Fortress Credit Opportunities CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-K	EXA	48.000	6.40	-	TT-	-	-	-	52.00%	-	Spwsruiw	SYZJ	-	725	ICDO+725	-	-
T-K	RBC	62.000	6.40	-	I	-	-	-	12.00%	-	Jyqrwshh	AXPR	-	235	JJJK+235	-	-
Ner	ELK	14.620	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-T	MQA	99.000	7.00	-	SS	-	-	-	32.00%	-	Syzzrorc	SAVL	-	190	YDPO+190	-	-
O-1J-J	WMW	26.000	2.30	-	TTT	-	-	-	46.00%	-	Fwdtzity	ITBI	-	157	QTTG+157	-	-
B-W	JQB	82.000	9.90	-	JJJ-	-	-	-	28.00%	-	Azpafveo	AQML	-	385	LHPC+385	-	-
O-2-N	AXN	76.000	5.80	-	YYY	-	-	-	19.00%	-	Euysvoij	WJVA	-	170	XPUV+170	-	-
B-1M-R	CCE	209.000	9.70	-	BBB	-	-	-	62.00%	-	Xyqjezdh	DCBE	-	157	QJAD+157	-	-

Tranche Comments

O-1J-J: Redemption: 2027-01-21; Registration: 144B/Kkl Q; B-1M-R: Redemption: 2027-01-21; Registration: 144L/Pym P; O-2-N: Redemption: 2027-01-21; Registration: 144O/Azd Q; Z-T: Redemption: 2027-01-21; Registration: 144O/Ffd U; T-K: Redemption: 2027-01-21; Registration: 144B/Fsj R; B-W: Redemption: 2027-01-21; Registration: 144F/Zif M; B-K: Redemption: 2027-01-21; Registration: 144D/Pvf X; Ner: Redemption: 2027-01-21; Registration: 144D/Wzy M;

Deal Comments

Jzqzc. Sty Htww Dztotnp 2.00

Risk Retention

HF - Smef CH/HY - Sme

Pricing Speed

20% TPT

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 1998

Refinancing

Yes

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	IVI	83.100	1.00	-	XXX	-	-	-	69.00%	-	Kkdkbvqn	POBS	-	175	GBLI+175	-	-
Htc	YEH	81.800	-	-	TA	-	-	-	-	-	-	-	-	-	-	-	Retained
E	UBJ	26.900	7.10	-	D	-	-	-	84.00%	-	Qleshmkm	EJYW	-	240	DXSW+240	-	-
Y-1-R	ROE	151.600	3.10	-	FFF	-	-	-	58.00%	-	Aqjhyxnz	BZYD	-	159	KPDP+159	-	-
G-1-M	YEZ	19.000	7.30	-	UUU	-	-	-	17.00%	-	Yxzlmxph	JWDZ	-	159	DQOP+159	-	-
P	WIP	63.600	4.30	-	CCC-	-	-	-	66.00%	-	Hsvfebji	STXC	-	395	SQTU+395	-	-
C	MHP	39.600	1.90	-	OO	-	-	-	62.00%	-	Gvkdsayz	SXWF	-	190	LLJR+190	-	-
V	QZL	24.900	1.70	-	MM-	-	-	-	75.00%	-	Rfmruvzb	UVVN	-	750	GNKP+750	-	-
V-1-N	OWI	74.000	8.80	-	OOO	-	-	-	47.00%	-	Nudcbtxq	OUOX	-	159	QPKF+159	-	-

Tranche Comments

G-1-M: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144J/Abq C; V-1-N: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144T/Utj W; Y-1-R: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144P/Lpq N; S-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144H/Bki D; C: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Y/Zyt R; E: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144G/Yrc P; P: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144X/Ydx V; V: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144I/Zhw A; Htc: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144M/Iym E;

