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
L-H	ZSY	71.000	7.00	-	SS	-	-	-	29.00%	-	Wplxrhne	DHUT	-	190	IIBU+190	-	-
G-Z	PHD	92.000	8.50	-	AAA-	-	-	-	10.00%	-	Oeslzysv	MDGP	-	385	ESMU+385	-	-
Z-1O-C	HYL	215.000	5.60	-	GGG	-	-	-	15.00%	-	Vsjzfxya	ZHEL	-	157	QABJ+157	-	-
Ppq	EYL	61.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-P	VPJ	14.000	1.80	-	B	-	-	-	74.00%	-	Frbbhqcj	LOSM	-	235	KGHA+235	-	-
N-2-C	REL	26.000	6.20	-	BBB	-	-	-	66.00%	-	Sjezhwbz	MYDB	-	170	SBJJ+170	-	-
H-1B-B	OEB	10.000	1.20	-	VVV	-	-	-	90.00%	-	Guczootc	CIQX	-	157	ABZQ+157	-	-
J-F	TES	22.000	6.90	-	BB-	-	-	-	27.00%	-	Wyvejlex	LZAF	-	725	ZNYD+725	-	-

Tranche Comments

H-1B-B: Redemption: 2027-01-21; Registration: 144B/Zyx W; Z-1O-C: Redemption: 2027-01-21; Registration: 144M/Elm V; N-2-C: Redemption: 2027-01-21; Registration: 144T/Pqn M; L-H: Redemption: 2027-01-21; Registration: 144A/Fxr G; W-P: Redemption: 2027-01-21; Registration: 144E/Xwe T; G-Z: Redemption: 2027-01-21; Registration: 144X/Niq J; J-F: Redemption: 2027-01-21; Registration: 144E/Dbz D; Ppq: Redemption: 2027-01-21; Registration: 144Q/Mkq T;

Deal Comments

Deqeb. Nbc Ayjj Jetubln 2.00

Risk Retention

QR - Wfhv MQ/QY - Wfh

Pricing Speed

20% LUC

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2001

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1-K	JMO	544.200	9.80	-	MMM	-	-	-	41.00%	-	Iuqizszi	BZGU	-	159	NPDL+159	-	-
G-2	EOM	15.100	4.00	-	NNN	-	-	-	32.00%	-	Lweppzri	XLDJ	-	175	JTUA+175	-	-
Q	XRE	57.400	9.30	-	A	-	-	-	22.00%	-	Gfoopkqp	LMIA	-	240	LIIE+240	-	-
Mmv	ISI	29.900	-	-	VM	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1-D	FLO	56.000	2.50	-	YYY	-	-	-	10.00%	-	Bmmfufpr	XYMV	-	159	KZVJ+159	-	-
Y	JIS	35.800	5.10	-	KK	-	-	-	90.00%	-	Cmvhvjhi	JMYQ	-	190	YJVX+190	-	-
N-1-F	TAD	66.000	2.90	-	GGG	-	-	-	54.00%	-	Bmwkmvli	PAPQ	-	159	ADIH+159	-	-
C	WRS	38.700	8.20	-	XXX-	-	-	-	11.00%	-	Qsdbboux	EVSQ	-	395	BXCI+395	-	-
J	TVL	64.800	8.80	-	MM-	-	-	-	80.00%	-	Ipekthof	ZCDQ	-	750	QBZW+750	-	-

Tranche Comments

N-1-D: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144V/Orl J; N-1-F: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Z/Kfi F; Y-1-K: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Y/Ztw F; G-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144K/Lli I; Y: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144U/Zxk S; Q: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144L/Tmi U; C: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144J/Flj H; J: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144B/Aun R; Mmv: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144U/Oni T;

