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
U	OLE	736.000	3.90	-	CCC	-	-	-	98.00%	-	Nuuxaczl	3wU	-	225	3eI+225	-	-
N	KWI	86.000	5.40	-	TTT-	-	-	-	13.30%	-	Swrholzq	3zY	-	625	3dZ+405	-	-
K-2	ARP	89.000	8.60	-	TT	-	-	-	84.90%	-	Lmmre	-	-	-	2.84%	-	-
Ezz	FKW	95.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	WTA	50.000	7.80	-	D	-	-	-	30.50%	-	Zvvmuhfj	3rQ	-	400	3cS+400	-	-
R-1	LFB	92.000	1.80	-	YY	-	-	-	51.50%	-	Qsykyhrh	3zF	-	275	3gK+275	-	-

Tranche Comments

U: First Pay: 2020-10-15; Redemption: 2021-07-15; R-1: First Pay: 2020-10-15; Redemption: 2021-07-15; K-2: First Pay: 2020-10-15; Redemption: 2021-07-15; M: First Pay: 2020-10-15; Redemption: 2021-07-15; N: First Pay: 2020-10-15; Redemption: 2021-07-15; Ezz: 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
G	KCO	81.000	-	-	WW	-	-	-	-	-	Mkszteag	3mA	-	-	3hI+190	-	-
B	ACH	44.000	-	-	DDD	-	-	-	-	-	Cjfuwtps	3wC	-	-	3hR+350	-	-
B	JIQ	716.000	-	Jtt	CCC	-	-	-	-	-	Bhdkutod	3yC	-	-	3xV+125	-	-
Aeneqe	UCS	56.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	FWK	31.000	-	-	Z	-	-	-	-	-	Wbvdlmzl	3iD	-	-	3qI+290	-	-
V	TBP	49.000	-	-	CC	-	-	-	-	-	Wpsjomxn	3bE	-	-	3uX+510	-	-