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
Irxnza	PLE	60.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	VXZ	91.000	4.60	-	WW	-	-	-	84.20%	-	Fzpmfcer	UGIY	-	170-175	175	LCCU+175	-	-
H	GCZ	58.000	5.40	-	N	-	-	-	96.80%	-	Xrdcqjeb	MALW	-	200-210	210	HEJT+210	-	-
T-2	QQX	4.000	9.50	-	GGG-	-	-	-	61.00%	-	Sdvfsfbm	UVUW	-	425l	415	SDZS+415	-	-
Z	RBK	34.000	7.20	-	WW-	-	-	-	5.30%	-	Jyexvhsv	VYIB	-	625-640	585	PMBK+585	-	-
C	NTG	830.000	4.70	-	MMM	-	-	-	67.60%	-	Llfrcidq	INJF	-	127	127	CNYX+127	-	-
Q-1	AJV	50.000	2.20	-	JJJ-	-	-	-	99.20%	-	Gyxkzbpd	XLEJ	-	325-340	345	NNXC+345	-	-
O Qypw	GLE	37.000	8.20	-	EEE	-	-	-	57.60%	-	Vsxhasbq	BIJG	-	-	127	XLBB+127	-	-

Tranche Comments

C: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144U/Lnf V; O Qypw: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144B/Zcw V; J: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144Y/Zrg B; H: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144T/Xmu E; Q-1: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144A/Qza Y; T-2: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144J/Kts A; Z: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144T/Jnw C; Irxnza: First Pay: 2025-10-20; Redemption: 2027-02-26; Registration: 144M/Fkw V;

Deal Comments

Fxu-Wbll Tybexzc 2.00

Risk Retention

OI - Rcp

Pricing Speed

20% TDI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2015