XXIII

Fortress Credit Opportunities CLO (FCO) XXIII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

SoftBank Group Corp (fka SoftBank Corp)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F	KPJ	44.000	9.19	-	ZZ-	-	-	-	34.00%	-	Tjszscrw	3zYHEQ	-	-	735	3xIMAT+735	-	-
M	QEU	64.000	7.70	-	MM	-	-	-	83.00%	-	Hhskdomd	3iZDLT	-	-	285	3sBZDW+285	-	-
Ari	ZCX	10.000	-	-	VD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2	ZKW	82.000	6.97	-	VVV	-	-	-	80.00%	-	Urlyjufg	3xDJJL	-	-	260	3rXWXX+260	-	-
O-1W	QIH	86.500	5.25	-	LLL	-	-	-	74.00%	-	Pmvrhhkr	3cPGMJ	-	-	220	3sNCAX+220	-	-
F-1N	HIP	335.500	2.50	-	DDD	-	-	-	76.00%	-	Ompputez	3oWEDJ	-	-	220	3hUDVF+220	-	-
L	ENE	10.000	7.12	-	SSS-	-	-	-	77.00%	-	Hpkkrcvk	3hLZYE	-	-	585	3iTYSO+585	-	-
K	VYA	28.000	7.60	-	R	-	-	-	19.00%	-	Zuqeolcd	3cDOZO	-	-	385	3qJEIC+385	-	-

Tranche Comments

O-1W: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144J/Nll W; F-1N: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144I/Abz J; F-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144K/Hdp L; M: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144M/Xjp N; K: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144W/Iqq R; L: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144Y/Qef I; F: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144O/Qyu Z; Ari: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144E/Uwu S;

Deal Comments

Xky Xcqq Iytzkjf 2.00

Pricing Speed

20% JQM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2024