Fortress Credit Opportunities CLO (FCO) XXI

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-HUKM145.0005.40-TTT---75.00%-GqervdvaGEXP-2653oQVEL+265--
L-NETF49.0006.20-JJJ---56.00%-PrsfelleLAGQ-2653mSWQK+265--
WNMU44.0001.40-EEE----99.00%-CuxwqaygDSLN-7003gHZCT+700--
MPLD20.0008.30-WW---86.00%-JyjwcpxlJEGH-3903xVGBQ+390--
UYQW91.0002.00-B---36.00%-QbyuhatoCLOA-4903jVZIM+490--
QnbRVV78.000--------------Retained
LKPF78.0005.80-PP----77.00%-NakyeaapEGKD-8123pILXB+812-Retained
Tranche Comments
L-N: First Pay: 2023-07-21; Redemption: 2025-01-21; N-H: First Pay: 2023-07-21; Redemption: 2025-01-21; M: First Pay: 2023-07-21; Redemption: 2025-01-21; U: First Pay: 2023-07-21; Redemption: 2025-01-21; W: First Pay: 2023-07-21; Redemption: 2025-01-21; L: First Pay: 2023-07-21; Redemption: 2025-01-21; Qnb: First Pay: 2023-07-21; Redemption: 2025-01-21;
Deal Comments
Kjy Uoll Oqrbjng 2.00
Risk Retention
RP - Twyv ZR/RE - Twy
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 30, 2010

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