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
Y	GSL	56.939	8.20	-	SSS-	LLL-	70.00%	-	Rrrukvmx	3sJp	370-385	-	385	3lBu+374	-	20.58000
Q	YQI	19.947	5.00	-	OO-	DD-	7.20%	-	Gzfzcrro	3xSf	650-675	-	675	3tAk+667	-	31.80000
T2	FFP	62.000	-	-	GG	DD	-	-	Ywsjo	PCL	-	-	-	5.250%	5.250%	778.00000
Rvx	WAU	32.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1	AYV	49.100	3.30	-	LL	AA	27.00%	-	Ljmpwyse	3cZn	200-210	-	230	3jTe+230	-	273.00000
K	NBZ	68.837	8.20	-	U-	L-	2.50%	-	Vmevyccm	3eLk	-	-	985	3fIi+899	-	61.00000
T	GHY	63.132	6.00	-	K	R	51.78%	-	Wxepkmww	3pUt	240-250	-	265	3zVl+265	-	982.00000
E	TDL	750.000	6.70	-	XXX	VVV	60.00%	-	Kmukztdb	3hLg	-	-	145	3fNs+145	-	967.00000

Tranche Comments

E: Redemption: 2026-12-11; Registration: 144Y/Uxu E; N1: Redemption: 2026-12-11; Registration: 144E/Hcw J; T2: Redemption: 2026-12-11; Registration: 144O/Jbb B; T: Redemption: 2026-12-11; Registration: 144M/Edc M; Y: Redemption: 2026-12-11; Registration: 144H/Pnp S; Q: Redemption: 2026-12-11; Registration: 144M/Xmy L; K: Redemption: 2026-12-11; Registration: 144Q/Urq R; Rvx: Redemption: 2026-12-11; Registration: 144L/Umu T;

Deal Comments

Ivk Icaa Bksnvqj 2.00. Vak qkca icd gxdnxkq ssvm XQQ406.2m ov XQQ456.25m

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Sep 13, 1999

Reset

Yes

WAL Test Period (YRS)

9.5