XIX(R)

Fortress Credit Opportunities CLO (FCO) XIX(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-B	EUC	95.000	7.48	-	WW-	-	-	-	36.00%	-	Wdveoytb	CPTV	800o	-	800	JGQB+800	-	-
J-B-2P	AFJ	63.000	4.90	-	ZZZ	-	-	-	12.00%	-	Jdxmltuu	LYZN	-	-	165	MPLH+165	-	-
N-L	TNL	53.000	5.85	-	M	-	-	-	12.00%	-	Hypajtlg	LLYF	245-250	-	255	EYNI+255	-	-
Y-M	BFK	49.000	3.20	-	GGG-	-	-	-	48.00%	-	Trdbmewr	LHZE	425-450	-	415	QOAP+415	-	-
J-1 N-N	QLD	18.000	2.80	-	ZZZ	-	-	-	19.00%	-	Fawxuahs	IMPD	-	-	165	XONA+165	-	-
T-G-1C	KNO	27.000	6.50	-	QQQ	-	-	-	49.00%	-	Thmobqni	SUHJ	-	-	165	WSWB+165	-	-
H-Y	EPV	30.000	2.83	-	CC	-	-	-	30.00%	-	Mdzscdhc	EBDW	195-200	-	205	YGAY+205	-	-
E-1G-O	WIB	16.000	8.30	-	TTT	-	-	-	60.00%	-	Txccyjvq	EKFN	-	-	165	DUER+165	-	-
Nwn	UHW	28.780	-	-	FB	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1 N-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Gkm I; T-G-1C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Gyo Q; J-B-2P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Nyw S; E-1G-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Ksm R; H-Y: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Ppg O; N-L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Cdl T; Y-M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Yyi O; P-B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Xdz S; Nwn: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Izj Y;

Deal Comments

Kxhxk. Mjp Vwoo Uxeujiv 2.00

Pricing Speed

20% FZS

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2002