| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS |
| | BALLY 27 (USD 460m) | FMR LLC (dba Fidelity Investments) | | USOA | Jul 19, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | YWZ | 74.000 | - | - | MM | - | - | - | 23.00% | - | Qhibbdji | BCLC | - | 160z | 160 | YMNQ+160 | - | - | | S | FUI | 41.000 | - | - | H | - | - | - | 34.00% | - | Khkyjxcn | WQCP | - | 185-190 | 190 | IMBK+190 | - | - | | R | WBU | 21.000 | - | - | OO- | - | - | - | 5.00% | - | Rjswfyyu | LDPL | - | 545-560 | 545 | NHAV+545 | - | - | | Dfd | ZGM | 62.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | L-1X | UBA | 27.000 | - | - | LLL | - | - | - | 58.00% | - | Qyxymshs | XPTH | - | 145b | 148 | TWYU+148 | - | - | | V-1V | LSE | 921.000 | - | - | SSS | - | - | - | 41.00% | - | Rwbxvfjs | HATE | - | 135 | 135 | WJSO+135 | - | - | | O-1 | PPT | 62.000 | - | - | CCC- | - | - | - | 79.00% | - | Hljbmcmx | LQQO | - | 280-285 | 290 | HAIG+290 | - | - | | C-2 | PQM | 4.000 | - | - | MMM- | - | - | - | 68.00% | - | Oyfvelrx | CZXO | - | 410-415 | 410 | GJQN+410 | - | - |
Tranche Comments V-1V: Redemption: 2026-08-29; Registration: 144I/Uut R;
L-1X: Redemption: 2026-08-29; Registration: 144O/Jvn E;
T-2: Redemption: 2026-08-29; Registration: 144G/Fpy J;
S: Redemption: 2026-08-29; Registration: 144N/Wjp J;
O-1: Redemption: 2026-08-29; Registration: 144Z/Pqn G;
C-2: Redemption: 2026-08-29; Registration: 144D/Het N;
R: Redemption: 2026-08-29; Registration: 144A/Xao H;
Dfd: Redemption: 2026-08-29; Registration: 144Q/Nhc Z; Deal Comments Qow Xxmm Ljbjork 2.00. Poj rjxm axl waljxjr Reinvestment Period (YRS) 3 Reinvestment Period End Date Jul 4, 2007 |
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