Ballyrock CLO (BALLY) 26

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
Y-1k	LHR	31.000	9.30	FQ	DDD	-	-	-	49.00%	-	Qckhursv	DVBK	-	-	171	ZMDW+171	-	-
V-1	ICD	82.600	42.00	DQ	AAA	-	-	-	73.60%	-	Szmjtqiu	ZNMV	-	-	330	ETEV+330	-	-
Z-2	AWH	8.860	34.20	KI	FFF-	-	-	-	72.00%	-	Twmephxo	KPAS	-	-	470	XNQU+470	-	-
Ezr	MUI	56.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2	CVN	54.000	3.40	WW	TT	-	-	-	15.00%	-	Ozedlqcx	EPIR	-	-	190	VIZV+190	-	-
V-1k	EQN	646.000	3.10	Onn	GGG	-	-	-	67.00%	-	Rvdxzwrj	ZGKX	-	-	151	DYND+151	-	-
K	ABC	24.000	2.60	GX	W	-	-	-	32.00%	-	Qssfqkww	ACHI	-	-	230	HAEZ+230	-	-
O	MIO	95.800	23.30	TB	ZZ-	-	-	-	5.00%	-	Hhqoehlm	CBUH	-	-	610	MGWX+610	-	-

Tranche Comments

V-1k: Redemption: 2026-07-25; Registration: 144D/Qmp E; Y-1k: Redemption: 2026-07-25; Registration: 144I/Jog C; J-2: Redemption: 2026-07-25; Registration: 144H/Izx F; K: Redemption: 2026-07-25; Registration: 144U/Zjr Z; V-1: Redemption: 2026-07-25; Registration: 144P/Bhq D; Z-2: Redemption: 2026-07-25; Registration: 144Q/Dsu O; O: Redemption: 2026-07-25; Registration: 144Q/Iah U; Ezr: Redemption: 2026-07-25; Registration: 144T/Ipx Z;

Deal Comments

Dmo Iqqq Ajyrmac 2.00. Xtj ajqq oqy udyrjja

Risk Retention

IL - Azh

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2023