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
O-1-Y	GQM	298.800	9.20	-	GGG	-	-	-	83.00%	-	Fazkezaq	YWPF	-	-	159	HYUC+159	-	-
D	YWC	17.300	6.90	-	PP	-	-	-	63.00%	-	Obhxscnl	ISCT	-	-	190	VKEI+190	-	-
J	MGA	78.800	7.90	-	OOO-	-	-	-	17.00%	-	Qeuvjfbu	XBCG	-	-	395	PZGX+395	-	-
A-1-M	OUO	46.000	7.70	-	HHH	-	-	-	65.00%	-	Pcwfeotj	AEAZ	-	-	159	UTNF+159	-	-
D	RUN	34.900	3.90	-	F	-	-	-	95.00%	-	Vildtoik	AODO	-	-	240	SNUG+240	-	-
Q-2	LXU	21.600	9.00	-	FFF	-	-	-	75.00%	-	Teajkfia	VKLA	-	-	175	YUVW+175	-	-
Q	UXU	48.500	8.60	-	OO-	-	-	-	51.00%	-	Yckhjkro	EXBD	-	-	750	ZZUJ+750	-	-
Fdy	CSN	95.700	-	-	JV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1-D	FEM	53.000	1.80	-	VVV	-	-	-	83.00%	-	Dewxmtrx	AVCM	-	-	159	JYWF+159	-	-

Tranche Comments

A-1-M: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Q/Xvm N; M-1-D: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144Q/Gau A; O-1-Y: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144I/Dsg M; Q-2: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144O/Cdt I; D: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144U/Dna P; D: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144W/Yjk Q; J: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144L/Tfg F; Q: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144M/Hxv G; Fdy: First Pay: 2025-04-15; Redemption: 2026-12-17; Registration: 144D/Fvn P;

Deal Comments

Ajq Jwvv Szwxjqa 2.00

Pricing Speed

20% HUX

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 27, 2014