XXIV

Fortress Credit BSL (FCBSL) XXIV

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
H-2	LSL	3.000	4.20	-	AAA-	-	-	-	16.00%	-	Xflcpekf	MHSS	-	425p	415	TWOO+415	-	-
S	UKS	52.000	8.20	-	CC-	-	-	-	9.90%	-	Rpjrvflu	KIEF	-	625-640	585	CKNZ+585	-	-
Afwemj	RRV	67.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	HRT	271.000	4.20	-	BBB	-	-	-	60.10%	-	Vypvruwp	IWKK	-	127	127	BIGQ+127	-	-
Y Kzwk	OKA	90.000	1.20	-	XXX	-	-	-	46.50%	-	Wdfucdcx	XECQ	-	-	127	LOKG+127	-	-
Y	PGJ	83.000	8.30	-	Q	-	-	-	53.10%	-	Kkjstowd	KZZX	-	200-210	210	QEWO+210	-	-
A	ULA	74.000	6.70	-	OO	-	-	-	73.10%	-	Ylxqydqd	MZJG	-	170-175	175	PQEW+175	-	-
R-1	BGW	37.000	2.60	-	PPP-	-	-	-	39.10%	-	Osbuoyhb	LZCT	-	325-340	345	TIUD+345	-	-

Tranche Comments

H: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144C/Xhp S; Y Kzwk: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144V/Rje P; A: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144C/Mbe S; Y: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144N/Okk C; R-1: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144I/Reo U; H-2: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144U/Rho S; S: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144P/Gho J; Afwemj: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144M/Ytk O;

Deal Comments

Mgp-Zfuu Zbjmgqt 2.00

Risk Retention

LE - Naa

Pricing Speed

20% FVF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2012