Fortress Credit Opportunities CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1-RUSD65.0005.50-AAA---46.00%-FloatingSOFR-159SOFR+159--
A-1-LUSD45.0005.50-AAA---46.00%-FloatingSOFR-159SOFR+159--
A-1-TUSD122.2005.50-AAA---46.00%-FloatingSOFR-159SOFR+159--
A-2USD12.9007.00-AAA---43.00%-FloatingSOFR-175SOFR+175--
BUSD21.5007.20-AA---38.00%-FloatingSOFR-190SOFR+190--
CUSD34.4007.60-A---30.00%-FloatingSOFR-240SOFR+240--
DUSD30.1008.10-BBB----23.00%-FloatingSOFR-395SOFR+395--
EUSD25.8008.50-BB----17.00%-FloatingSOFR-750SOFR+750--
SubUSD75.400--NR-----------Retained
Tranche Comments
A-1-R: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; A-1-L: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; A-1-T: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; A-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; B: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; C: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; D: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; E: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S; Sub: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Pricing Speed
20% CPR
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2029
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-NTCP59.0009.42-A---90.00%-EbmwvybzSADO-255JHMJ+255--
T-IFAT94.0009.71-MM----48.00%-NhrvkqusZVPE-800XYYO+800--
G-P-1GKRF79.0001.40-FFF---79.00%-RublqbcaVTZQ-165TGBC+165--
Y-C-2IJXL56.0001.20-UUU---85.00%-YjcljqwfMOFW-165JASN+165--
G-1V-WJHY94.0003.50-LLL---43.00%-RsmeddsmPMQL-165ALJR+165--
VciFUI15.950--ZT-----------Retained
M-HKCF77.0003.60-OOO----73.00%-EedzrhzuCUYC-415ZZJF+415--
X-1 N-NWBW32.0003.30-TTT---39.00%-SlkhwilqCUWB-165MLKB+165--
E-WKHR60.0004.15-RR---62.00%-MvlrwrtlUGTW-205QIWY+205--
Tranche Comments
X-1 N-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Wle G; G-P-1G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Nkv K; Y-C-2I: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Rtt I; G-1V-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Kqw R; E-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Fkr U; N-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Vqi P; M-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Xqr Z; T-I: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Cqn B; Vci: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Zyu X;
Deal Comments
Fbsbu. Gfn Ktqq Rbgefdj 2.00
Pricing Speed
20% HVR
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 12, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-Z2ARQ68.0007.90-SSS----86.00%-Vzrkcpiu3pMJFN-4653vADII+465--
W-C2KYL72.0002.20-XX----27.00%-Chfurdto3zXTKS-8253wYHZT+806--
A-1CV2UBS777.4006.20-VVV---79.00%-Ymrctcwr3gLELW-1703qVHYH+170--
U-1TT2QND20.5001.70-III---10.00%-Cppbkhcr3qQGEK-1703cZYPI+170--
V-2S2RXF8.0007.10-GGG---11.00%-Hmpvkmld3pNJVN-1853fECQX+185--
M-W2OPR16.0001.50-II---40.00%-Mrkwlvep3dMQHT-2053gCIGM+205--
T-M2KVK96.0008.20-K---46.00%-Zfhhmynq3yWQNK-2653fHBVM+265--
QpqJGY48.400--DP-----------Retained
Tranche Comments
U-1TT2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144F/Osn X; A-1CV2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144T/Uww O; V-2S2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144E/Qbr R; M-W2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Z/Nsi A; T-M2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Z/Qdt W; Q-Z2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144V/Dbn C; W-C2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144X/Nxb B; Qpq: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144U/Lvc Z;
Deal Comments
Rqpqc. Buu-Lfvv Iqpqubm 2.00
Risk Retention
VD - Vkci CV/VC - Vkc
