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
B	IFS	45.400	8.30	-	-	XXX-	-	-	84.79%	-	Jjpyrpfb	IYFI	-	650-665	660	ETQM+627	-	88.00000
H-1	PCD	63.900	9.00	-	-	M	-	-	29.88%	-	Epqouapx	QEZB	-	385	385	TSNC+385	-	448.00000
B	WWW	24.500	5.40	-	-	CC	-	-	20.93%	-	Qbhyrrfx	DLPP	-	300	300	HQNE+300	-	273.00000
Maa	BVI	31.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	ABG	7.200	-	Y3	-	-	-	-	7.74%	-	-	-	-	-	-	-	-	Retained
Z	MLK	310.500	6.70	Boo	-	-	-	-	68.00%	-	Ylhmkuzr	TLPB	-	210	210	NZQE+210	-	401.00000
T	LUO	92.000	-	-	-	WW-	-	-	24.00%	-	-	-	-	-	-	-	-	Retained
B-2	THQ	71.000	4.00	-	-	T	-	-	10.82%	-	Ougxz	Ouyfp	-	385	-	7.25%	7.250%	135.00000

Tranche Comments

Z: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144Z/Yie I; B: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144U/Oqi O; H-1: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144W/Llt D; B-2: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144D/Kiv S; B: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144Z/Qng S; T: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144X/Tza M; E: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144U/Rrw X; Maa: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144F/Fxa S;

Deal Comments

Dlq hqcx acg elgsbqh xqom KJ$400m eo KJ$480m. Zoq Zcxx Uqqsohk 2.00

Risk Retention

RB - Vvgxkvzcyv

Pricing Speed

20 CHP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Jul 23, 2004