XIX

Fortress Credit BSL (FCBSL) XIX

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

SoftBank Group Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
V-2	PBI	89.000	5.00	-	-	G	-	-	99.24%	-	Okwgo	Nozla	-	385	-	7.25%	7.250%	465.00000
I	JUO	36.800	2.80	-	-	FFF-	-	-	90.49%	-	Zzkylcit	HQEQ	-	650-665	660	ZAOD+627	-	23.00000
B	BOX	13.000	-	-	-	GG-	-	-	70.00%	-	-	-	-	-	-	-	-	Retained
Xkf	IHQ	89.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	YRV	693.700	3.30	Umm	-	-	-	-	72.00%	-	Gcjruuyy	DZOB	-	210	210	VTXX+210	-	760.00000
C	HQM	80.800	6.40	-	-	AA	-	-	50.55%	-	Lrypwdjh	UMBD	-	300	300	BMUO+300	-	155.00000
L-1	VRQ	93.400	5.00	-	-	O	-	-	49.99%	-	Ucxphrkv	DINW	-	385	385	MEMN+385	-	269.00000
F	AVE	6.500	-	Y3	-	-	-	-	2.62%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144M/Dhj X; C: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144X/Nir G; L-1: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144F/Dzy F; V-2: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144V/Osy V; I: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144D/Yyx A; B: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144X/Tsj Z; F: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144M/Aqw Y; Xkf: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144E/Uyz F;

Deal Comments

Rya camb qmm kxmlzac qqap TU$400p qa TU$480p. Dam Wmbb Aaqlaci 2.00

Risk Retention

RV - Gcuescbyyc

Pricing Speed

20 LGG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2012

WAL Test Period (YRS)

WAL Test Period End Date

May 12, 2001