Deal Comments

Hyt Kchh Xxbpyjw 2.00

Pricing Speed

20% OYI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2015

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1V-X	NQN	19.000	9.80	-	UUU	-	-	-	54.00%	-	Qelvjvcx	SYVD	-	165	UQAG+165	-	-
W-W	BEN	86.000	6.65	-	KK-	-	-	-	79.00%	-	Eflcjbhb	DYCP	-	800	XVYC+800	-	-
L-1 L-L	QGT	74.000	3.90	-	MMM	-	-	-	51.00%	-	Iesdskpo	UQEE	-	165	APMP+165	-	-
A-S	UTC	70.000	3.36	-	SS	-	-	-	67.00%	-	Ojfjfucc	IGFK	-	205	DEDS+205	-	-
U-V	KXI	23.000	8.60	-	SSS-	-	-	-	82.00%	-	Zlvfwdyf	WHBV	-	415	HKPL+415	-	-
U-F-2V	QFX	98.000	1.60	-	PPP	-	-	-	90.00%	-	Lcudwzfp	UMQB	-	165	POMK+165	-	-
I-H-1B	GWC	16.000	9.80	-	RRR	-	-	-	77.00%	-	Ccbueknu	TKAD	-	165	LWQU+165	-	-
C-P	TLR	63.000	7.35	-	J	-	-	-	61.00%	-	Jwyemavk	ZOZE	-	255	LWFS+255	-	-
Jak	CIM	10.910	-	-	NT	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-1 L-L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Zmo S; I-H-1B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Zht D; U-F-2V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Hby C; C-1V-X: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Wum R; A-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Iiv Y; C-P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Psd Z; U-V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Lms Y; W-W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Jsx E; Jak: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Als R;

Deal Comments

Swfws. Jhn Mwzz Fwkehgc 2.00

Pricing Speed

20% NFR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 1999

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-1DD2	XIR	88.700	8.60	-	JJJ	-	-	-	39.00%	-	Pzvympzj	3jZBNB	-	170	3cKWTR+170	-	-
I-2A2	WGC	3.000	9.90	-	NNN	-	-	-	59.00%	-	Sesykqkl	3xVQBI	-	185	3yZWUX+185	-	-
Ezg	WMN	82.190	-	-	QL	-	-	-	-	-	-	-	-	-	-	-	Retained
W-Z2	FOM	82.000	8.20	-	JJJ-	-	-	-	32.00%	-	Wqocuixs	3uIZEK	-	465	3vJSYX+465	-	-
A-1AS2	ISJ	295.400	8.70	-	QQQ	-	-	-	89.00%	-	Tewmmzle	3aZKHP	-	170	3uSKKM+170	-	-
A-C2	KIH	68.000	4.30	-	C	-	-	-	18.00%	-	Xdkeutlq	3zCDXK	-	265	3eHBYM+265	-	-
C-R2	IQQ	88.000	9.30	-	JJ-	-	-	-	18.00%	-	Uvsmktto	3nYQAL	-	825	3qNSMC+806	-	-
N-C2	YKE	45.000	5.70	-	XX	-	-	-	20.00%	-	Szuyborb	3qAGEE	-	205	3xMSWG+205	-	-

Tranche Comments

B-1DD2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144M/Mpo V; A-1AS2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144O/Mub V; I-2A2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144B/Irb C; N-C2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144V/Lps H; A-C2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144T/Qhd J; W-Z2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144J/Pdx T; C-R2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144H/Ukm K; Ezg: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Z/Onk J;

Deal Comments

Ywfwe. Smz-Zftt Gwbnmfr 2.00

Risk Retention

JX - Sefa GJ/JQ - Sef

Pricing Speed

20% OYA

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2008

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	NNF	63.000	3.88	-	LLL	-	-	-	29.00%	-	Cjmjwhfq	3jNIEB	-	260	3kCTZH+260	-	-
Y	BNP	34.000	9.61	-	NNN-	-	-	-	94.00%	-	Usswkuhs	3oKYVM	-	585	3yEOIZ+585	-	-
Ckp	PBP	74.000	-	-	KR	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1E	JAB	508.700	4.30	-	VVV	-	-	-	51.00%	-	Kyhksyuk	3hSJLG	-	220	3cUCXI+220	-	-
P	TVF	59.000	9.53	-	RR	-	-	-	23.00%	-	Ohvolcin	3hVUTR	-	285	3sGGNZ+285	-	-
O	FEX	75.000	3.11	-	NN-	-	-	-	75.00%	-	Furpfzhf	3oLENI	-	735	3xMNNB+735	-	-
L	VPI	44.000	6.60	-	A	-	-	-	37.00%	-	Umdosacy	3sOBHO	-	385	3hMZJJ+385	-	-
J-1G	XCS	64.100	8.81	-	EEE	-	-	-	39.00%	-	Hxeajtel	3oPGZO	-	220	3gCKEO+220	-	-

Tranche Comments

J-1G: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144Q/Oxy E; P-1E: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144X/Rnd J; H-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Wae R; P: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144M/Qlr S; L: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144G/Glu E; Y: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144J/Net G; O: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144Q/Yqo A; Ckp: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144L/Auu D;

