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
G-M	PKQ	79.000	-	-	G	-	-	-	26.00%	-	Turfebyk	TTHN	-	-	175	XWBT+175	-	825.00000
K-A	HQR	28.700	-	-	XX-	-	-	-	7.00%	-	Ddejvqkc	LVNR	-	-	480	ZNAA+480	-	727.00000
G-2-X	RSF	1.700	-	-	TTT-	-	-	-	50.00%	-	Iqpekocb	WNPO	-	-	375	DBYP+375	-	706.00000
E-1l-I	TLH	758.000	-	-	ZZZ	-	-	-	17.00%	-	Ewzvvhnk	TLXE	-	-	118	VDTC+118	-	265.00000
A-1-H	TEU	48.000	-	-	LLL-	-	-	-	23.00%	-	Feermlnb	VMJR	-	-	260	ZHDW+260	-	101.00000
Xrkqgj	VAB	54.000	-	-	OM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1t-L	ESO	85.600	-	-	EEE	-	-	-	46.90%	-	Iepmdxya	BJQP	-	-	142	AOOS+142	-	646.00000
O-2-G	FHT	45.560	-	-	GG	-	-	-	13.00%	-	Xylpobxj	PABI	-	-	150	MYOM+150	-	568.00000

Tranche Comments

E-1l-I: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Hxn P; E-1t-L: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144D/Vlo G; O-2-G: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144G/Cns B; G-M: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144D/Yul T; A-1-H: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144E/Zfv W; G-2-X: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144P/Fvf A; K-A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Yia G; Xrkqgj: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Y/Heb C;

Deal Comments

Aqkqm. Gec Gsnn Zqsxeqj 1.97

Reinvestment Period (YRS)

7.95

Reinvestment Period End Date

Feb 4, 2009