Ballyrock CLO (BALLY) 28

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
L-1c	BQP	706.000	1.30	-	XXX	-	-	-	18.00%	-	Acescdvg	HCWS	-	-	132	HAVN+132	-	-
E-1p	KOC	2.200	2.80	-	UUU	-	-	-	79.00%	-	Azpczpud	JGKJ	-	150-155	154	MIXP+154	-	-
W-2	EQO	4.960	7.30	-	QQQ-	-	-	-	99.00%	-	Obeovcpn	ATSS	-	400	400	YHGS+400	-	-
R	BGB	24.840	9.70	-	XX-	-	-	-	9.00%	-	Wbjofhrg	AJAN	-	500-525	500	YQGS+500	-	-
V-2	XUV	46.300	9.40	-	ZZ	-	-	-	13.00%	-	Asqxtxjj	TXTH	-	165-170	170	CJKL+170	-	-
P	BMW	69.100	8.00	-	F	-	-	-	47.00%	-	Izdltykb	ZJHO	-	185	185	WNIE+185	-	-
N-1	LLF	69.500	2.70	-	MMM-	-	-	-	87.00%	-	Drjbdbmg	WTKC	-	280	280	IYEH+280	-	-
Phacmv	GTB	12.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-1c: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Ekm T; E-1p: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Jhs E; V-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Tqq I; P: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Eqn O; N-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Uek B; W-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Izz O; R: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Udx Y; Phacmv: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Wyz L;

Deal Comments

Qqb Vncc Qsgaqoi 2.00

Risk Retention

RN - Xpz

Pricing Speed

20% BFG

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 2003