Deal Comments

Qts Uacc Xwxztpq 2.00

Pricing Speed

20% GEA

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2014

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1B	UWB	53.000	6.00	-	SSS	-	-	-	92.00%	-	Kqoypwui	3vIDWH	-	245	3cEAFF+245	-	-
U	NOS	87.300	5.90	-	KK	-	-	-	48.00%	-	Yzkxwtyk	3iWBWV	-	340	3wBGJB+340	-	-
O-1G	KLD	262.000	2.00	-	WWW	-	-	-	14.00%	-	Bnpdonsn	3iQDJI	-	245	3vQOVH+245	-	-
Zrg	OHS	21.100	-	-	CN	-	-	-	-	-	-	-	-	-	-	-	Retained
P-2	WIJ	5.600	3.10	-	RRR	-	-	-	96.90%	-	Yxxfleta	3zWQWE	-	300	3mEBYQ+300	-	-
I	ZMI	50.000	2.20	-	M	-	-	-	22.00%	-	Zvzmuxbh	3tYQGK	-	435	3sTOMW+435	-	-
C	OKX	23.000	8.70	-	RRR-	-	-	-	88.00%	-	Vurskpcd	3lIDOT	-	660	3lZOKK+660	-	-
H	OPK	81.000	4.80	-	UU-	-	-	-	50.00%	-	Glppvohq	3iMNSD	-	-	-	-	Retained

Tranche Comments

C-1B: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144E/Pji L; O-1G: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144H/Dra E; P-2: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144X/Bda N; U: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144G/Jxj R; I: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144L/Bty T; C: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144X/Ewf D; H: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144E/Pxj Q; Zrg: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144D/Zln U;

Deal Comments

Hpm Ebcc Ngzwpyq 2.00

Risk Retention

NJ - Twdh XN/NB - Twd

Pricing Speed

20% UGL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2022

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dyc	RQX	94.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-I	XZR	37.000	6.30	-	LLL	-	-	-	49.00%	-	Oeuutenr	LDVG	-	265	3qZXJF+265	-	-
Z	OHP	10.000	4.80	-	HH	-	-	-	42.00%	-	Byhzybrs	KVNU	-	390	3qWLFD+390	-	-
D	WZM	55.000	8.00	-	L	-	-	-	99.00%	-	Fhbbpyiz	YOEA	-	490	3vZHAA+490	-	-
T	WMG	61.000	7.70	-	XXX-	-	-	-	86.00%	-	Fbpjvspi	BDUD	-	700	3yEBBQ+700	-	-
K	HTA	40.000	8.80	-	AA-	-	-	-	60.00%	-	Eyzlfxlw	UYFM	-	812	3dSQAR+812	-	Retained
O-Z	AXZ	709.000	2.10	-	JJJ	-	-	-	35.00%	-	Zrfbmekb	QIMS	-	265	3cXGNF+265	-	-

Tranche Comments

U-I: First Pay: 2023-07-21; Redemption: 2025-01-21; O-Z: First Pay: 2023-07-21; Redemption: 2025-01-21; Z: First Pay: 2023-07-21; Redemption: 2025-01-21; D: First Pay: 2023-07-21; Redemption: 2025-01-21; T: First Pay: 2023-07-21; Redemption: 2025-01-21; K: First Pay: 2023-07-21; Redemption: 2025-01-21; Dyc: First Pay: 2023-07-21; Redemption: 2025-01-21;

Deal Comments

Rmc Xzvv Ymuqmsb 2.00

Risk Retention

CR - Afsk RC/CP - Afs

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 1997

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	LNC	10.000	8.30	-	B	-	-	-	50.00%	-	Rcrphdrz	PSBA	-	490	3fNLPX+490	-	-
U	HGP	37.000	1.70	-	WW-	-	-	-	16.00%	-	Obdqrvhv	HHPK	-	-	3sVAHD+845	-	Retained
G	CMJ	64.000	6.90	-	UU	-	-	-	19.00%	-	Wukurwql	JQAA	-	360	3wMGQM+360	-	-
V-I-1	HTJ	33.000	9.20	-	FFF	-	-	-	92.00%	-	Tbpkbkmp	SKKS	-	250	3lAKEC+250	-	-
Ghhxjq	GIZ	35.890	-	-	PW	-	-	-	-	-	-	-	-	-	-	-	Retained
S-Z	EHN	23.000	7.80	-	EEE	-	-	-	93.00%	-	Cawrraum	QHQH	-	250	3iTTES+250	-	-
Z	BVJ	36.000	4.40	-	SSS-	-	-	-	73.00%	-	Vuyeyeem	KEHS	-	700	3vSHNC+680	-	-
V-S	QSS	88.200	5.90	-	EEE	-	-	-	50.00%	-	Yqjmm	-	-	250	2.50%	-	-
W- X-2	WKK	88.400	7.40	-	LLL	-	-	-	12.00%	-	Zqxoxuin	NNUI	-	250	3rIJHT+250	-	-

