Fortress Credit Europe BSL DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Mubadala Investment Co PJSC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L2	JHO	35.000	-	-	EE	BB	-	-	Xatyf	VRY	-	-	-	5.250%	5.250%	211.00000
A	SWE	69.122	3.20	-	AAA-	BBB-	21.00%	-	Kjsdcamq	3qCn	370-385	-	385	3vXo+374	-	70.61000
U	WDK	43.703	3.00	-	HH-	UU-	9.84%	-	Lzmmosrw	3bOr	650-675	-	675	3eYz+667	-	59.40000
C	YCV	60.762	7.80	-	I-	F-	4.30%	-	Pkwofojb	3yBm	-	-	985	3hBz+899	-	46.00000
Dji	DTX	26.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L1	BOD	94.800	8.80	-	CC	II	83.00%	-	Fqebfsva	3rPx	200-210	-	230	3vDi+230	-	636.00000
P	HAN	538.000	3.40	-	FFF	JJJ	19.00%	-	Xukdwsuj	3fDl	-	-	145	3bJs+145	-	593.00000
N	IEZ	86.734	9.00	-	M	G	48.36%	-	Txxxhdkm	3sXm	240-250	-	265	3eKp+265	-	813.00000

Tranche Comments

P: Redemption: 2026-12-11; Registration: 144Q/Uul G; L1: Redemption: 2026-12-11; Registration: 144O/Kmb V; L2: Redemption: 2026-12-11; Registration: 144Q/Btz Z; N: Redemption: 2026-12-11; Registration: 144I/Pbp S; A: Redemption: 2026-12-11; Registration: 144Z/Hdq M; U: Redemption: 2026-12-11; Registration: 144N/Dll L; C: Redemption: 2026-12-11; Registration: 144N/Aag H; Dji: Redemption: 2026-12-11; Registration: 144C/Pyf M;

Deal Comments

Yjo Swdd Myndjlx 2.00. Mdy lywd rwn uwndnyl enjf XMJ406.2f wj XMJ456.25f

Reinvestment Period (YRS)

1.3

Reinvestment Period End Date

Jul 26, 2019

WAL Test Period (YRS)

9.2