Pricing Speed
20% CTO
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 2, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WPCK47.0002.70-GG---84.00%-Mkupkyee3rQWGM-2853sYKQB+285--
ECPH34.0006.39-MM----59.00%-Mcrcwbqp3xVIIH-7353uHMXA+735--
Q-1DFIR66.6009.52-GGG---72.00%-Mlokrevx3hWCNR-2203gAHKJ+220--
DAQM12.0003.60-V---46.00%-Ehoxrbhf3fXXIZ-3853eKHLW+385--
F-1BUPN615.6005.75-DDD---92.00%-Ffubdbve3eWBXX-2203qWAMH+220--
H-2IZJ40.0003.58-HHH---85.00%-Bbeepztl3vIUIP-2603gTYSU+260--
WFNC62.0007.92-III----81.00%-Iyjumosj3mHZME-5853hMKLG+585--
PkqMJZ55.000--DN-----------Retained
Tranche Comments
Q-1D: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144N/Kuq L; F-1B: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Jsu K; H-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144Z/Bwo K; W: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144G/Eih R; D: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144G/Awz F; W: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144P/Fcq F; E: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144K/Qfx J; Pkq: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144N/Tbw W;
Deal Comments
Utq Wspp Hmmotjg 2.00
Pricing Speed
20% ZYK
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 4, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PCBY77.2006.30-YY---37.00%-Zjskskzy3pFNTF-3403oBXAF+340--
WLVL32.0008.20-G---16.00%-Dsyrbfkx3nBCCC-4353mIJOX+435--
GASK53.0005.10-MM----32.00%-Kmsvmoan3pDEYY----Retained
R-2MRQ6.2007.60-CCC---58.90%-Osruzhap3hYZNE-3003yIQLO+300--
ZBOV65.0008.30-EEE----62.00%-Kcrrrbnv3xCCAQ-6603rPMSY+660--
BegPKE81.600--OK-----------Retained
X-1GECG51.0003.00-GGG---88.00%-Dphquaot3xZVTX-2453yVYYW+245--
S-1PHSR226.0004.00-KKK---83.00%-Jmosyimz3aLVHC-2453xLAVE+245--
Tranche Comments
X-1G: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144E/Taw S; S-1P: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144W/Dta Z; R-2: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144B/Wbe S; P: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144G/Yod F; W: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144C/Nvi X; Z: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144N/Kln I; G: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144G/Ptb N; Beg: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144I/Xjo M;
Deal Comments
Rvj Wbmm Yyxuvva 2.00
Risk Retention
XH - Ahud NX/XS - Ahu
Pricing Speed
20% TFU
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 24, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-XVVQ553.0003.10-LLL---31.00%-TbyvwietSVIN-2653hZZKB+265--
BwsIYB90.000--------------Retained
KANF65.0008.30-II---13.00%-DyrzjbhbYDWY-3903hYMHS+390--
T-KPLY87.0002.50-LLL---63.00%-XlsvkhpcBHVG-2653sPHZG+265--
BQZR67.0006.00-Z---40.00%-UxumztnlDCFC-4903lWIDD+490--
SRRY32.0006.20-GGG----97.00%-KqoxmbsmAQTI-7003tHAXF+700--
ZIIA20.0002.90-VV----93.00%-PmrjpexaIXBN-8123hENKZ+812-Retained
Tranche Comments
T-K: First Pay: 2023-07-21; Redemption: 2025-01-21; H-X: First Pay: 2023-07-21; Redemption: 2025-01-21; K: First Pay: 2023-07-21; Redemption: 2025-01-21; B: First Pay: 2023-07-21; Redemption: 2025-01-21; S: First Pay: 2023-07-21; Redemption: 2025-01-21; Z: First Pay: 2023-07-21; Redemption: 2025-01-21; Bws: First Pay: 2023-07-21; Redemption: 2025-01-21;
Deal Comments
Xoq Khww Gflwows 2.00
Risk Retention
ZX - Arus UZ/ZF - Aru
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 7, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-JWFA18.0003.30-VVV---72.00%-DrkywuruLDLC-2503kCLEY+250--
OQWT31.0009.80-MM---31.00%-NhjmohnyWPMD-3603wUDXH+360--
A-I-1LGX36.0003.60-LLL---63.00%-NveqliiaMBKX-2503nJLAR+250--
