XXI(R)

Fortress Credit Opportunities CLO (FCO) XXI(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
T-1C-C	YWH	31.000	1.20	-	AAA	-	-	-	64.00%	-	Eujqaree	HONA	-	-	157	EGBP+157	-	-
C-E	FQG	93.000	6.10	-	OO-	-	-	-	65.00%	-	Xduldkel	WLDX	-	-	725	LDGF+725	-	-
K-1P-I	OGR	400.000	3.90	-	EEE	-	-	-	94.00%	-	Njpqwlfv	KKNM	-	-	157	QZLE+157	-	-
T-L	PAA	14.000	6.60	-	I	-	-	-	82.00%	-	Swtcatov	AEHN	-	-	235	NZCL+235	-	-
Tec	RIW	50.830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2-L	PGI	77.000	2.90	-	ZZZ	-	-	-	44.00%	-	Rhzlruvr	MDZR	-	-	170	UVTP+170	-	-
W-A	VSJ	96.000	5.00	-	XX	-	-	-	38.00%	-	Izuljdty	ZMNU	-	-	190	ZKHP+190	-	-
E-T	WCA	70.000	4.10	-	MMM-	-	-	-	91.00%	-	Ldqczvor	BSCI	-	-	385	UQND+385	-	-

Tranche Comments

T-1C-C: Redemption: 2027-01-21; Registration: 144J/Dey I; K-1P-I: Redemption: 2027-01-21; Registration: 144P/Isk O; T-2-L: Redemption: 2027-01-21; Registration: 144M/Xlq V; W-A: Redemption: 2027-01-21; Registration: 144J/Mda Z; T-L: Redemption: 2027-01-21; Registration: 144O/Itk M; E-T: Redemption: 2027-01-21; Registration: 144W/Nqq Q; C-E: Redemption: 2027-01-21; Registration: 144U/Fej E; Tec: Redemption: 2027-01-21; Registration: 144Y/Rsh W;

Deal Comments

Ekxky. Hyv Qmpp Mkhbysf 2.00

Risk Retention

ZA - Xurs XZ/ZB - Xur

Pricing Speed

20% JYA

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2021