Fortress Credit BSL (FCBSL) XX

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JEL	13.000	4.50	-	PPP-	-	-	-	81.10%	-	Ssmwlxvc	BPZL	550-575	600	WWWG+567	-	-
M	OEV	82.000	58.00	-	WW-	-	-	-	91.00%	-	-	-	-	-	-	-	Retained
Ydcgjq	JFP	46.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	WBZ	261.000	8.30	-	GGG	-	-	-	19.50%	-	Bcbubuml	KALJ	185	185	KMTU+185	-	-
R-2	JMO	50.000	8.30	-	HH	-	-	-	70.20%	-	Hqiqr	-	-	-	7.62%	-	-
P-1	OKL	35.000	1.50	-	OO	-	-	-	83.20%	-	Jpljcrlu	BJMF	-	315	BZMF+315	-	-
T	OUM	33.000	4.30	-	L	-	-	-	89.40%	-	Ecmeqkft	PKUZ	330-345	385	PLCB+385	-	-

Tranche Comments

P: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Csb S; P-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144B/Zmz U; R-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Iku Q; T: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Won B; W: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144F/Vpm C; M: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Xsb B; Ydcgjq: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Iby M;

Deal Comments

Fco Zsxx Doqpcob 2.00

Risk Retention

EA - Giz

Pricing Speed

20% ZAC

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2000