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
Lnbpkg	MHN	45.900	-	-	MG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1g	AHE	309.000	1.20	-	PPP	-	-	-	48.00%	-	Hxxdavjq	POLD	-	132-133	132	ZOCJ+132	-	-
Y	GAC	82.000	87.20	-	XX-	-	-	-	3.00%	-	Wbuutplo	SDYF	-	500-525	515	UGUC+515	-	-
N-1j	NGF	28.000	8.00	-	JJJ	-	-	-	47.00%	-	Mphjhznj	YDHW	-	150-155	160	CZYL+160	-	-
J	ULR	41.000	6.50	-	B	-	-	-	81.00%	-	Cwydtszn	PWCK	-	185-195	195	NJIA+195	-	-
M-1	KUP	74.000	5.50	-	NNN-	-	-	-	21.00%	-	Oyoqmfyy	NEAH	-	280-290	290	VBDW+290	-	-
S-2	XMW	4.000	57.00	-	HHH-	-	-	-	45.00%	-	Cxvrvfol	VCFC	-	400-425	430	JOKK+430	-	-
D-2	FJK	41.000	6.90	-	DD	-	-	-	57.00%	-	Trjsjqoh	TZJQ	-	165-170	170	YCMC+170	-	-

Tranche Comments

Z-1g: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144F/Jtx Q; N-1j: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144T/Ukg H; D-2: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144G/Bdd U; J: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144Y/Jox Q; M-1: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144T/Trh K; S-2: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144H/Gfo A; Y: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144O/Lss H; Lnbpkg: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144H/Njx S;

Deal Comments

Jhj Svbb Gwkhhoa 2.00

Risk Retention

PR - Dnq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2004