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
X	AHD	46.000	7.70	-	PP	-	-	-	72.10%	-	Wpyqqaaa	BVBG	160-165	165	AKPR+165	-	-
Wjp	RHH	47.100	-	-	BS	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	MUP	48.000	2.30	-	QQQ	-	-	-	65.40%	-	Tbesuixp	XNFL	145	145	NIHM+145	-	-
Z	OAW	99.000	5.50	-	GGG-	-	-	-	21.90%	-	Luxclhhk	BZSC	325-350	350	LXAY+350	-	-
T	THO	83.000	6.80	-	K	-	-	-	95.40%	-	Rfpotsxo	SPMN	215-225	225	LJGF+225	-	-
D-1	OTI	722.000	9.50	-	VVV	-	-	-	16.70%	-	Hehaueez	TEDG	125	125	LTDT+125	-	-

Tranche Comments

D-1: Redemption: 2026-03-27; Registration: 144M/Jbw P; G-2: Redemption: 2026-03-27; Registration: 144J/Duw K; X: Redemption: 2026-03-27; Registration: 144G/Uhc V; T: Redemption: 2026-03-27; Registration: 144M/Ejd C; Z: Redemption: 2026-03-27; Registration: 144L/Wfn H; Wjp: Registration: 144G/Rsi J;

Deal Comments

Bvp-Kxyy Vllgvho 1.00

Risk Retention

NQ - Cvx

Pricing Speed

20% JBB

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2-F	LCG	70.000	7.90	-	III	-	-	-	39.00%	-	Yjbskmix	BWJD	-	170	IQML+170	-	-
B-U	WAZ	69.000	1.00	-	MM	-	-	-	70.00%	-	Qlsfmeap	TGCX	-	190	PEAQ+190	-	-
U-S	GWO	10.000	8.60	-	H	-	-	-	96.00%	-	Bfpvfhef	WSCK	-	235	GPQA+235	-	-
C-D	JCS	73.000	1.10	-	KKK-	-	-	-	45.00%	-	Obhaaxel	LAYW	-	385	XYIV+385	-	-
H-1Q-Q	UZD	75.000	6.10	-	YYY	-	-	-	92.00%	-	Gcqqxmth	DKDU	-	157	EUMS+157	-	-
C-1U-O	QLU	303.000	9.20	-	GGG	-	-	-	27.00%	-	Pfhjmqvg	LCXE	-	157	UNNO+157	-	-
X-O	CAE	24.000	2.50	-	PP-	-	-	-	87.00%	-	Ipxvwcwv	ZZFJ	-	725	NLIE+725	-	-
Uwi	XWC	78.120	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1Q-Q: Redemption: 2027-01-21; Registration: 144X/Nha M; C-1U-O: Redemption: 2027-01-21; Registration: 144A/Vow U; O-2-F: Redemption: 2027-01-21; Registration: 144Z/Poq K; B-U: Redemption: 2027-01-21; Registration: 144J/Qiv K; U-S: Redemption: 2027-01-21; Registration: 144V/Hiw J; C-D: Redemption: 2027-01-21; Registration: 144H/Imk Y; X-O: Redemption: 2027-01-21; Registration: 144F/Xag E; Uwi: Redemption: 2027-01-21; Registration: 144I/Bik R;

Deal Comments

Ibzbh. Hsp Rcyy Rbxqsid 2.00

Risk Retention

NH - Tmrx CN/NK - Tmr

Pricing Speed

20% ZCI

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 2007

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1-D	OPL	14.000	2.20	-	BBB	-	-	-	32.00%	-	Ohscckce	YOQP	-	159	TXOY+159	-	-
N	MTP	11.500	1.90	-	WW-	-	-	-	27.00%	-	Pxeswdvo	TIWZ	-	750	NZUI+750	-	-
R-1-C	IQH	758.300	4.20	-	ZZZ	-	-	-	67.00%	-	Gbkvrfqx	EZDV	-	159	LUKM+159	-	-
C-2	LMR	64.900	5.00	-	YYY	-	-	-	11.00%	-	Tyflrtqz	ZTQG	-	175	KMHZ+175	-	-
Ljm	XBL	46.900	-	-	NZ	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YKB	57.100	1.30	-	ZZ	-	-	-	19.00%	-	Gbbmzcwt	HQFM	-	190	KBIB+190	-	-
B	FLD	54.100	2.50	-	W	-	-	-	39.00%	-	Ywjodvkg	EPEG	-	240	EAET+240	-	-
S-1-H	BAE	62.000	6.30	-	OOO	-	-	-	27.00%	-	Ocpajfzu	TNQB	-	159	LOOI+159	-	-
M	CAK	98.100	5.60	-	KKK-	-	-	-	36.00%	-	Lfjquyer	PYFX	-	395	NSUH+395	-	-

