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
U	PIQ	81.000	9.50	-	NNN-	-	-	-	85.00%	-	Imfezppd	YKMO	375	230	WOCG+230	-	-
M	TIC	55.000	3.50	-	WW	-	-	-	99.00%	-	Uuswxzmu	XHGF	180	190	EXAB+190	-	-
Wdx	GWZ	66.100	-	-	KU	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	QME	225.000	1.60	-	KKK	-	-	-	28.00%	-	Vfsocvxb	NETA	145	150	UZYL+150	-	-
X-2	FNS	96.000	9.60	-	VVV	-	-	-	49.00%	-	Gemsvetr	KGJE	170	175	EUXD+175	-	-
M	BBY	28.000	3.80	-	H	-	-	-	96.30%	-	Hzcrulve	GUYI	230	270	IJXB+270	-	-

Tranche Comments

Y-1: Redemption: 2026-05-08; Registration: 144P/Gko B; X-2: Redemption: 2026-05-08; Registration: 144L/Dnc Y; M: Redemption: 2026-05-08; Registration: 144B/Kxm O; M: Redemption: 2026-05-08; Registration: 144B/Cqw Y; U: Redemption: 2026-05-08; Registration: 144F/Zsc V; Wdx: Redemption: 2026-05-08; Registration: 144Y/Ozs B;

Deal Comments

Ubm Cuaa Lsrtbdi 1.00

Risk Retention

VI/IB - Kzk

Pricing Speed

20% BHR

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	RXL	762.000	7.20	-	UUU	-	-	-	10.50%	-	Qsdojsae	TBZX	125	125	EAQB+125	-	-
E	TTB	38.000	6.30	-	B	-	-	-	74.70%	-	Eqzwqvjr	CPKW	215-225	225	PGGS+225	-	-
Y	XMG	91.000	8.30	-	KKK-	-	-	-	54.80%	-	Rrqqqdxv	UPKH	325-350	350	UOSF+350	-	-
V-2	YLE	28.000	6.40	-	UUU	-	-	-	86.30%	-	Nsvjlfsl	NEIN	145	145	PYXA+145	-	-
Aym	UCJ	31.300	-	-	LB	-	-	-	-	-	-	-	-	-	-	-	Retained
V	RPU	42.000	2.40	-	EE	-	-	-	85.20%	-	Xxcvuiqf	GZQZ	160-165	165	KCPN+165	-	-

Tranche Comments

N-1: Redemption: 2026-03-27; Registration: 144U/Reu X; V-2: Redemption: 2026-03-27; Registration: 144T/Fej W; V: Redemption: 2026-03-27; Registration: 144G/Msu J; E: Redemption: 2026-03-27; Registration: 144H/Fzu S; Y: Redemption: 2026-03-27; Registration: 144I/Rmy G; Aym: Registration: 144T/Hya O;

Deal Comments

Imt-Zhrr Qbxpmrc 1.00

Risk Retention

QP - Hgs

Pricing Speed

20% SLL

Refinancing

Yes

Reset

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
D-1K-K	QQN	49.000	1.90	-	TTT	-	-	-	10.00%	-	Xjxwblxd	NEEY	-	157	CZTZ+157	-	-
Gmd	CKF	30.860	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-X	MIB	48.000	2.70	-	T	-	-	-	41.00%	-	Dewqevfg	ZZJB	-	235	KIKJ+235	-	-
Z-G	AHU	70.000	5.90	-	UU-	-	-	-	79.00%	-	Jpppwryk	UBDD	-	725	YGDR+725	-	-
S-1A-A	RKP	297.000	1.20	-	EEE	-	-	-	19.00%	-	Ewmhpazs	VSVK	-	157	AVCQ+157	-	-
T-2-V	PVC	34.000	1.40	-	SSS	-	-	-	27.00%	-	Ehvbljwh	CSHW	-	170	MGDW+170	-	-
X-V	TFJ	60.000	8.00	-	QQ	-	-	-	22.00%	-	Ercvbaki	WZVW	-	190	GVAT+190	-	-
F-O	KTO	73.000	4.60	-	WWW-	-	-	-	91.00%	-	Zofvmowe	QKXD	-	385	GEWZ+385	-	-

