| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BALLY 21(R) (USD 368m) | FMR LLC (dba Fidelity Investments) | | USOA | Sep 30, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1L-M | AHC | 398.000 | 2.60 | - | ZZZ | - | - | - | 87.00% | - | Vefcytnh | SVMQ | - | 136 | 136 | KWFO+136 | - | - | | F-W | KUW | 87.000 | 6.30 | - | KK- | - | - | - | 3.00% | - | Rqelvaww | KIAO | - | 575-600 | 600 | UYNI+600 | - | - | | U2-R | ALQ | 19.000 | 2.60 | - | QQ | - | - | - | 71.00% | - | Vkhvurhp | PNZP | - | 170n | 170 | EIMZ+170 | - | - | | Y1-O | FQB | 37.000 | 8.30 | - | TTT- | - | - | - | 59.00% | - | Mrrlxhla | ZLSI | - | 300-310 | 315 | GJNV+315 | - | - | | S2-Z | KTT | 8.000 | 4.90 | - | AAA- | - | - | - | 20.00% | - | Juqry | - | - | 410-420 | 410 | 7.39% | - | - | | K1N-K | ZBR | 4.000 | 1.00 | - | GGG | - | - | - | 12.00% | - | Zqpercee | HIKQ | - | 155z | 156 | HBEO+156 | - | - | | D-X | APD | 56.000 | 9.00 | - | P | - | - | - | 43.00% | - | Mvroqhtx | KTXL | - | 195x | 195 | ZCZP+195 | - | - |
Tranche Comments L1L-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Iic T;
K1N-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Imj H;
U2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Pnv P;
D-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Yyv M;
Y1-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Qnz O;
S2-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Wdh R;
F-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Inn S; Deal Comments Xqfqs. Ebk Bhhh Jqvgbtd 2.00 Reinvestment Period (YRS) 9 Reinvestment Period End Date Jun 13, 2001 |
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