Fortress Credit Opportunities CLO (FCO) XIX

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-RUSD64.8004.30-AAA---46.00%-Fixed--2502.50%--
A-L-1USD25.0004.30-AAA---46.00%-FloatingSOFR-2503mSOFR+250--
A- L-2 USD76.2004.30-AAA---46.00%-FloatingSOFR-2503mSOFR+250--
A-TUSD50.0004.30-AAA---46.00%-FloatingSOFR-2503mSOFR+250--
BUSD28.0005.80-AA---39.00%-FloatingSOFR-3603mSOFR+360--
CUSD32.0006.30-A---31.00%-FloatingSOFR-4903mSOFR+490--
DUSD28.0006.60-BBB----24.00%-FloatingSOFR-7003mSOFR+680--
EUSD28.0007.10-BB----17.00%-FloatingSOFR--3mSOFR+845-Retained
EquityUSD64.780--NR-----------Retained
Tranche Comments
A-R: First Pay: 2023-01-15; Redemption: 2024-10-15; A-L-1: First Pay: 2023-01-15; Redemption: 2024-10-15; A- L-2 : First Pay: 2023-01-15; Redemption: 2024-10-15; A-T: First Pay: 2023-01-15; Redemption: 2024-10-15; B: First Pay: 2023-01-15; Redemption: 2024-10-15; C: First Pay: 2023-01-15; Redemption: 2024-10-15; D: First Pay: 2023-01-15; Redemption: 2024-10-15; E: First Pay: 2023-01-15; Redemption: 2024-10-15; Equity: First Pay: 2023-01-15; Redemption: 2024-10-15;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 15, 2025
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Fortress Credit Opportunities XIX CLO: Deal features each class consent for rule changesScorecardDealscribe
Nov 9, 2022
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