XXXVII

Fortress Credit Opportunities CLO (FCO) XXXVII

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
Y	ZUP	76.000	8.60	-	Y+	-	-	-	72.80%	-	Zuowhysp	KOLG	-	-	260	HOSE+260	-	817.00000
O	UVM	99.000	3.40	-	RRR-	-	-	-	69.00%	-	Epycelya	TVYZ	-	-	350	HQKQ+350	-	864.00000
H	ACW	205.000	4.10	-	PP	-	-	-	14.00%	-	Mykhoedf	WWBD	-	-	153	SSGL+153	-	528.00000
Gly	VRB	560.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2026-01-20; Redemption: 2026-08-07; Registration: 144J/Iuh G; Y: First Pay: 2026-01-20; Redemption: 2026-08-07; Registration: 144L/Rmk R; O: First Pay: 2026-01-20; Redemption: 2026-08-07; Registration: 144U/Ziw J; Gly: First Pay: 2026-01-20; Redemption: 2026-08-07; Registration: 144K/Qjt D;

Deal Comments

Est Dvnn Chansgu 1.00

Risk Retention

SL - Sbs

Pricing Speed

20GXA