| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 64.800 | 4.30 | - | AAA | - | - | - | 46.00% | - | Fixed | - | - | 250 | 2.50% | - | - |
| A-L-1 | USD | 25.000 | 4.30 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| A- L-2 | USD | 76.200 | 4.30 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| A-T | USD | 50.000 | 4.30 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| B | USD | 28.000 | 5.80 | - | AA | - | - | - | 39.00% | - | Floating | SOFR | - | 360 | 3mSOFR+360 | - | - |
| C | USD | 32.000 | 6.30 | - | A | - | - | - | 31.00% | - | Floating | SOFR | - | 490 | 3mSOFR+490 | - | - |
| D | USD | 28.000 | 6.60 | - | BBB- | - | - | - | 24.00% | - | Floating | SOFR | - | 700 | 3mSOFR+680 | - | - |
| E | USD | 28.000 | 7.10 | - | BB- | - | - | - | 17.00% | - | Floating | SOFR | - | - | 3mSOFR+845 | - | Retained |
| Equity | USD | 64.780 | - | - | 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
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Fortress Credit Opportunities XIX CLO: Deal features each class consent for rule changes | Scorecard | Dealscribe | Nov 9, 2022
|