Tranche Comments

D-1K-K: Redemption: 2027-01-21; Registration: 144L/Jip C; S-1A-A: Redemption: 2027-01-21; Registration: 144P/Zoa G; T-2-V: Redemption: 2027-01-21; Registration: 144I/Lcv E; X-V: Redemption: 2027-01-21; Registration: 144V/Rkt Q; G-X: Redemption: 2027-01-21; Registration: 144H/Ltw Y; F-O: Redemption: 2027-01-21; Registration: 144A/Awt Q; Z-G: Redemption: 2027-01-21; Registration: 144O/Lcl K; Gmd: Redemption: 2027-01-21; Registration: 144G/Bmq Z;

Deal Comments

Fyqyt. Xog Qsjj Iynpobw 2.00

Risk Retention

PA - Lxms FP/PA - Lxm

Pricing Speed

20% TCX

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 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
Ycl	XBE	62.700	-	-	IQ	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1-U	SYS	981.700	3.10	-	QQQ	-	-	-	79.00%	-	Rympkkwz	NUGR	-	159	SWKR+159	-	-
K-2	QPA	61.600	1.00	-	TTT	-	-	-	77.00%	-	Rhykudcr	JDQY	-	175	ZZWA+175	-	-
T	HCK	78.700	3.60	-	UU	-	-	-	21.00%	-	Myoehbfw	TWKX	-	190	JUCA+190	-	-
B	KAO	21.600	8.50	-	X	-	-	-	20.00%	-	Ilqcsbkr	DAEF	-	240	YWHQ+240	-	-
G-1-Y	QJE	77.000	3.90	-	SSS	-	-	-	99.00%	-	Djcholqy	KDLX	-	159	WYIV+159	-	-
J	RGJ	11.300	4.10	-	CCC-	-	-	-	83.00%	-	Fvhkqbie	DNKN	-	395	HBOW+395	-	-
E	MLN	23.500	9.70	-	AA-	-	-	-	22.00%	-	Hjvpkybo	EASS	-	750	KMMB+750	-	-
U-1-Q	TVJ	30.000	3.90	-	EEE	-	-	-	88.00%	-	Xlqypcif	SLHK	-	159	MEOR+159	-	-

Tranche Comments

U-1-Q: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144P/Cqg X; G-1-Y: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144H/Quz F; S-1-U: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144X/Vku E; K-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144G/Pqh I; T: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144W/Bvy S; B: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Q/Bnn D; J: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144F/Ihw M; E: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144G/Fwz Q; Ycl: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144B/Gvm P;

Deal Comments

Kfj Evll Psjtfth 2.00

Pricing Speed

20% LFV

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2012

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-K	NHV	47.000	4.95	-	L	-	-	-	97.00%	-	Awroyxmd	KWQY	-	255	SMVV+255	-	-
D-F	YXI	97.000	4.80	-	CCC-	-	-	-	22.00%	-	Ohehctti	VBVN	-	415	DEIW+415	-	-
P-F-1Q	AWF	44.000	9.90	-	PPP	-	-	-	82.00%	-	Vmttzwxt	EMVK	-	165	JXQV+165	-	-
Epu	NQD	15.270	-	-	BE	-	-	-	-	-	-	-	-	-	-	-	Retained
A-B	ISH	42.000	4.61	-	WW	-	-	-	32.00%	-	Jjcksudn	PQUJ	-	205	NBXA+205	-	-
D-1Z-Z	JIG	25.000	4.40	-	CCC	-	-	-	29.00%	-	Xxcdreae	CWVP	-	165	DKSS+165	-	-
E-E	MVW	50.000	3.30	-	XX-	-	-	-	30.00%	-	Fmdflhyz	UDVU	-	800	AJSS+800	-	-
N-1 H-H	LKV	76.000	7.50	-	ZZZ	-	-	-	61.00%	-	Nmedrusl	UEAC	-	165	ZZXW+165	-	-
E-C-2L	NKC	29.000	8.20	-	TTT	-	-	-	55.00%	-	Tuqlwial	IBBQ	-	165	ENXK+165	-	-

Tranche Comments

N-1 H-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Uxt H; P-F-1Q: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Psu P; E-C-2L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Maz A; D-1Z-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Lpy E; A-B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Wnk O; P-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Grz Y; D-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Yeg U; E-E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Zku P; Epu: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Rxl B;

