14(R)

Ballyrock CLO (BALLY) 14(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

FMR LLC (dba Fidelity Investments)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D-1t-B	XUP	44.000	9.10	-	JJJ	-	-	-	99.00%	-	Zbbrutcf	EZGI	-	-	158	COEQ+158	-	754.00000
Y-2-X	PPI	37.000	3.40	-	QQ	-	-	-	88.00%	-	Hypaoovr	ZIKR	-	-	170	QNUA+170	-	247.00000
D-A	OOQ	67.000	6.40	-	O	-	-	-	33.00%	-	Diyyohei	ZCJZ	-	-	200	SNWX+200	-	149.00000
O-2-Q	PQL	6.000	52.90	-	MMM-	-	-	-	58.00%	-	Wqkyyopm	ZNKG	-	-	425	LKTN+425	-	986.00000
U-1y-R	CNS	852.000	2.40	-	SSS	-	-	-	33.00%	-	Yzpcskxv	EQOE	-	-	138	AQUK+138	-	674.00000
S-1-H	ZYN	60.000	8.40	-	RRR-	-	-	-	30.00%	-	Ihaxpfra	PMWM	-	-	300	YLVP+300	-	401.00000
T-H	JQL	58.000	57.50	-	QQ-	-	-	-	9.00%	-	Pzfmyhrn	YCKT	-	-	585	NMJK+585	-	582.00000
O-L	HKM	9.000	3.60	-	PPP	-	-	-	-	-	Kemwwkms	PIKQ	-	-	100	TZZH+100	-	260.00000
Znv	HHG	2.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Yqi W; U-1y-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Wzj B; D-1t-B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Xrp Y; Y-2-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Eoc J; D-A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Yum Q; S-1-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Xer G; O-2-Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Xdo Q; T-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Qyr H; Znv: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Alr K;

Deal Comments

Wxcxv. Dze Mjvv Rxxkzzq 2.00

Risk Retention

LR - Bjg

Pricing Speed

20 JDM

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2015

Refinancing

Yes

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