Ballyrock CLO (BALLY) 30

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
T-1T	AZJ	677.000	-	-	TTT	-	-	-	17.00%	-	Lkdzwjxc	ZWFU	-	-	130	YQBA+130	-	-
R	NKJ	68.000	-	-	G	-	-	-	44.00%	-	Upwluqmy	YHWD	-	-	185	ADCY+185	-	-
Z-1	PPM	43.000	-	-	GGG	-	-	-	81.00%	-	Ewbbcsxx	PCDH	-	-	285	GLDP+285	-	-
Tzz	CWL	11.780	-	-	TJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1X	VNE	12.000	-	-	WWW	-	-	-	88.00%	-	Eusfqixu	KLZC	-	-	150	PWVN+150	-	-
I-2	FVZ	3.000	-	-	JJJ-	-	-	-	39.00%	-	Xkrmbmof	WVPH	-	-	405	GIBN+405	-	-
D-2	KNB	51.000	-	-	DD	-	-	-	70.00%	-	Szbkhkvf	UYSW	-	-	165	WLWO+165	-	-
A	CEG	38.000	-	-	ZZ-	-	-	-	2.00%	-	Zyrzaqsd	EQOP	-	-	490	YUPL+490	-	-

Tranche Comments

T-1T: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144B/Oqn O; H-1X: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144G/Wet R; D-2: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144N/Zvb I; R: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144V/Vnc O; Z-1: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144U/Oll E; I-2: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144Z/Oar P; A: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144D/Yej F; Tzz: First Pay: 2026-01-25; Redemption: 2027-09-04; Registration: 144K/Vee X;

Deal Comments

Duo-Zguu Dzozuab 2.00

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Feb 22, 2008

Refinancing

Yes