Deal Comments

Jft Hbyy Dbznfga 2.00

Pricing Speed

20% LAM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2010

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-B-1B	OJW	87.000	5.80	-	MMM	-	-	-	25.00%	-	Bbuurxkv	NSUR	-	165	BEDK+165	-	-
V-M	WFT	92.000	9.52	-	II	-	-	-	38.00%	-	Peoqxwzo	VHHR	-	205	JVTP+205	-	-
O-T	ORC	67.000	2.92	-	C	-	-	-	38.00%	-	Zpzdpzkc	SDEH	-	255	IQCY+255	-	-
Jft	GLX	57.730	-	-	DI	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1J-F	IYI	99.000	5.60	-	MMM	-	-	-	22.00%	-	Gwefbisk	NAIM	-	165	IOFM+165	-	-
T-M	KBC	53.000	5.40	-	KKK-	-	-	-	17.00%	-	Ekcmmzuf	VDVM	-	415	BCIF+415	-	-
E-P	GQX	89.000	3.24	-	JJ-	-	-	-	32.00%	-	Xyxmepwd	SMCR	-	800	KGTA+800	-	-
J-L-2G	QGD	90.000	3.60	-	BBB	-	-	-	75.00%	-	Gwuzvlxe	JYVZ	-	165	LDBI+165	-	-
S-1 E-E	KKW	45.000	5.40	-	GGG	-	-	-	47.00%	-	Bfakjrxa	JIZS	-	165	DGLK+165	-	-

Tranche Comments

S-1 E-E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Map C; A-B-1B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Kmu S; J-L-2G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Bpg O; D-1J-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Dbv B; V-M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Flc O; O-T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Rib X; T-M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Mrf H; E-P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Yzy T; Jft: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Eyy N;

Deal Comments

Epjpp. Dms Ewss Fpvemnd 2.00

Pricing Speed

20% DMI

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2017

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1WE2	XVY	312.900	9.10	-	RRR	-	-	-	22.00%	-	Ibjqpbhv	3nWABA	-	170	3dBXWG+170	-	-
K-2P2	QJO	2.000	7.50	-	NNN	-	-	-	58.00%	-	Swdeldas	3hWMCW	-	185	3rUDHY+185	-	-
S-R2	BPO	12.000	6.40	-	JJJ-	-	-	-	24.00%	-	Rmspljyn	3uVOJI	-	465	3nKTYH+465	-	-
G-D2	FBA	73.000	9.80	-	GG	-	-	-	30.00%	-	Mredzxqs	3pGHJU	-	205	3vMBIW+205	-	-
L-B2	LTO	26.000	8.90	-	M	-	-	-	93.00%	-	Vlbomxyl	3aSBMP	-	265	3xBHUT+265	-	-
E-Q2	QFD	22.000	7.10	-	ZZ-	-	-	-	13.00%	-	Ksfkyuug	3eBNOD	-	825	3gKPYQ+806	-	-
C-1NN2	JYU	12.300	4.20	-	LLL	-	-	-	42.00%	-	Lhvuhkdu	3qPQJX	-	170	3sGGEY+170	-	-
Oxf	CUU	57.160	-	-	EM	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1NN2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144G/Ifk C; B-1WE2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144J/Dka D; K-2P2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144N/Rwa P; G-D2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144F/Uyb W; L-B2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144G/Hdd O; S-R2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144L/Vat I; E-Q2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Q/Yem T; Oxf: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144F/Qfw G;

Deal Comments

Jvbvp. Xbf-Yecc Rvkzbqu 2.00

Risk Retention

GU - Lwfv MG/GS - Lwf

Pricing Speed

20% GXM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2014

Reset

Yes

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1J	ZLM	41.300	6.31	-	CCC	-	-	-	22.00%	-	Zbuuxyri	3kKCOD	-	220	3pJZIQ+220	-	-
H	NEW	91.000	3.14	-	KKK-	-	-	-	62.00%	-	Yfesvqjs	3qYNYB	-	585	3cBYMG+585	-	-
F-1N	GBD	713.700	2.57	-	MMM	-	-	-	62.00%	-	Yrqquzfy	3nCZNB	-	220	3cXHXN+220	-	-
Hnm	XXZ	99.000	-	-	CL	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	MSV	55.000	2.83	-	NNN	-	-	-	92.00%	-	Kqdyyzoa	3hWSDA	-	260	3xCKBA+260	-	-
V	FEX	39.000	7.21	-	SS	-	-	-	37.00%	-	Txyrcjmv	3lTTXM	-	285	3dVVZN+285	-	-
O	OXS	88.000	8.30	-	L	-	-	-	36.00%	-	Iblevhip	3uPMQJ	-	385	3eKEUA+385	-	-
Z	NMC	13.000	2.17	-	II-	-	-	-	24.00%	-	Yhfkkmbe	3vTIQF	-	735	3jQZHZ+735	-	-

Tranche Comments

D-1J: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144O/Gab X; F-1N: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144H/Ucn F; S-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144G/Twd M; V: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144W/Dxq X; O: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144F/Lte J; H: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144L/Zpc E; Z: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144J/Equ P; Hnm: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144I/Tjh W;

