DBRS Assigns AAA Rating to Fortress Credit Funding (Europe) I Limited

DBRS assigned a rating of AAA to the €300 Million Facility (the Facility) issued by Fortress Credit Funding (Europe) I Limited (Fortress Euro) on December 11, 2008. DBRS has today confirmed the stable trend. The Facility is collateralized by a portfolio of U.S. high-yield corporate loans. The DBRS rating addresses Fortress Euro’s ability to make timely payments of interest and the final payment of principal on the Facility’s legal maturity date.

The assigned rating reflects the following:

(1) The integrity of the transaction structure, including the bankruptcy remoteness of OHA Capital Solutions Financing (Offshore), Ltd.

(2) The adequate credit enhancement.

(3) The Facility’s ability to withstand various cash flow stresses.

The applicable public methodology is Rating Global High-Yield Loan Securitizations, Structured Loans and Tranched Credit Derivatives, which can be found on our website under Methodologies.

This is a Structured Finance rating.