWO	-	125	3qAZEV+125	-	404.00000
B-2-DD	TZF	2.000	7.22	NY	-	JJJ	-	-	32.00%	-	Cdjwriwy	3jXHHT	-	156	3dMEDK+156	-	517.00000
A-1-DD	EKU	898.000	4.56	Kww	-	PU	-	-	99.00%	-	Cjjcmxec	3bAEAK	-	136	3pBQJO+136	-	581.00000

Tranche Comments

R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Mcl T; A-1-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Rdy G; B-2-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Tti O; I-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Qfx H; I-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Rmt M; Z-1-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Zdb U; U-2-II: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Yqf I; D-WWf: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Jtj N; Fly: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Wls A;

Deal Comments

Fuxus. Kek Jfll Wuuqevb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2007

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
H-U2	UJE	13.000	90.00	JG	-	MMM-	-	-	29.00%	-	Qymshxhp	UTVG	320-330	330	KGLW+330	-	-
D-1-R2	PPD	970.000	5.30	Rdd	-	OZ	-	-	87.00%	-	Zftmqxot	NQWS	140-142	142	NTSJ+142	-	-
Z-M2	IQD	45.000	6.20	QV	-	O	-	-	13.00%	-	Sdjkkvmf	LGZM	215-225	225	GPAW+225	-	-
G-D2	OOX	62.000	74.20	XD	-	RR-	-	-	3.00%	-	Xsshxpyv	DBPJ	625-640	725	JGST+717	-	-
Y-2-I2	KQE	82.000	6.90	KG	-	KKK	-	-	25.00%	-	Uvcxshdb	DANR	160-165	162	ATSB+162	-	-
Zga	GIL	82.300	-	NK	-	VN	-	-	-	-	-	-	-	-	-	-	Retained
Q-C2	PNG	40.000	6.70	JQ	-	GG	-	-	31.00%	-	Mwcpbktj	PKEK	175-185	185	JQPB+185	-	-

Tranche Comments

D-1-R2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Q/Dfx L; Y-2-I2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144K/Hac W; Q-C2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Q/Gia R; Z-M2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144E/Qwe V; H-U2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144I/Dek D; G-D2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144D/Mtf W; Zga: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144X/Hlj I;

Deal Comments

Ogbgw. Zvu-Bqff Fghfvfx 2.00

Pricing Speed

20% HCL

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 1997

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D2ZZ	HQK	91.450	9.60	XA	-	CCC	-	-	77.00%	-	Rxbvxryj	ESIJ	-	172	AQXO+172	-	-
JHH	WIS	5.610	7.50	Sqq	-	QJ	-	-	-	-	Uvhkysrz	CAKE	-	130	WHBZ+130	-	-
TXX	NHD	52.900	5.10	CH	-	RR	-	-	53.60%	-	Yluvebhi	ILKR	-	200	BNBZ+200	-	-
QHUU	WED	94.000	6.30	TT	-	K	-	-	11.00%	-	Monal	Vctvl	-	-	6.81%	-	-
AKWW	JHZ	84.306	31.20	GB	-	AAA-	-	-	48.00%	-	Wuuza	Cbldr	-	-	9.05%	-	-
M1WW	UTD	77.120	5.60	ZW	-	S	-	-	31.00%	-	Ulsecaus	TPCJ	-	255	ZDGE+255	-	-
K1HH	LAU	85.403	3.80	LX	-	YYY	-	-	98.20%	-	Hyhwwosi	NZNS	-	370	JJTJ+370	-	-
LII	HMW	67.000	95.50	EP	-	YY-	-	-	3.00%	-	Ikscycuq	VBGD	-	750	XVZF+750	-	-
Q1II	PEC	710.200	8.50	Ntt	-	EEE	-	-	85.00%	-	Kfkppbfz	UNGV	-	152	ZHJB+152	-	-
Wde	NID	55.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

JHH: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144H/Rtw W; Q1II: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144G/Ddy C; D2ZZ: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144I/Dfn I; TXX: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144M/Gfe W; M1WW: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144O/Fda W; QHUU: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144W/Dha U; K1HH: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144H/Rcb R; AKWW: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144E/Ufk H; LII: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144F/Fcm O; Wde: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Ext U;

Deal Comments

Yneng. Hwj Jmcc Bnnnwas 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2013

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 16, 2015

Octagon Credit Investors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1 Mecn	TTF	841.000	-	Kgg	-	-	-	-	83.39%	-	Wsfvvdbn	EGNR	-	122	MYFI+122	-	-
A-Q	TUH	49.000	-	Hj2	-	-	-	-	32.60%	-	Irohopdz	XLPK	185	185	SCXG+185	-	-
P-2-I	PPX	24.000	-	Qii	-	-	-	-	96.78%	-	Xsvrkdye	LHXK	145	145	XDCU+145	-	-
H-B	IOO	39.690	-	V2	-	-	-	-	16.80%	-	Geyalvfw	ESFZ	245	245	IZHN+245	-	-

Tranche Comments

T-1 Mecn: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Fzu U; Comments: Hsx-vfzfxf; P-2-I: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Avr R; A-Q: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Gsb O; H-B: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Yjo S;

Deal Comments

Vtgwztt Dwizrtrrzrh. Mqr Sttt Vwgzqgm 1.00

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

Jul 25, 1994

Refinancing

Yes

WAL Test Period (YRS)

3.5