Tranche Comments

V-S: First Pay: 2023-01-15; Redemption: 2024-10-15; V-I-1: First Pay: 2023-01-15; Redemption: 2024-10-15; W- X-2 : First Pay: 2023-01-15; Redemption: 2024-10-15; S-Z: First Pay: 2023-01-15; Redemption: 2024-10-15; G: First Pay: 2023-01-15; Redemption: 2024-10-15; X: First Pay: 2023-01-15; Redemption: 2024-10-15; Z: First Pay: 2023-01-15; Redemption: 2024-10-15; U: First Pay: 2023-01-15; Redemption: 2024-10-15; Ghhxjq: First Pay: 2023-01-15; Redemption: 2024-10-15;

Deal Comments

Rvc Jmff Tgzlveo 2.00

Risk Retention

CO - Qayg QC/CX - Qay

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 2002

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	RJH	846.500	1.60	-	PPP	-	-	-	85.00%	-	Xawiaqis	AJQK	-	137	DAAK+137	-	-
E	YZS	62.370	2.20	-	PP	-	-	-	62.10%	-	Uvwyfqwb	HGOR	-	195	AALB+195	-	-
F	WKS	92.000	4.30	-	Q	-	-	-	80.60%	-	Xdsrbyuf	TDLS	-	265	CPHX+265	-	-
Ksj	WJO	23.200	-	-	EI	-	-	-	-	-	-	-	-	-	-	-	Retained
O	TGD	32.000	4.90	-	DDD-	-	-	-	85.20%	-	Gfbhvjhe	TEDM	-	390	VVGD+390	-	-

Tranche Comments

W: Redemption: 2023-01-15; E: Redemption: 2023-01-15; F: Redemption: 2023-01-15; O: Redemption: 2023-01-15; Ksj: Redemption: 2023-01-15;

Deal Comments

Yzk Smhh Tqwrzmb 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
X1KK	GPR	442.000	3.70	-	III	-	-	-	29.99%	-	Mdcsuzme	3tR	-	155	3kT+155	-	-
W1HO	XFU	79.000	2.40	-	WWW	-	-	-	62.30%	-	Ikpvxude	3uV	-	155	3mG+155	-	-
PC	JZR	957.000	8.90	-	III-	-	-	-	80.33%	-	Qeellrpr	3hQ	-	395	3pK+395	-	-
G2BW	GBU	396.400	6.50	-	BBB	-	-	-	27.40%	-	Uecyrzps	3fF	-	180	3oW+180	-	-
V1OE	FIB	130.400	3.40	-	BBB	-	-	-	78.46%	-	Euwcqfxz	3lM	-	155	3wX+155	-	-
L1VQ	MZU	77.000	8.50	-	JJJ	-	-	-	24.66%	-	Iabpl	-	-	-	2.49%	-	-
MS	CCQ	295.400	8.70	-	CC	-	-	-	22.17%	-	Amsyjord	3oK	-	195	3xB+195	-	-
HK	AVK	51.600	8.30	-	PP-	-	-	-	97.76%	-	Ihfbcvul	3nG	-	850	3iN+806	-	-
Iwuzll	WHS	764.000	-	-	LQ	-	-	-	-	-	-	-	-	-	-	-	Retained
PC	ACO	544.500	1.30	-	K-	-	-	-	13.40%	-	Bkwdqyhu	3gP	-	280	3mY+280	-	-

Tranche Comments

X1KK: First Pay: 2022-04-15; Redemption: 2023-10-15; W1HO: First Pay: 2022-04-15; Redemption: 2023-10-15; V1OE: First Pay: 2022-04-15; Redemption: 2023-10-15; L1VQ: First Pay: 2022-04-15; Redemption: 2023-10-15; G2BW: First Pay: 2022-04-15; Redemption: 2023-10-15; MS: First Pay: 2022-04-15; Redemption: 2023-10-15; PC: First Pay: 2022-04-15; Redemption: 2023-10-15; PC: First Pay: 2022-04-15; Redemption: 2023-10-15; HK: First Pay: 2022-04-15; Redemption: 2023-10-15;

Deal Comments

Deheb. Dej Cpff Oejmexq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2000