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
Ore	WMV	13.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-2	LFY	10.000	8.70	-	GG	-	-	-	89.90%	-	Ofivo	-	-	-	2.84%	-	-
P	TAA	62.000	9.40	-	Z	-	-	-	42.30%	-	Bmrfpxkj	3cL	-	400	3sO+400	-	-
E	SYS	754.000	2.70	-	JJJ	-	-	-	33.00%	-	Ryhbpqav	3fE	-	225	3oW+225	-	-
P-1	OQW	30.000	7.80	-	LL	-	-	-	10.50%	-	Ddsccchb	3iP	-	275	3sN+275	-	-
U	MPI	19.000	8.20	-	ZZZ-	-	-	-	53.20%	-	Ooyvhoyw	3cU	-	625	3cN+405	-	-

Tranche Comments

E: First Pay: 2020-10-15; Redemption: 2021-07-15; P-1: First Pay: 2020-10-15; Redemption: 2021-07-15; E-2: First Pay: 2020-10-15; Redemption: 2021-07-15; P: First Pay: 2020-10-15; Redemption: 2021-07-15; U: First Pay: 2020-10-15; Redemption: 2021-07-15; Ore: 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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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
M	JCJ	93.000	-	-	J	-	-	-	-	-	Gpsqoccs	3bX	-	-	3pO+290	-	-
Pkbmln	FFA	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	WQN	79.000	-	-	QQ	-	-	-	-	-	Vkypaswn	3kS	-	-	3lC+510	-	-
J	KUW	243.000	-	Sqq	XXX	-	-	-	-	-	Gcjuxees	3qF	-	-	3kJ+125	-	-
L	FZJ	53.000	-	-	AA	-	-	-	-	-	Kdxadwef	3wU	-	-	3vX+190	-	-
U	MUL	16.000	-	-	BBB	-	-	-	-	-	Ldcpwccz	3vF	-	-	3hT+350	-	-