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
P-H2	PAC	96.000	9.70	-	QQQ-	-	-	-	87.00%	-	Ocbmxkni	3mTUFU	-	-	465	3nLUOY+465	-	-
Vsz	VLS	91.640	-	-	MX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1UU2	HYW	60.800	9.90	-	QQQ	-	-	-	99.00%	-	Rfsemlap	3cPJKT	-	-	170	3sGXTR+170	-	-
N-1GZ2	MTR	317.400	8.60	-	DDD	-	-	-	31.00%	-	Ufoojrvq	3jCEWR	-	-	170	3pWLVV+170	-	-
Y-D2	MQY	60.000	9.20	-	AA	-	-	-	90.00%	-	Wkrxdyda	3uLEEI	-	-	205	3tPTFY+205	-	-
Y-2U2	AFK	2.000	5.60	-	RRR	-	-	-	42.00%	-	Dkjmjqrl	3bQXCO	-	-	185	3yGMUH+185	-	-
K-I2	VRL	76.000	7.30	-	R	-	-	-	72.00%	-	Abqwkhjs	3sLYSH	-	-	265	3rPGQY+265	-	-
L-A2	EJY	15.000	1.80	-	LL-	-	-	-	46.00%	-	Mjvqxued	3aSYPR	-	-	825	3dEJYS+806	-	-

Tranche Comments

T-1UU2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144J/Xde Q; N-1GZ2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144J/Ehy V; Y-2U2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144L/Tyu W; Y-D2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144L/Xdu C; K-I2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144X/Gfa F; P-H2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144L/Ypb R; L-A2: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144H/Mex V; Vsz: First Pay: 2025-01-10; Redemption: 2026-09-12; Registration: 144D/Rvq H;

Deal Comments

Fxpxg. Zch-Wzaa Lxxbcmq 2.00

Risk Retention

QG - Ajcu UQ/QW - Ajc

Pricing Speed

20% LBL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2025