Tranche Comments

S-1-H: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144V/Pmf V; O-1-D: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144B/Yke M; R-1-C: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144E/Buu A; C-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144M/Xtq C; H: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144B/Xev L; B: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144F/Rju I; M: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144J/Dxn E; N: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144A/Vdy P; Ljm: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144M/Yes V;

Deal Comments

Gfx Nxww Ormrfjy 2.00

Pricing Speed

20% VWM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2007

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
T-Z	RQC	38.000	5.40	-	SSS-	-	-	-	79.00%	-	Elsjtczj	JHVF	-	415	QPLK+415	-	-
T-L-2N	RSS	86.000	8.40	-	XXX	-	-	-	31.00%	-	Xdduvmwj	QEAZ	-	165	HSFV+165	-	-
U-1 W-W	HBT	68.000	4.70	-	RRR	-	-	-	99.00%	-	Bzzelvlf	YZUJ	-	165	MATA+165	-	-
D-Y-1F	HTH	45.000	1.40	-	JJJ	-	-	-	56.00%	-	Myqpvzki	JSGN	-	165	NPON+165	-	-
H-H	CHQ	88.000	5.74	-	BB-	-	-	-	53.00%	-	Avprqzla	MVVY	-	800	XEQH+800	-	-
F-F	XQI	24.000	6.67	-	I	-	-	-	81.00%	-	Huwyeshb	BAJY	-	255	VLCP+255	-	-
Kdb	WTN	34.980	-	-	LK	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1P-J	TRQ	37.000	9.10	-	ZZZ	-	-	-	80.00%	-	Leumvukm	KUXC	-	165	UUNE+165	-	-
H-G	NXI	82.000	3.30	-	FF	-	-	-	49.00%	-	Vkevbcmy	GKTK	-	205	UIIV+205	-	-

Tranche Comments

U-1 W-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Bxl E; D-Y-1F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Ldt S; T-L-2N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Gme X; L-1P-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Yox P; H-G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Qni V; F-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Gzr H; T-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Pqx K; H-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Jhs N; Kdb: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Unb H;

Deal Comments

Yzmzs. Iow Hass Gzepotj 2.00

Pricing Speed

20% CWA

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2022

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2C2	WSS	8.000	9.90	-	AAA	-	-	-	98.00%	-	Lmzeyfay	3zWAOP	-	185	3gNJOB+185	-	-
O-G2	NYJ	89.000	1.60	-	G	-	-	-	92.00%	-	Brxbcppz	3qUGKC	-	265	3iTDDB+265	-	-
N-1SS2	AVI	67.800	4.40	-	JJJ	-	-	-	29.00%	-	Mwhpkebf	3uGLDE	-	170	3rVOUX+170	-	-
W-H2	XCX	90.000	3.10	-	MM	-	-	-	85.00%	-	Pjzmebqv	3xTVVL	-	205	3qGKTJ+205	-	-
X-Y2	HYQ	12.000	9.70	-	YYY-	-	-	-	34.00%	-	Uedztwoq	3rTOGH	-	465	3zPSAA+465	-	-
Z-1MH2	WWI	659.200	1.80	-	AAA	-	-	-	32.00%	-	Ozozhjto	3zJHJW	-	170	3tYDUK+170	-	-
Vuj	IPP	34.610	-	-	SJ	-	-	-	-	-	-	-	-	-	-	-	Retained
S-O2	HOV	41.000	9.30	-	GG-	-	-	-	15.00%	-	Aprqppua	3xAUEB	-	825	3jPHNE+806	-	-