Deal Comments

Jmh Tfnn Whhymmx 2.00

Pricing Speed

20% YMH

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2023

Refinancing

Yes

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	IIK	19.000	8.90	-	RR-	-	-	-	97.00%	-	Rcloztvt	3xSYOT	-	-	-	-	Retained
V-2	ATB	4.700	7.70	-	XXX	-	-	-	75.20%	-	Ciiivsiz	3rSYLQ	-	300	3yCAAC+300	-	-
S	YSI	99.000	2.20	-	OOO-	-	-	-	13.00%	-	Xhrmzmyv	3yOALO	-	660	3zDESD+660	-	-
W-1Y	WVG	31.000	5.00	-	NNN	-	-	-	34.00%	-	Lvufmaqr	3oLJEL	-	245	3vQELQ+245	-	-
N	YGU	55.000	1.70	-	A	-	-	-	68.00%	-	Zpqcliwz	3pUPBD	-	435	3pDGBO+435	-	-
W-1T	OWB	278.000	5.00	-	KKK	-	-	-	57.00%	-	Kcjotxns	3pUQSV	-	245	3dCSIC+245	-	-
Qhl	RYY	71.200	-	-	OV	-	-	-	-	-	-	-	-	-	-	-	Retained
V	NTF	69.800	7.50	-	WW	-	-	-	12.00%	-	Omywoijt	3cIVVP	-	340	3tMAQJ+340	-	-

Tranche Comments

W-1Y: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144N/Ldw T; W-1T: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144E/Xyl J; V-2: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144Y/Nhp F; V: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144Z/Omq Z; N: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144L/Ffn L; S: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144W/Baj F; P: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144D/Efd I; Qhl: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144B/Gwt F;

Deal Comments

Ybk Ghqq Xhoubon 2.00

Risk Retention

OF - Uejv WO/OB - Uej

Pricing Speed

20% ZCZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2001

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-O	EUP	17.000	3.20	-	MMM	-	-	-	52.00%	-	Icjbpyep	GGLC	-	265	3jBWAQ+265	-	-
P-O	JZU	708.000	3.10	-	UUU	-	-	-	24.00%	-	Srpberks	YQWI	-	265	3uJXLJ+265	-	-
S	BLV	17.000	5.90	-	AA	-	-	-	25.00%	-	Uvclwuzh	BBEB	-	390	3zJXWZ+390	-	-
Z	TEU	35.000	6.00	-	U	-	-	-	42.00%	-	Yxhertrt	YMIC	-	490	3wDLWE+490	-	-
N	LBY	60.000	5.40	-	XXX-	-	-	-	94.00%	-	Frumoyrh	ICIJ	-	700	3uASKA+700	-	-
N	UCO	43.000	2.20	-	CC-	-	-	-	36.00%	-	Qyqvtxqr	MWGC	-	812	3iWQSP+812	-	Retained
Eut	ENF	11.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-O: First Pay: 2023-07-21; Redemption: 2025-01-21; P-O: First Pay: 2023-07-21; Redemption: 2025-01-21; S: First Pay: 2023-07-21; Redemption: 2025-01-21; Z: First Pay: 2023-07-21; Redemption: 2025-01-21; N: First Pay: 2023-07-21; Redemption: 2025-01-21; N: First Pay: 2023-07-21; Redemption: 2025-01-21; Eut: First Pay: 2023-07-21; Redemption: 2025-01-21;

Deal Comments

Kjx Rxyy Bvnojmg 2.00

Risk Retention

OR - Bwos OO/OJ - Bwo

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2010

Refinancing

Yes

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	XWA	56.000	6.90	-	M	-	-	-	89.00%	-	Olkslqkm	YHTJ	-	490	3xYMJU+490	-	-
G	OUG	81.000	9.80	-	AA-	-	-	-	15.00%	-	Cvzoxpor	SSKT	-	-	3wWDMH+845	-	Retained
K- S-2	KXN	58.400	9.60	-	PPP	-	-	-	37.00%	-	Czerdvvu	XUKL	-	250	3lWTMI+250	-	-
K	JTX	91.000	9.90	-	SSS-	-	-	-	94.00%	-	Zmleqwbg	JGZR	-	700	3vVXHR+680	-	-
O-W	IOK	59.000	8.30	-	LLL	-	-	-	71.00%	-	Oromsbah	VQQA	-	250	3uIMUA+250	-	-
N-S-1	BLU	75.000	4.80	-	GGG	-	-	-	79.00%	-	Grshzepm	SGVT	-	250	3eJQMB+250	-	-
G	JPR	39.000	6.50	-	WW	-	-	-	77.00%	-	Qzwmmfvj	KKCP	-	360	3dZWPE+360	-	-
Pgvgtc	UIU	83.100	-	-	WY	-	-	-	-	-	-	-	-	-	-	-	Retained
B-U	XBR	19.100	7.80	-	GGG	-	-	-	76.00%	-	Kurmo	-	-	250	2.50%	-	-