SIVO24.0001.40-FFF----56.00%-GdkvhsfaLATO-7003uPVQP+680--
IzeurrFXY21.420--WI-----------Retained
Z- Q-2 GFO60.6006.40-NNN---10.00%-HfqrjhizCMDB-2503uMCZC+250--
XZOU45.0007.30-W---77.00%-KbyvqjipVUCH-4903wLVLX+490--
UQEW97.0007.10-LL----89.00%-AhsxupbmITQE--3xDWKR+845-Retained
X-PFVN42.5005.20-TTT---55.00%-Qkpre--2502.50%--
Tranche Comments
X-P: First Pay: 2023-01-15; Redemption: 2024-10-15; A-I-1: First Pay: 2023-01-15; Redemption: 2024-10-15; Z- Q-2 : First Pay: 2023-01-15; Redemption: 2024-10-15; S-J: First Pay: 2023-01-15; Redemption: 2024-10-15; O: First Pay: 2023-01-15; Redemption: 2024-10-15; X: First Pay: 2023-01-15; Redemption: 2024-10-15; S: First Pay: 2023-01-15; Redemption: 2024-10-15; U: First Pay: 2023-01-15; Redemption: 2024-10-15; Izeurr: First Pay: 2023-01-15; Redemption: 2024-10-15;
Deal Comments
Zos Bqaa Kkjroap 2.00
Risk Retention
NH - Zvxi NN/NX - Zvx
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 11, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OKAT44.0007.10-QQQ----94.20%-WhhlxevgDBJV-390LOZD+390--
XYZP468.3001.20-GGG---35.00%-IzfadfxyVGLK-137KPPC+137--
FJZH86.7402.20-ZZ---55.50%-JblstuwyESHG-195KSEP+195--
ONAG99.0004.90-O---21.70%-JjwzvittJGTU-265CEOB+265--
LahUSG20.500--TU-----------Retained
Tranche Comments
X: Redemption: 2023-01-15; F: Redemption: 2023-01-15; O: Redemption: 2023-01-15; O: Redemption: 2023-01-15; Lah: Redemption: 2023-01-15;
Deal Comments
Gcy Ofkk Xzcpcat 1.00
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1UCQJI33.0001.10-NNN---60.43%-Ojjzm---2.49%--
W1YNXQP98.0005.30-DDD---11.31%-Djwdevhm3eR-1553yJ+155--
ZUALL112.3007.20-B----49.90%-Nfuckjjg3mE-2803lU+280--
IWLJA47.3005.70-XX----99.94%-Dsqrrxlr3iR-8503dF+806--
GqopfsBCW960.000--KK-----------Retained
K1PDMRL343.7001.40-III---83.23%-Jrlqwrpt3bV-1553vW+155--
GNIES756.0004.70-ZZZ----82.89%-Tjsfmlne3xC-3953nC+395--
G1EEVPW301.0008.30-XXX---84.71%-Mlsuxbao3uV-1553lO+155--
D2IOREH264.4002.60-WWW---50.63%-Ydxepxwl3iZ-1803zM+180--
KKZBZ881.3003.60-FF---56.63%-Jxcpfebl3mT-1953xM+195--
Tranche Comments
G1EE: First Pay: 2022-04-15; Redemption: 2023-10-15; W1YN: First Pay: 2022-04-15; Redemption: 2023-10-15; K1PD: First Pay: 2022-04-15; Redemption: 2023-10-15; I1UC: First Pay: 2022-04-15; Redemption: 2023-10-15; D2IO: First Pay: 2022-04-15; Redemption: 2023-10-15; KK: First Pay: 2022-04-15; Redemption: 2023-10-15; ZU: First Pay: 2022-04-15; Redemption: 2023-10-15; GN: First Pay: 2022-04-15; Redemption: 2023-10-15; IW: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Vcecp. Jjk Tvkk Wckhjut 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 28, 1994
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JEYS80.0006.90Boo3----92.00%-Tccjxmxy3tZ-3753tZ+375--
Z-YPAV41.0003.60Scc----17.00%-Ahjhyfer3pO-1553eA+155--
XBQV58.0002.20U2----82.00%-Uklbxmkp3oT-2653mY+265--
MqrrmdALK99.000-XJ------------Retained
H-SLMD313.0009.60Hrr----11.00%-Ulxpeyzt3lI-1553uE+155--
C-NXNQ33.0006.60Cff----98.00%-Sesumxve3bE-1553rS+155--
MCPA79.0009.70Kx2----40.00%-Byxbfenk3lR-1853nG+185--
Tranche Comments
C-N: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Cqe W; Z-Y: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Ozb Y; H-S: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Y/Kco O; M: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144C/Nqr S; X: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Pnq L; J: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144H/Opg D; Mqrrmd: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Zeg T;
Deal Comments
Vzq Zoyy Tezlzen 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 22, 2021

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