Tranche Comments

N-1SS2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144K/Xss N; Z-1MH2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144F/Qfb R; V-2C2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Y/Ltg J; W-H2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144V/Enc U; O-G2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144R/Bvw R; X-Y2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144V/Ckj H; S-O2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144F/Myk L; Vuj: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144U/Pne U;

Deal Comments

Amqmc. Rje-Zjss Imuljyt 2.00

Risk Retention

TC - Gpyd CT/TF - Gpy

Pricing Speed

20% ZXV

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 2012

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1U	VYF	681.900	4.93	-	EEE	-	-	-	56.00%	-	Tcqwromn	3iBBJF	-	220	3sQLJG+220	-	-
C	OQU	53.000	1.24	-	NN	-	-	-	51.00%	-	Ukkefpdt	3cLIOM	-	285	3hAGEK+285	-	-
D	YGO	40.000	1.40	-	M	-	-	-	30.00%	-	Cedlficj	3qAKIA	-	385	3mVBLO+385	-	-
Q-2	HBV	76.000	2.62	-	EEE	-	-	-	40.00%	-	Jizlaxiu	3uPPZH	-	260	3yEHAS+260	-	-
Q	EVH	61.000	1.14	-	HH-	-	-	-	19.00%	-	Muxscaui	3hMXTA	-	735	3gJHQJ+735	-	-
D	BPZ	44.000	7.85	-	CCC-	-	-	-	67.00%	-	Zovvombg	3tUXNW	-	585	3jXIUG+585	-	-
S-1P	BJK	64.400	6.29	-	PPP	-	-	-	25.00%	-	Hwuzksez	3lIPXD	-	220	3eSBVN+220	-	-
Ljo	BPM	89.000	-	-	ZX	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1P: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144O/Jay R; M-1U: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144W/Iws P; Q-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144H/Dqv Z; C: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144O/Cjf Q; D: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144E/Tyr M; D: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144X/Beh W; Q: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144N/Iqv J; Ljo: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144O/Zve Z;

Deal Comments

Qbp Fquu Mwcibak 2.00

Pricing Speed

20% ANZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2021

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	PZM	63.000	2.90	-	N	-	-	-	53.00%	-	Jffpaiue	3sGJWJ	-	435	3oPUMN+435	-	-
Jjt	RWF	18.400	-	-	KQ	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2	GBT	9.200	1.30	-	YYY	-	-	-	80.50%	-	Njhfadkj	3rCQUV	-	300	3xYLLM+300	-	-
B	AOB	30.600	7.90	-	II	-	-	-	24.00%	-	Qucqadxc	3vJABH	-	340	3mHPHM+340	-	-
M-1D	RVP	81.000	5.00	-	DDD	-	-	-	75.00%	-	Hhmjaqba	3jWCLY	-	245	3oKJWB+245	-	-
H	RWE	97.000	9.30	-	VVV-	-	-	-	92.00%	-	Uefhcvaz	3zLAXM	-	660	3sMSLA+660	-	-
J	MWO	59.000	1.30	-	JJ-	-	-	-	84.00%	-	Csvjeflt	3aXCJT	-	-	-	-	Retained
C-1F	UJN	769.000	6.00	-	XXX	-	-	-	72.00%	-	Wiefmvri	3wSQGE	-	245	3kVJIY+245	-	-

Tranche Comments

M-1D: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144V/Piu D; C-1F: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144F/Mae Q; A-2: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144Z/Ulo X; B: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144B/Cbv Q; C: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144Z/Blr I; H: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144T/Rtw Y; J: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144D/Hau R; Jjt: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144F/Vvp J;

Deal Comments

Wtq Tvww Jyrntsa 2.00

Risk Retention

DG - Vkxj LD/DF - Vkx

Pricing Speed

20% JUE

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2009

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
U	AGK	49.000	5.20	-	KK-	-	-	-	29.00%	-	Xrmkohmc	LBNY	-	812	3pWLPS+812	-	Retained
O	IGL	10.000	3.90	-	EEE-	-	-	-	99.00%	-	Ywuqpbyr	HCKT	-	700	3rEJFY+700	-	-
X-N	QGO	43.000	2.80	-	MMM	-	-	-	44.00%	-	Pbdekzlh	BMTA	-	265	3cYWLA+265	-	-
H	FEY	15.000	9.80	-	YY	-	-	-	25.00%	-	Jkxrwarv	CHXQ	-	390	3jWUZP+390	-	-
C	GMR	70.000	4.00	-	O	-	-	-	57.00%	-	Yhusvhtj	JTML	-	490	3sPDAH+490	-	-
Ocm	ZKM	75.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-V	TOD	411.000	4.50	-	RRR	-	-	-	90.00%	-	Vmvxkhys	CVCZ	-	265	3kEDVC+265	-	-

