32(R)

Octagon Ltd (OCT) 32(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Octagon Credit Investors

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
FM3	TNC	4.000	5.40	PX	-	VW	-	-	-	-	Qlerppwh	XVIS	-	-	735	WIQV+735	-	-
OH3	NSL	47.000	7.30	CG	-	K	-	-	57.00%	-	Ksxbdmsx	DEIU	-	-	205	XUCA+205	-	-
ZK3	ZCT	7.000	5.40	Arr	-	UI	-	-	-	-	Rlrsehpn	JWDV	-	-	115	SZXA+115	-	-
NK3	VXA	86.000	2.20	UE	-	WW	-	-	17.00%	-	Hwbzptql	ZZCC	-	-	180	VCCJ+180	-	-
O1Z3	BAD	301.000	5.40	Pee	-	CD	-	-	98.00%	-	Vprexsbk	UWKO	-	-	138	UOYK+138	-	-
X2X3	LAZ	5.000	3.30	LY	-	DDD	-	-	56.00%	-	Vhtsdtta	KAGS	-	-	160	YLTK+160	-	-
G2X3	VKI	3.000	75.00	PQ	-	LLL-	-	-	50.60%	-	Hpsxo	-	-	-	-	7.86%	-	-
Jvs	PVY	83.000	-	IB	-	SB	-	-	-	-	-	-	-	-	-	-	-	Retained
F1B3	FRG	42.000	5.70	EL	-	OOO-	-	-	92.00%	-	Gnbdtzon	SJSX	-	-	315	CHXP+315	-	-
FH3	KAX	89.000	15.10	YN	-	KK-	-	-	7.00%	-	Gbjmbvwb	QHFS	-	-	727	ZWEZ+727	-	-

Tranche Comments

ZK3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144O/Etv U; O1Z3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144B/Afp K; X2X3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144E/Gqg O; NK3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144F/Rrq C; OH3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144F/Ivq I; F1B3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144M/Bfu D; G2X3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144C/Hly N; FH3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144Q/Dfe I; FM3: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144O/Bmc F; Jvs: First Pay: 2025-04-15; Redemption: 2026-10-31; Registration: 144G/Xaj K;

Deal Comments

Iwmww. Zfv Kugg Qwssfne 2.00

Pricing Speed

20 NZC

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Jul 31, 2027