Deal Comments

Efzfm. Tso Uxnn Yfpvsnr 2.00

Pricing Speed

20% TMX

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 2004

Mubadala Investment Co PJSC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1WL2	PIL	547.200	8.80	-	YYY	-	-	-	48.00%	-	Krmsxjzk	3qWHQR	-	170	3kSKCE+170	-	-
X-B2	WSF	42.000	6.50	-	ZZ	-	-	-	12.00%	-	Gcybpcey	3mAUMS	-	205	3kEWLH+205	-	-
W-E2	BSB	34.000	3.80	-	KK-	-	-	-	10.00%	-	Jjkylofa	3gPXVZ	-	825	3eKKSZ+806	-	-
O-2Z2	QAR	8.000	2.90	-	SSS	-	-	-	25.00%	-	Guwlwjib	3kCNOJ	-	185	3mIMWJ+185	-	-
O-1TT2	IVH	42.100	9.90	-	BBB	-	-	-	84.00%	-	Yqlhfscg	3pCECH	-	170	3cXIQI+170	-	-
K-P2	GHQ	66.000	8.10	-	QQQ-	-	-	-	33.00%	-	Rxuhyala	3oVOWM	-	465	3kBQGA+465	-	-
Jgy	GUW	51.310	-	-	VL	-	-	-	-	-	-	-	-	-	-	-	Retained
S-T2	BQL	76.000	1.20	-	H	-	-	-	64.00%	-	Rclbbzjz	3lIQNM	-	265	3nSQLH+265	-	-

Tranche Comments

O-1TT2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144T/Arf G; F-1WL2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144E/Rps Y; O-2Z2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144M/Oea Z; X-B2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144E/Zxz H; S-T2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Y/Ebz L; K-P2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144A/Vze I; W-E2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144C/Prh N; Jgy: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144K/Cyb I;

Deal Comments

Yuyuf. Muf-Tuxx Kufxuxz 2.00

Risk Retention

LB - Vlbg PL/LN - Vlb

Pricing Speed

20% JVH

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2024

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	KUZ	63.000	7.92	-	GG-	-	-	-	39.00%	-	Tolqoxha	3cVDAJ	-	735	3fUNAM+735	-	-
T	XAT	48.000	6.59	-	ZZ	-	-	-	52.00%	-	Fbmymsig	3rSSVZ	-	285	3cKDBD+285	-	-
Uzy	VHC	29.000	-	-	HZ	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	IRC	22.000	4.79	-	WWW	-	-	-	49.00%	-	Cxrqthaq	3sMVTQ	-	260	3uJYVL+260	-	-
H-1J	XTX	40.200	9.66	-	JJJ	-	-	-	19.00%	-	Nrzaqcnw	3eXIQU	-	220	3jLALE+220	-	-
B	VLC	40.000	3.50	-	R	-	-	-	10.00%	-	Zhvfekbp	3eBLMB	-	385	3dCUHQ+385	-	-
F	IHC	70.000	8.78	-	FFF-	-	-	-	45.00%	-	Hlwqmqvm	3mTSCJ	-	585	3wWYXB+585	-	-
C-1W	HFC	255.500	8.26	-	RRR	-	-	-	98.00%	-	Uklxzrnd	3xJMLL	-	220	3aXSEF+220	-	-

Tranche Comments

H-1J: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144F/Xov Q; C-1W: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144J/Tnw S; K-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144M/Tum N; T: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144G/Jqf Z; B: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144T/Nft J; F: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Iso D; J: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144J/Jnq N; Uzy: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Acz V;

Deal Comments

Bqq Uttt Qmeyqyo 2.00

Pricing Speed

20% YHQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2010

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	UBB	3.300	5.70	-	RRR	-	-	-	77.20%	-	Avmvhxkz	3xZUSU	-	300	3sMWZB+300	-	-
U	XMS	99.000	4.30	-	FF-	-	-	-	63.00%	-	Drhdpoia	3dTHIJ	-	-	-	-	Retained
F	JQN	34.800	9.50	-	BB	-	-	-	46.00%	-	Twbdviwm	3oPUXX	-	340	3mTVDF+340	-	-
H	ISV	32.000	9.80	-	B	-	-	-	77.00%	-	Rlfqehau	3yDMDT	-	435	3aDOKU+435	-	-
C-1J	TQN	788.000	7.00	-	EEE	-	-	-	49.00%	-	Ixpfvqzv	3uTZYZ	-	245	3sXSVU+245	-	-
C	CFK	21.000	7.50	-	OOO-	-	-	-	87.00%	-	Cmmjfeaz	3zAJNQ	-	660	3bLONG+660	-	-
Xxo	NYR	24.900	-	-	MT	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1J	YUC	34.000	5.00	-	LLL	-	-	-	94.00%	-	Umosiwix	3pYKQQ	-	245	3mSJLO+245	-	-

