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
L-2	OHF	54.000	3.20	-	EE	-	-	-	85.30%	-	Ackfd	-	-	-	2.84%	-	-
R	ASA	23.000	8.10	-	OOO-	-	-	-	49.90%	-	Dljuthta	3jZ	-	625	3gM+405	-	-
K	RBQ	59.000	9.40	-	S	-	-	-	17.50%	-	Mhhhxumr	3cE	-	400	3xX+400	-	-
S	YPH	907.000	4.90	-	QQQ	-	-	-	68.00%	-	Fyewhqmj	3zD	-	225	3tD+225	-	-
U-1	UOT	74.000	3.10	-	FF	-	-	-	12.10%	-	Gysmamub	3bM	-	275	3bH+275	-	-
Myb	AAV	85.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

S: First Pay: 2020-10-15; Redemption: 2021-07-15; U-1: First Pay: 2020-10-15; Redemption: 2021-07-15; L-2: First Pay: 2020-10-15; Redemption: 2021-07-15; K: First Pay: 2020-10-15; Redemption: 2021-07-15; R: First Pay: 2020-10-15; Redemption: 2021-07-15; Myb: First Pay: 2020-10-15; Redemption: 2021-07-15;

Deal Comments

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Risk Retention

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Volcker Compliance

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SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	KTZ	27.000	-	-	CC	-	-	-	-	-	Kunmushn	3jA	-	-	3bJ+190	-	-
Evgbil	EYS	84.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	MIG	956.000	-	Yoo	NNN	-	-	-	-	-	Lrfzxmoz	3aU	-	-	3oL+125	-	-
Q	BAH	63.000	-	-	SS	-	-	-	-	-	Mdyebrwc	3wX	-	-	3kD+510	-	-
G	NEE	16.000	-	-	GGG	-	-	-	-	-	Sqvrffoj	3sV	-	-	3gR+350	-	-
N	AFD	13.000	-	-	S	-	-	-	-	-	Yukrdojw	3jB	-	-	3fD+290	-	-