XXII

Fortress Credit BSL (FCBSL) XXII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Mubadala Investment Co PJSC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L-2	NTS	3.300	4.00	-	BBB	-	-	-	74.00%	-	Vqoyckhn	CKAF	-	-	170	MOJY+170	-	610.00000
A	NLO	49.980	5.40	-	ZZ	-	-	-	25.00%	-	Ytscwtaq	JBHN	-	-	195	GPSB+195	-	668.00000
F-2	YKS	8.200	63.00	-	VVV-	-	-	-	92.10%	-	Vwfeq	-	-	-	475	7.97%	-	352.00000
E-1	KCB	276.670	5.80	Mff	-	-	-	-	76.00%	-	Iypazmdf	LTAA	-	-	144.5	PNFW+144.5	-	801.00000
Gyf	UWY	14.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	ZVD	24.300	6.80	-	PPP-	-	-	-	64.80%	-	Rbmvofsh	EVUJ	-	-	395	KNKQ+395	-	867.00000
mq	TTH	35.177	8.40	-	D	-	-	-	74.30%	-	Fabmawae	MINW	-	-	235	TGLW+235	-	220.00000
F	XNJ	81.744	53.30	-	NN-	-	-	-	6.00%	-	Tlebkycs	GSXH	-	-	790	JSFN+765	-	83.20000

Tranche Comments

E-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144L/Qdl Q; L-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144K/Qvg U; A: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144N/Gbq K; mq: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144J/Ony A; Y-1: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144I/Wfl S; F-2: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144A/Bel S; F: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144T/Ypz V; Gyf: First Pay: 2025-04-23; Redemption: 2026-10-23; Registration: 144A/Pbp K;

Deal Comments

Hhx mxtj ctf gbfksxm. Nyu Ntjj Zxokymd 2.00

Risk Retention

JP - Llb

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Dec 15, 2023