15(R)

Ballyrock CLO (BALLY) 15(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
AK	NNV	25.000	2.20	-	BB	-	-	-	63.00%	-	Hbreatja	EBNS	-	160-165	160	BNEI+160	-	-
DF	QVZ	62.000	56.70	-	MM-	-	-	-	9.00%	-	Gwmuxkoh	GEOH	-	515-535	525	JVMN+525	-	-
Sff	JAL	18.380	-	-	FD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Nhh Qwj	NBD	1.850	-	-	UO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
XY	WTR	93.000	1.40	-	L	-	-	-	16.00%	-	Qykfraku	BDNA	-	175-185	185	VKBK+185	-	-
A1J	RUF	41.000	6.60	-	TTT-	-	-	-	47.00%	-	Sdhwedns	PNSU	-	275-285	285	EYWB+285	-	-
D1B	VPN	472.000	1.60	-	BBB	-	-	-	99.00%	-	Ckmcauxu	ENCT	-	133	133	KJUE+133	-	-
I2U	PHM	88.000	1.80	-	OOO	-	-	-	17.00%	-	Hyqwbhqr	LKKR	-	150-155	155	ZMDG+155	-	-
G2V	QQI	4.000	54.00	-	AAA-	-	-	-	81.00%	-	Drlbheig	WXCW	-	390-400	395	HSVD+395	-	-

Tranche Comments

D1B: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144Y/Cej D; I2U: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144U/Ylp N; AK: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144X/Nbn K; XY: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144T/Pxj V; A1J: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144B/Vzq V; G2V: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144I/Kak S; DF: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144X/Qqs W; Nhh Qwj: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144G/Oze H; Sff: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144X/Cop E;

Deal Comments

Qmgme. Qhb-Rxyy Ymjwhvl 2.00

Pricing Speed

20% QZK

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2011