XXXI

Fortress Credit Opportunities CLO (FCO) XXXI

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
Q-2	TBR	93.000	1.70	-	PPP	-	-	-	91.00%	-	Ozerydhq	HIQV	-	170	175	ZBYK+175	-	-
P	EEN	88.000	4.90	-	RR	-	-	-	78.00%	-	Weohbiyl	VBDT	-	180	190	GDXF+190	-	-
Nnf	CGD	44.100	-	-	PS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	WBO	41.000	1.70	-	ZZZ-	-	-	-	96.00%	-	Owsbmkwy	KXCU	-	375	230	YZBB+230	-	-
A-1	YAH	280.000	8.10	-	QQQ	-	-	-	91.00%	-	Kuuxziyg	TSNZ	-	145	150	JGQK+150	-	-
S	LUS	69.000	7.40	-	G	-	-	-	74.10%	-	Tffqxeqp	ZSOF	-	230	270	YZIU+270	-	-

Tranche Comments

A-1: Redemption: 2026-05-08; Registration: 144C/Imx C; Q-2: Redemption: 2026-05-08; Registration: 144C/Xkw U; P: Redemption: 2026-05-08; Registration: 144O/Zet R; S: Redemption: 2026-05-08; Registration: 144V/Vle E; D: Redemption: 2026-05-08; Registration: 144O/Bjb O; Nnf: Redemption: 2026-05-08; Registration: 144A/Ejn Z;

Deal Comments

Ejx Okqq Wptfjmz 1.00

Risk Retention

PU/UP - Pxl

Pricing Speed

20% FHV