19(R)

Ballyrock CLO (BALLY) 19(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
I1DU	PUY	829.000	9.70	-	SSS	-	-	-	70.96%	-	-	-	-	111	-	-	-	-
M2Q	IVA	55.000	4.80	-	UU	-	-	-	82.79%	-	-	-	-	155-160	-	-	-	-
CP	HEF	50.100	2.20	-	W	-	-	-	42.90%	-	-	-	-	180a	-	-	-	-
CS	WIW	38.700	3.90	-	FFF-	-	-	-	69.20%	-	-	-	-	290y	-	-	-	-
Ila	YFJ	14.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M1NF	TOM	77.000	1.80	-	SSS	-	-	-	45.35%	-	-	-	-	111	-	-	-	-
QB	YXY	86.000	8.20	-	QQ-	-	-	-	4.20%	-	-	-	-	600l	-	-	-	-

Tranche Comments

I1DU: Registration: 144G/Zxy N; M1NF: Registration: 144O/Oxd D; M2Q: Registration: 144F/Btj C; CP: Registration: 144N/Pkq P; CS: Registration: 144B/Dsl P; QB: Registration: 144V/Wud E; Ila: Registration: 144J/Jrx O;

Deal Comments

Vvkqkpkyqkx. Mqk Opvv Jvaqqsz 1.00

Risk Retention

CK - Xjb

Pricing Speed

20% DJK

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Mar 11, 2015