Tranche Comments

C-1J: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144W/Aku A; C-1J: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144D/Zjo W; R-2: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144X/Zrs G; F: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144E/Aci L; H: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144X/Ger J; C: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144A/Gzi Y; U: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144A/Tjs L; Xxo: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144W/Yrd J;

Deal Comments

Wwm Djgg Oafgwdt 2.00

Risk Retention

JB - Pxqy JJ/JU - Pxq

Pricing Speed

20% WJX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2009

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-X	WKZ	47.000	7.10	-	BBB	-	-	-	57.00%	-	Wmpzezbv	UGUG	-	265	3fQMUV+265	-	-
Hss	HVB	41.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	XYX	10.000	8.10	-	HH-	-	-	-	85.00%	-	Dmoxaerl	MOKW	-	812	3cLPWO+812	-	Retained
E	QEI	90.000	7.20	-	JJJ-	-	-	-	73.00%	-	Gesbkxzn	GPBF	-	700	3fMIKV+700	-	-
C-Z	IXU	502.000	6.70	-	FFF	-	-	-	18.00%	-	Qucamowu	VOSH	-	265	3tLVQA+265	-	-
J	RRM	16.000	9.20	-	UU	-	-	-	25.00%	-	Dkxjvibq	KQSE	-	390	3mHMHL+390	-	-
L	FCN	45.000	1.00	-	L	-	-	-	41.00%	-	Nwelvmto	DMJL	-	490	3jNVCQ+490	-	-

Tranche Comments

E-X: First Pay: 2023-07-21; Redemption: 2025-01-21; C-Z: First Pay: 2023-07-21; Redemption: 2025-01-21; J: First Pay: 2023-07-21; Redemption: 2025-01-21; L: First Pay: 2023-07-21; Redemption: 2025-01-21; E: First Pay: 2023-07-21; Redemption: 2025-01-21; X: First Pay: 2023-07-21; Redemption: 2025-01-21; Hss: First Pay: 2023-07-21; Redemption: 2025-01-21;

Deal Comments

Zwn Vxzz Epjywhi 2.00

Risk Retention

OB - Jpyg AO/OG - Jpy

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2016

SoftBank Group Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N- Z-2	CKZ	79.900	7.50	-	UUU	-	-	-	79.00%	-	Mxxqbkpn	WHDF	-	250	3xYUNM+250	-	-
B	KBM	34.000	6.60	-	FFF-	-	-	-	31.00%	-	Zhpuhvuk	VEUD	-	700	3yLGNF+680	-	-
X	VTF	35.000	6.60	-	Y	-	-	-	22.00%	-	Qhkskyau	PYDG	-	490	3fHLME+490	-	-
D-O-1	XBK	35.000	5.40	-	OOO	-	-	-	20.00%	-	Xyfxwudn	MOBC	-	250	3pTCDD+250	-	-
C-I	CVG	67.100	9.20	-	WWW	-	-	-	96.00%	-	Zkmzi	-	-	250	2.50%	-	-
U	IXC	80.000	5.50	-	MM-	-	-	-	96.00%	-	Lefskzmw	JIGH	-	-	3vHYXE+845	-	Retained
Zoxreb	ALS	10.100	-	-	BI	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-V	EXS	70.000	9.70	-	PPP	-	-	-	84.00%	-	Lnqyeabn	TKZL	-	250	3iSQBZ+250	-	-
U	LZY	84.000	7.20	-	CC	-	-	-	32.00%	-	Qpxqvlzv	KFOF	-	360	3aGUCH+360	-	-

Tranche Comments

C-I: First Pay: 2023-01-15; Redemption: 2024-10-15; D-O-1: First Pay: 2023-01-15; Redemption: 2024-10-15; N- Z-2 : First Pay: 2023-01-15; Redemption: 2024-10-15; Q-V: First Pay: 2023-01-15; Redemption: 2024-10-15; U: First Pay: 2023-01-15; Redemption: 2024-10-15; X: First Pay: 2023-01-15; Redemption: 2024-10-15; B: First Pay: 2023-01-15; Redemption: 2024-10-15; U: First Pay: 2023-01-15; Redemption: 2024-10-15; Zoxreb: First Pay: 2023-01-15; Redemption: 2024-10-15;

Deal Comments

Ojn Gkpp Jxmojjb 2.00

Risk Retention

XR - Zgbd RX/XR - Zgb

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2018