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
Y-1g-E	EXP	341.000	-	-	HHH	-	-	-	61.00%	-	Powkjofw	BLWR	-	-	118	AJCY+118	-	447.00000
G-1o-E	HEX	28.770	-	-	BBB	-	-	-	85.80%	-	Fxlzmkvu	LETR	-	-	142	EVOB+142	-	287.00000
Y-2-A	ETQ	66.590	-	-	AA	-	-	-	36.00%	-	Elfaxzpj	ZHXR	-	-	150	WNIK+150	-	248.00000
P-J	EQO	39.200	-	-	BB-	-	-	-	4.00%	-	Gkjmrvxk	MZXO	-	-	480	JMAZ+480	-	477.00000
P-Q	TTT	91.000	-	-	Q	-	-	-	10.00%	-	Ncszropu	ULXV	-	-	175	BCKU+175	-	795.00000
Oslqpn	ZHG	17.000	-	-	KV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1-L	OFH	44.000	-	-	ZZZ-	-	-	-	29.00%	-	Rjcsihdi	LWCL	-	-	260	DLXW+260	-	655.00000
Z-2-O	RLO	8.200	-	-	SSS-	-	-	-	68.00%	-	Fwrcsozo	CQEU	-	-	375	QYGN+375	-	954.00000

Tranche Comments

Y-1g-E: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Zjh F; G-1o-E: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144X/Lxz W; Y-2-A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144H/Grp V; P-Q: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144X/Ovf V; V-1-L: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Bmg A; Z-2-O: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Cfc Z; P-J: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144M/Kiv X; Oslqpn: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144D/Flb K;

Deal Comments

Wgmgv. Mzm Zwcc Tgipzia 1.97

Reinvestment Period (YRS)

3.17

Reinvestment Period End Date

May 11, 2020

Refinancing

Yes