XXV

Fortress Credit Opportunities CLO (FCO) XXV

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-1-T	KCX	503.100	9.60	-	QQQ	-	-	-	84.00%	-	Lexyhhle	GOOH	-	-	159	MXKJ+159	-	-
F	ISS	83.700	6.30	-	GGG-	-	-	-	22.00%	-	Xfblroee	VAYL	-	-	395	UYSM+395	-	-
Iom	QWI	84.900	-	-	AL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	JAM	64.100	1.30	-	RR-	-	-	-	78.00%	-	Znwjfesn	TGSQ	-	-	750	TTZG+750	-	-
Z	KMR	44.300	3.70	-	B	-	-	-	30.00%	-	Szmmbjux	SJNO	-	-	240	VSVZ+240	-	-
W-1-J	MOP	32.000	3.10	-	BBB	-	-	-	74.00%	-	Flzjyobp	UYOF	-	-	159	TTDM+159	-	-
H-1-R	AFZ	93.000	5.50	-	LLL	-	-	-	85.00%	-	Rbfdtrdm	GSJC	-	-	159	JJWU+159	-	-
V-2	UUC	93.600	3.00	-	VVV	-	-	-	94.00%	-	Sxkyyelb	IHME	-	-	175	VBDH+175	-	-
V	HQN	55.800	8.30	-	TT	-	-	-	24.00%	-	Kkdfyuwn	NWEX	-	-	190	ZHIJ+190	-	-

Tranche Comments

W-1-J: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144X/Kck N; H-1-R: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Q/Lbh I; J-1-T: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144B/Bay I; V-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144T/Cms N; V: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144D/Lpn B; Z: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144K/Ezr D; F: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144O/Qoa X; T: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144M/Hoi N; Iom: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144T/Nut O;

Deal Comments

Ahq Enzz Ljgzhfx 2.00

Pricing Speed

20% CEU

Reinvestment Period (YRS)

Reinvestment Period End Date

May 30, 2017