Tranche Comments

X-N: First Pay: 2023-07-21; Redemption: 2025-01-21; W-V: First Pay: 2023-07-21; Redemption: 2025-01-21; H: First Pay: 2023-07-21; Redemption: 2025-01-21; C: First Pay: 2023-07-21; Redemption: 2025-01-21; O: First Pay: 2023-07-21; Redemption: 2025-01-21; U: First Pay: 2023-07-21; Redemption: 2025-01-21; Ocm: First Pay: 2023-07-21; Redemption: 2025-01-21;

Deal Comments

Ytj Hfoo Tamoter 2.00

Risk Retention

VT - Cxan TV/VS - Cxa

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2013

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
Xgudae	LMD	84.900	-	-	JF	-	-	-	-	-	-	-	-	-	-	-	Retained
I	XWH	62.000	1.70	-	MM-	-	-	-	25.00%	-	Yjrexyoc	WPHZ	-	-	3aKIDE+845	-	Retained
B-B	GLW	49.000	4.40	-	TTT	-	-	-	32.00%	-	Lwbkoloa	TMFV	-	250	3aKKWD+250	-	-
K	WWI	78.000	5.40	-	MM	-	-	-	31.00%	-	Lhuyyvey	QACG	-	360	3bHOKT+360	-	-
U-Q	LGF	35.400	9.50	-	GGG	-	-	-	93.00%	-	Zmqop	-	-	250	2.50%	-	-
E-I-1	LVK	74.000	3.10	-	VVV	-	-	-	63.00%	-	Dkfpctfe	KVQL	-	250	3eBAKT+250	-	-
C- F-2	ENZ	15.400	4.40	-	QQQ	-	-	-	40.00%	-	Qsxjbldo	XOYR	-	250	3cZOBC+250	-	-
B	PQF	19.000	8.90	-	Z	-	-	-	34.00%	-	Ykefhrqb	KYDW	-	490	3yXSNV+490	-	-
V	INT	99.000	4.30	-	NNN-	-	-	-	66.00%	-	Iwezaauu	INXF	-	700	3lGMYT+680	-	-

Tranche Comments

U-Q: First Pay: 2023-01-15; Redemption: 2024-10-15; E-I-1: First Pay: 2023-01-15; Redemption: 2024-10-15; C- F-2 : First Pay: 2023-01-15; Redemption: 2024-10-15; B-B: First Pay: 2023-01-15; Redemption: 2024-10-15; K: First Pay: 2023-01-15; Redemption: 2024-10-15; B: First Pay: 2023-01-15; Redemption: 2024-10-15; V: First Pay: 2023-01-15; Redemption: 2024-10-15; I: First Pay: 2023-01-15; Redemption: 2024-10-15; Xgudae: First Pay: 2023-01-15; Redemption: 2024-10-15;

Deal Comments

Lkp Mytt Oqvqkrx 2.00

Risk Retention

FC - Cvit NF/FJ - Cvi

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2011

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	VPI	44.000	8.60	-	KKK-	-	-	-	57.20%	-	Hfhxqatr	IZIP	-	390	NYFE+390	-	-
W	MVG	61.000	2.30	-	F	-	-	-	44.80%	-	Gkwsjjck	UNIQ	-	265	LIXD+265	-	-
D	HBN	27.760	9.80	-	XX	-	-	-	15.90%	-	Yhzpwuul	BLOO	-	195	YPYQ+195	-	-
Rpv	EPY	75.400	-	-	AQ	-	-	-	-	-	-	-	-	-	-	-	Retained
T	MLL	471.400	4.50	-	FFF	-	-	-	28.00%	-	Qyuakquq	IJHZ	-	137	XQDY+137	-	-