XIX

Fortress Credit Opportunities CLO (FCO) XIX

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

SoftBank Group Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	WNE	13.000	1.80	-	II	-	-	-	22.00%	-	Rxdopcqj	XZUR	-	-	360	3sBPOB+360	-	-
I	BRH	35.000	3.80	-	E	-	-	-	98.00%	-	Hdxcdcpg	ALBS	-	-	490	3yPWBK+490	-	-
K-A	FPJ	57.000	3.10	-	VVV	-	-	-	99.00%	-	Fuoddkpi	ZMCI	-	-	250	3cVOUB+250	-	-
X	ARY	77.000	8.50	-	GGG-	-	-	-	30.00%	-	Ghdmezkz	METS	-	-	700	3bXJIY+680	-	-
Mvcxrf	BQZ	77.370	-	-	YX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-M-1	MCO	27.000	5.10	-	FFF	-	-	-	62.00%	-	Nepydbui	XLCT	-	-	250	3vYXGF+250	-	-
V-F	EAZ	16.400	9.40	-	SSS	-	-	-	20.00%	-	Qlnzc	-	-	-	250	2.50%	-	-
U- S-2	JUU	92.600	8.80	-	ZZZ	-	-	-	17.00%	-	Fqschwhp	UOMK	-	-	250	3cVLLP+250	-	-
C	YIP	67.000	7.40	-	JJ-	-	-	-	42.00%	-	Zxfhdujv	JZHR	-	-	-	3rQKZB+845	-	Retained

Tranche Comments

V-F: First Pay: 2023-01-15; Redemption: 2024-10-15; E-M-1: First Pay: 2023-01-15; Redemption: 2024-10-15; U- S-2 : First Pay: 2023-01-15; Redemption: 2024-10-15; K-A: First Pay: 2023-01-15; Redemption: 2024-10-15; N: First Pay: 2023-01-15; Redemption: 2024-10-15; I: First Pay: 2023-01-15; Redemption: 2024-10-15; X: First Pay: 2023-01-15; Redemption: 2024-10-15; C: First Pay: 2023-01-15; Redemption: 2024-10-15; Mvcxrf: First Pay: 2023-01-15; Redemption: 2024-10-15;

Deal Comments

Xvj Gwvv Nukivxh 2.00

Risk Retention

VV - Jktq XV/VJ - Jkt

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2001

Reset

Yes