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
J1-V	CEP	89.160	2.40	-	MMM-	-	-	-	64.30%	-	Dpwemctv	UNLV	-	265-275	285	UNZQ+285	-	-
Z2-O	MNO	83.700	4.70	-	CC	-	-	-	55.00%	-	Rhbluawz	JYEX	-	153w	165	GAJZ+165	-	-
H-B	CEU	32.000	9.80	-	D	-	-	-	65.00%	-	Uurdplwp	AGVY	-	170-175	195	XKPX+195	-	-
K-A	EQQ	49.430	55.50	-	YY-	-	-	-	2.00%	-	Qwyqmjcl	JPPE	-	475-485	575	ZQDX+575	-	-
V1-H	RUE	782.500	1.70	-	OOO	-	-	-	57.00%	-	Eefxacnk	YAXP	-	115	115	EHQS+115	-	-
C2-C	JAR	6.800	51.30	-	SSS-	-	-	-	79.30%	-	Zvobeiru	SGJG	-	365-375	395	QYNM+395	-	-
Cph	UHK	95.120	-	-	ZA	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V1-H: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144O/Fll A; Z2-O: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144J/Zim P; H-B: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144H/Wrw K; J1-V: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144F/Hqu V; C2-C: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144L/Eho P; K-A: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144A/Boa U; Cph: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144N/Cku U;

Deal Comments

Kcpcj. Rzv-Eacc Pcxpzen 2.00

Pricing Speed

20 MZU

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2009

Reset

Yes