25(R)

Ballyrock CLO (BALLY) 25(R)

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
P-S	KVG	96.400	-	-	TT-	-	-	-	6.00%	-	Fqbovfqs	YAKH	-	-	480	LAEX+480	-	410.00000
O-2-X	RHN	7.500	-	-	BBB-	-	-	-	93.00%	-	Hbbseuex	JLHI	-	-	375	CDOT+375	-	302.00000
Zbfuio	IXM	96.000	-	-	FO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1r-W	WTB	13.570	-	-	OOO	-	-	-	67.30%	-	Csvpcyla	JHLW	-	-	142	EDUJ+142	-	850.00000
S-1-E	MEM	84.000	-	-	CCC-	-	-	-	21.00%	-	Jxjzvime	XYBX	-	-	260	ZNNV+260	-	654.00000
K-2-F	PFL	75.800	-	-	CC	-	-	-	49.00%	-	Jkkdwpku	HODM	-	-	150	MXCR+150	-	972.00000
A-1y-O	EHE	126.000	-	-	YYY	-	-	-	98.00%	-	Azoqrkvc	UTZH	-	-	118	DNAA+118	-	146.00000
E-V	EFT	71.000	-	-	R	-	-	-	38.00%	-	Ldqshimh	VCHU	-	-	175	PNXK+175	-	430.00000

Tranche Comments

A-1y-O: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144O/Wyf D; G-1r-W: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144W/Pnu S; K-2-F: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Tye T; E-V: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Jmw T; S-1-E: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144X/Veb I; O-2-X: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144P/Wio H; P-S: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144T/Kzj E; Zbfuio: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144F/Xko P;

Deal Comments

Dbzbe. Rqy Gnnn Fbnnqfo 1.97

Reinvestment Period (YRS)

1.91

Reinvestment Period End Date

Sep 30, 2006