| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BALLY 15(R) (USD 368m) | FMR LLC (dba Fidelity Investments) | | USOA | Dec 19, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2Y | VCF | 33.000 | 1.70 | - | UUU | - | - | - | 25.00% | - | Fjshywyv | DWJI | - | 150-155 | 155 | YTTZ+155 | - | - | | L1R | WTJ | 80.000 | 3.80 | - | TTT- | - | - | - | 86.00% | - | Jthfdctj | DWSK | - | 275-285 | 285 | TXXB+285 | - | - | | I2S | USX | 5.000 | 81.00 | - | QQQ- | - | - | - | 98.00% | - | Nlkkjwkf | CMVM | - | 390-400 | 395 | SWZO+395 | - | - | | F1F | ZGF | 845.000 | 8.80 | - | QQQ | - | - | - | 52.00% | - | Fxbsakwf | VIKU | - | 133 | 133 | VHUC+133 | - | - | | PE | AEO | 90.000 | 9.80 | - | UU | - | - | - | 62.00% | - | Gvmapdnw | EDMW | - | 160-165 | 160 | YKKT+160 | - | - | | AX | FWL | 47.000 | 3.80 | - | Q | - | - | - | 38.00% | - | Rhvavibd | VCUJ | - | 175-185 | 185 | WMVH+185 | - | - | | FD | PPZ | 48.000 | 51.50 | - | YY- | - | - | - | 9.00% | - | Hdwckouo | ZUAM | - | 515-535 | 525 | YUGW+525 | - | - | | Vtt Jfq | YWQ | 7.430 | - | - | PD | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Olj | XZL | 53.350 | - | - | OT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments F1F: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144Z/Mly I;
T2Y: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144A/Laz X;
PE: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144O/Mew L;
AX: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144W/Uiz V;
L1R: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144Y/Kav D;
I2S: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144U/Vdu W;
FD: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144U/Jxn X;
Vtt Jfq: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144N/Xwf P;
Olj: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144D/Dzi F; Deal Comments Dzjzc. Jxg-Mhnn Vzkuxuo 2.00 Reinvestment Period (YRS) 7 Reinvestment Period End Date Sep 26, 2026 |
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