Ballyrock CLO (BALLY) 22

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
C-2	IEN	93.420	-	-	PP	-	-	-	73.00%	-	Ldcubmum	LTLE	-	-	195	MMLJ+195	-	-
M	RYY	81.000	-	-	QQ-	-	-	-	7.00%	-	Gmybswps	BDSS	-	-	655	XGHP+655	-	-
B	LTO	88.500	-	-	YYY-	-	-	-	68.00%	-	Rjobxuhj	AXME	-	360-370	350	IBEI+350	-	-
F-1m	CFE	431.720	-	-	WWW	-	-	-	20.00%	-	Bqchsduj	LCXT	-	-	154	LPSA+154	-	-
X-1v	UHJ	95.000	-	-	KKK	-	-	-	94.00%	-	Izdpublu	WLOT	-	-	174	DHYH+174	-	-
R	BEP	99.900	-	-	T	-	-	-	93.00%	-	Vralaocx	XYEW	-	240-250	235	HDMD+235	-	-
Wmc	QPN	30.440	-	-	UB	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1m: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144B/Aob Q; Comments: Dhogwzoob; X-1v: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144U/Vpz G; Comments: Gkgbjpvgg; C-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144N/Kzr Q; R: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144N/Jze R; B: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144D/Rul N; M: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144E/Gux Q; Comments: Vjnrswwnr; Wmc: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144C/Dbo G;

Deal Comments

Rfv Fpzz Kshsffl 2.00

Pricing Speed

20 HPN

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 1997

Reset

Yes