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
N-D	PFX	75.600	-	-	BB-	-	-	-	6.00%	-	Mcerojpp	LNEA	-	-	480	JJMK+480	-	236.00000
J-2-O	ZGP	6.400	-	-	BBB-	-	-	-	27.00%	-	Czwbauha	QLXF	-	-	375	ZTCS+375	-	437.00000
Lffjqp	VJB	31.000	-	-	VI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-G	LSS	99.000	-	-	J	-	-	-	83.00%	-	Sqcbbuxb	VIPJ	-	-	175	UUGM+175	-	232.00000
T-1w-V	UHG	30.620	-	-	UUU	-	-	-	64.10%	-	Kqpqtrky	CLQK	-	-	142	LAIA+142	-	603.00000
A-1-H	QNV	14.000	-	-	XXX-	-	-	-	81.00%	-	Hljcudbe	QSQV	-	-	260	VTGW+260	-	164.00000
S-1m-H	HFT	336.000	-	-	PPP	-	-	-	69.00%	-	Nbddtynt	DCDE	-	-	118	WZTY+118	-	926.00000
D-2-U	FIM	89.630	-	-	QQ	-	-	-	32.00%	-	Cyrlduem	AAYQ	-	-	150	TPZW+150	-	582.00000

Tranche Comments

S-1m-H: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144V/Lfc Q; T-1w-V: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144T/Pqu E; D-2-U: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Kqv V; E-G: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Jyn N; A-1-H: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144I/Qux Z; J-2-O: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144B/Xed H; N-D: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Uan A; Lffjqp: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144P/Jwn F;

Deal Comments

Rxvxg. Dkz Tnmm Vxkskow 1.97

Reinvestment Period (YRS)

2.14

Reinvestment Period End Date

Jun 22, 2006

Refinancing

Yes