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
S-2	RIE	6.000	89.00	-	GGG-	-	-	-	67.00%	-	Ufsjwypk	HHHL	-	400-425	430	BUMD+430	-	-
Ysndzh	FWR	57.300	-	-	WP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2	KLI	42.000	5.10	-	ZZ	-	-	-	57.00%	-	Tfkprzoz	MGAR	-	165-170	170	PAMG+170	-	-
V-1d	AGK	845.000	6.40	-	JJJ	-	-	-	58.00%	-	Zephrmnx	JLLJ	-	132-133	132	JZBN+132	-	-
V	BJU	18.000	92.90	-	II-	-	-	-	3.00%	-	Fzvjhchl	PJKS	-	500-525	515	PWKU+515	-	-
D-1	XRI	50.000	1.50	-	LLL-	-	-	-	64.00%	-	Sdyfosno	MQGO	-	280-290	290	ZEBS+290	-	-
H-1y	XUE	90.000	2.00	-	YYY	-	-	-	29.00%	-	Ajhfjouk	XCSF	-	150-155	160	HLEB+160	-	-
O	QWV	32.000	6.10	-	Z	-	-	-	64.00%	-	Irvycmlo	GBWY	-	185-195	195	NWDF+195	-	-

Tranche Comments

V-1d: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144J/Mzc P; H-1y: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144V/Fpe Z; E-2: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144E/Wrd T; O: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144D/Vlp T; D-1: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144G/Mcu E; S-2: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144G/Unz O; V: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144J/Lnl G; Ysndzh: First Pay: 2026-01-25; Redemption: 2027-07-17; Registration: 144H/Goq H;

Deal Comments

Zoy Ragg Fzwcokd 2.00

Risk Retention

CC - Yja

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2004