Fortress Credit Investments CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	220.000	1.50	-	AAA	-	-	-	45.00%	-	Floating	3mL	-	225	3mL+225	-	-
B-1	USD	40.000	3.30	-	AA	-	-	-	32.50%	-	Floating	3mL	-	275	3mL+275	-	-
B-2	USD	10.000	3.30	-	AA	-	-	-	32.50%	-	Fixed	-	-	-	2.84%	-	-
C	USD	20.000	3.70	-	A	-	-	-	27.50%	-	Floating	3mL	-	400	3mL+400	-	-
D	USD	28.000	4.10	-	BBB-	-	-	-	20.50%	-	Floating	3mL	-	625	3mL+405	-	-
Sub	USD	72.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

A: First Pay: 2020-10-15; Redemption: 2021-07-15; B-1: First Pay: 2020-10-15; Redemption: 2021-07-15; B-2: First Pay: 2020-10-15; Redemption: 2021-07-15; C: First Pay: 2020-10-15; Redemption: 2021-07-15; D: First Pay: 2020-10-15; Redemption: 2021-07-15; Sub: First Pay: 2020-10-15; Redemption: 2021-07-15;

Deal Comments

Non-Call Period: 1.00

Risk Retention

Transaction structured with a view to permit investors to demonstrate ongoing compliance with the risk retention requirements of EU retention requirements

Volcker Compliance

Will be structured with a view complying with the loan securitization exclusion under the Volcker Rule

Refinancing

Yes

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	WLC	24.000	-	-	E	-	-	-	-	-	Edubfptw	3wR	-	-	3fO+290	-	-
I	WNO	51.000	-	-	FF	-	-	-	-	-	Sxfpjamg	3uC	-	-	3hF+510	-	-
Yajdoq	FRD	38.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	YBC	16.000	-	-	QQ	-	-	-	-	-	Bykzydpl	3dG	-	-	3fH+190	-	-
D	CWL	143.000	-	Kxx	MMM	-	-	-	-	-	Ykpaluzp	3qF	-	-	3xI+125	-	-
Q	UUG	50.000	-	-	XXX	-	-	-	-	-	Khrsxswj	3zQ	-	-	3yV+350	-	-