XXXV

Fortress Credit Opportunities CLO (FCO) XXXV

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
F-1	RGW	235.000	5.30	-	EEE	-	-	-	15.00%	-	Ucceerhh	VZLI	-	-	140	NGIS+140	-	410.00000
C-1	FXL	61.000	7.20	-	K	-	-	-	68.20%	-	Xsxqyrss	WILZ	-	-	260	260.00%	-	968.00000
Y-1	RRD	76.000	6.20	-	AA	-	-	-	53.00%	-	Wrkpkwmk	HWBF	-	-	185	WICA+185	-	124.00000
Y-2	ZVS	55.000	1.10	-	OO	-	-	-	85.00%	-	Kvhnm	-	-	-	-	5.43%	5.425%	976.00000
Z-2	ELL	7.220	7.60	-	A	-	-	-	10.60%	-	Yjqud	-	-	-	-	6.075%	6.075%	867.00000
N-2	RID	31.000	5.00	-	PPP	-	-	-	35.00%	-	Wromyxzk	WHHI	-	-	165	GTPT+165	-	708.00000
G	FAS	44.890	7.20	-	XXX-	-	-	-	39.00%	-	Hzjcucto	XGZG	-	-	350	PVSE+350	-	898.00000
Rnz	JPC	225.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144X/Xvj V; N-2: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144F/Ejz M; Y-1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144C/Jdz G; Y-2: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144M/Mow O; C-1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144C/Mnu F; Z-2: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144Z/Kjt G; G: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144H/Qmx E; Rnz: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144N/Bip H;

Deal Comments

Qay Yqaa Abkfang 1.00. Ldb nbqa wqd vidfpbn ka VU$637.45c

Risk Retention

RW - Uku

Pricing Speed

20 LUR