| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 54.000 | 5.30 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 265 | 3mSOFR+265 | - | - |
| A-T | USD | 162.000 | 5.30 | - | AAA | - | - | - | 46.00% | - | Floating | SOFR | - | 265 | 3mSOFR+265 | - | - |
| B | USD | 28.000 | 6.80 | - | AA | - | - | - | 39.00% | - | Floating | SOFR | - | 390 | 3mSOFR+390 | - | - |
| C | USD | 32.000 | 7.00 | - | A | - | - | - | 31.00% | - | Floating | SOFR | - | 490 | 3mSOFR+490 | - | - |
| D | USD | 32.000 | 7.60 | - | BBB- | - | - | - | 23.00% | - | Floating | SOFR | - | 700 | 3mSOFR+700 | - | - |
| E | USD | 24.000 | 8.20 | - | BB- | - | - | - | 17.00% | - | Floating | SOFR | - | 812 | 3mSOFR+812 | - | Retained |
| Sub | USD | 64.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2023-07-21; Redemption: 2025-01-21;
A-T: First Pay: 2023-07-21; Redemption: 2025-01-21;
B: First Pay: 2023-07-21; Redemption: 2025-01-21;
C: First Pay: 2023-07-21; Redemption: 2025-01-21;
D: First Pay: 2023-07-21; Redemption: 2025-01-21;
E: First Pay: 2023-07-21; Redemption: 2025-01-21;
Sub: First Pay: 2023-07-21; Redemption: 2025-01-21;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 21, 2027
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Fortress Credit Opportunities XXI CLO | Performance Analytics | Dealscribe | Mar 15, 2023
|
CLOS | Fortress Credit Opportunities XIX CLO | Performance Analytics | Dealscribe | Nov 9, 2022
|