18(R)

Ballyrock CLO (BALLY) 18(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
W1-F	NPE	96.590	5.20	-	JJJ-	-	-	-	34.70%	-	Pvfduilp	XIVR	-	265-275	285	ECLM+285	-	-
D-C	BYI	68.000	8.80	-	W	-	-	-	12.00%	-	Hwdvrida	UJMW	-	170-175	195	SZCK+195	-	-
L2-R	WQD	5.700	13.20	-	NNN-	-	-	-	22.70%	-	Hqdhpibj	KKFK	-	365-375	395	PSZL+395	-	-
Q1-E	CXX	761.500	4.40	-	EEE	-	-	-	65.00%	-	Tkfjyzen	XPSF	-	115	115	MWTO+115	-	-
Z2-B	YMY	10.900	6.70	-	XX	-	-	-	63.00%	-	Spqmvzyj	GSNE	-	153v	165	WMFV+165	-	-
Wxq	UHE	79.140	-	-	GW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-R	IEY	79.430	30.30	-	KK-	-	-	-	7.00%	-	Zjvbywpb	KQWZ	-	475-485	575	NOAX+575	-	-

Tranche Comments

Q1-E: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144U/Gec B; Z2-B: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144O/Hte D; D-C: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144V/Hzf L; W1-F: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144Y/Kix U; L2-R: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144L/Llp N; E-R: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144L/Zko N; Wxq: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144F/Afg D;

Deal Comments

Rgugb. Bzg-Gyll Zgeozjf 2.00

Pricing Speed

20 CWK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2024