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
J-V2	IRR	71.000	3.50	-	FF	-	-	-	34.00%	-	Thzqviww	3pKUDV	-	-	205	3uBNHF+205	-	-
Jzf	PXT	59.810	-	-	OX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-D2	QWR	82.000	4.40	-	DD-	-	-	-	11.00%	-	Vpwypvmo	3yEUMO	-	-	825	3sGNFU+806	-	-
Z-W2	XIT	99.000	9.10	-	AAA-	-	-	-	88.00%	-	Vshetrek	3pZNDN	-	-	465	3mNEZW+465	-	-
M-1JA2	KIT	256.900	8.50	-	HHH	-	-	-	48.00%	-	Nqfdnpcn	3iGJOJ	-	-	170	3yYBWA+170	-	-
U-C2	JJT	32.000	5.90	-	X	-	-	-	57.00%	-	Sdqqetvx	3nJQZL	-	-	265	3pZDPE+265	-	-
Z-2J2	LRM	2.000	6.40	-	WWW	-	-	-	15.00%	-	Fhoevfci	3rGIXQ	-	-	185	3zVOTE+185	-	-
Z-1JJ2	RPC	34.400	8.40	-	TTT	-	-	-	81.00%	-	Kzpdwtmx	3cMKBX	-	-	170	3vBPNN+170	-	-

Tranche Comments

Z-1JJ2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144X/Lww A; M-1JA2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144Y/Isz U; Z-2J2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144L/Kvh G; J-V2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144L/Kuo Q; U-C2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144V/Qje N; Z-W2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144I/Bwd K; F-D2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144I/Asf K; Jzf: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144H/Via I;

Deal Comments

Mfqff. Lhe-Qncc Lfsehsk 2.00

Risk Retention

RQ - Mgqu NR/RD - Mgq

Pricing Speed

20% LNE

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2013