VI(R)

Fortress Credit Opportunities CLO (FCO) VI(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Mubadala Investment Co PJSC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Twr	NXJ	78.700	-	-	KL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1ZZ2	CAK	94.200	3.70	-	UUU	-	-	-	35.00%	-	Pppvhywm	3bJBIR	-	-	170	3vLQEC+170	-	-
Z-Z2	UJA	16.000	4.50	-	JJ-	-	-	-	69.00%	-	Imypkirp	3eGXVJ	-	-	825	3wKDUA+806	-	-
N-1JR2	BKY	858.100	4.80	-	EEE	-	-	-	64.00%	-	Qljjqieg	3sDZEC	-	-	170	3pYABJ+170	-	-
A-E2	KPQ	22.000	6.10	-	I	-	-	-	27.00%	-	Ymqafdsd	3mKYWJ	-	-	265	3bMWMV+265	-	-
A-2L2	VCR	3.000	6.30	-	TTT	-	-	-	84.00%	-	Kupyapbz	3rMIBW	-	-	185	3qIZCV+185	-	-
P-F2	PAY	22.000	2.90	-	LL	-	-	-	93.00%	-	Iwvwyomm	3tYUHE	-	-	205	3mSDZQ+205	-	-
H-Z2	GNS	18.000	5.90	-	QQQ-	-	-	-	92.00%	-	Evpmqrbc	3vAMHE	-	-	465	3gKSKS+465	-	-

Tranche Comments

D-1ZZ2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144X/Vfa S; N-1JR2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144U/Uyr I; A-2L2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Y/Xpg R; P-F2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144E/Chq G; A-E2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144I/Qhw P; H-Z2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Q/Phd D; Z-Z2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144U/Zli L; Twr: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144T/Lfk Q;

Deal Comments

Gpfpe. Yqb-Fmjj Npsfqju 2.00

Risk Retention

WF - Hvvq XW/WA - Hvv

Pricing Speed

20% SHQ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 2003