Ballyrock CLO (BALLY) 29

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
N-1i	HUS	762.000	8.50	-	SSS	-	-	-	42.00%	-	Lmjmvxhx	MDUG	-	132-133	132	QHST+132	-	-
S	UVV	70.000	2.20	-	J	-	-	-	88.00%	-	Juyayhdl	ZHFA	-	185-195	195	XODW+195	-	-
Nmebvj	NQX	94.900	-	-	OA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	BHO	1.000	81.00	-	NNN-	-	-	-	62.00%	-	Rxlddhuz	IPVV	-	400-425	430	SSQX+430	-	-
R-1i	MNT	35.000	2.00	-	UUU	-	-	-	67.00%	-	Qwmpwjpv	AIBP	-	150-155	160	ALTU+160	-	-
M	AZB	14.000	96.90	-	YY-	-	-	-	1.00%	-	Fhvmekwo	KDBM	-	500-525	515	KTYT+515	-	-
L-1	AOP	12.000	5.30	-	ZZZ-	-	-	-	44.00%	-	Ublpaalp	BMDF	-	280-290	290	PKWX+290	-	-
D-2	XPD	81.000	8.60	-	UU	-	-	-	82.00%	-	Hdeyqehu	XBPO	-	165-170	170	SEJN+170	-	-

Tranche Comments

N-1i: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144Y/Vov D; R-1i: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144W/Euc S; D-2: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144H/Eaq J; S: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144Z/Oqb F; L-1: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144Y/Zye D; N-2: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144O/Nrm P; M: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144V/Nhv D; Nmebvj: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144A/Dri V;

Deal Comments

Qpq Ymvv Subjpnh 2.00

Risk Retention

OS - Urf

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 2005