Tranche Comments

B-U: First Pay: 2023-01-15; Redemption: 2024-10-15; N-S-1: First Pay: 2023-01-15; Redemption: 2024-10-15; K- S-2 : First Pay: 2023-01-15; Redemption: 2024-10-15; O-W: First Pay: 2023-01-15; Redemption: 2024-10-15; G: First Pay: 2023-01-15; Redemption: 2024-10-15; T: First Pay: 2023-01-15; Redemption: 2024-10-15; K: First Pay: 2023-01-15; Redemption: 2024-10-15; G: First Pay: 2023-01-15; Redemption: 2024-10-15; Pgvgtc: First Pay: 2023-01-15; Redemption: 2024-10-15;

Deal Comments

Qzh Tgmm Ijvuzow 2.00

Risk Retention

PT - Oajn YP/PB - Oaj

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2017

Reset

Yes

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Frt	MAJ	24.100	-	-	PF	-	-	-	-	-	-	-	-	-	-	-	Retained
M	FXK	88.000	2.60	-	U	-	-	-	86.60%	-	Yzoueubq	ZABL	-	265	VBBV+265	-	-
T	QHR	914.700	5.60	-	JJJ	-	-	-	62.00%	-	Mbzduadh	JSHF	-	137	HJYO+137	-	-
I	RSH	92.000	2.70	-	GGG-	-	-	-	42.30%	-	Uhyfxrvm	DELG	-	390	NJJW+390	-	-
L	EUF	61.940	4.40	-	SS	-	-	-	88.90%	-	Imemycvd	DMIF	-	195	UDWK+195	-	-

Tranche Comments

T: Redemption: 2023-01-15; L: Redemption: 2023-01-15; M: Redemption: 2023-01-15; I: Redemption: 2023-01-15; Frt: Redemption: 2023-01-15;

Deal Comments

Jwn Uqtt Ruumwki 1.00

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1WW	GMP	403.000	8.30	-	EEE	-	-	-	69.34%	-	Bjkuuqcb	3rG	-	155	3pF+155	-	-
GS	BKK	985.000	4.90	-	FFF-	-	-	-	28.75%	-	Uzorhmmt	3rD	-	395	3gT+395	-	-
FS	TMB	678.100	4.80	-	U-	-	-	-	39.20%	-	Fferaprt	3mV	-	280	3oO+280	-	-
V2ZZ	YFP	395.300	9.90	-	DDD	-	-	-	52.87%	-	Kqjbxbsu	3jZ	-	180	3wO+180	-	-
U1IF	TPV	18.000	3.10	-	HHH	-	-	-	33.16%	-	Ydzpzhbi	3pI	-	155	3yG+155	-	-
E1PL	HAF	38.000	4.70	-	PPP	-	-	-	97.47%	-	Gswgu	-	-	-	2.49%	-	-
WY	GPH	601.500	6.10	-	YY	-	-	-	56.41%	-	Nycmwsui	3wC	-	195	3xH+195	-	-
MF	AZM	19.300	2.60	-	MM-	-	-	-	75.23%	-	Vclzbzba	3yV	-	850	3vR+806	-	-
Qohuvz	XQB	665.000	-	-	OZ	-	-	-	-	-	-	-	-	-	-	-	Retained
U1AZ	PNO	416.600	9.10	-	FFF	-	-	-	22.70%	-	Fwkbydhj	3fX	-	155	3bD+155	-	-

Tranche Comments

L1WW: First Pay: 2022-04-15; Redemption: 2023-10-15; U1IF: First Pay: 2022-04-15; Redemption: 2023-10-15; U1AZ: First Pay: 2022-04-15; Redemption: 2023-10-15; E1PL: First Pay: 2022-04-15; Redemption: 2023-10-15; V2ZZ: First Pay: 2022-04-15; Redemption: 2023-10-15; WY: First Pay: 2022-04-15; Redemption: 2023-10-15; FS: First Pay: 2022-04-15; Redemption: 2023-10-15; GS: First Pay: 2022-04-15; Redemption: 2023-10-15; MF: First Pay: 2022-04-15; Redemption: 2023-10-15;

Deal Comments

Jylyu. Due Kzmm Fymluhq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2011