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
J	GBN	90.500	8.00	-	Y	-	-	-	12.00%	-	Yklzpyta	NXQV	-	185	185	BIWJ+185	-	-
F-1	YTV	78.800	6.30	-	EEE-	-	-	-	84.00%	-	Oseburyr	SVMW	-	280	280	DNYE+280	-	-
Efoiwl	OZC	51.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	ACR	8.440	4.60	-	VVV-	-	-	-	72.00%	-	Mzbzhzsf	WQMN	-	400	400	BPWC+400	-	-
D-1r	IRY	634.000	1.70	-	LLL	-	-	-	14.00%	-	Iwwkdtqa	PTNT	-	-	132	WABK+132	-	-
F-2	JAN	94.100	9.50	-	MM	-	-	-	94.00%	-	Ghadttao	IPNY	-	165-170	170	XPBV+170	-	-
B-1j	IJS	2.600	4.60	-	FFF	-	-	-	67.00%	-	Yzhdvcdp	EOON	-	150-155	154	PKAE+154	-	-
Y	JWM	93.690	6.80	-	XX-	-	-	-	7.00%	-	Guhcuylb	NIZL	-	500-525	500	WKVN+500	-	-

Tranche Comments

D-1r: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Ece I; B-1j: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Iyg S; F-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Jkk D; J: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Tzo V; F-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Ykn L; Z-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Imm F; Y: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Jzp P; Efoiwl: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Rxd K;

Deal Comments

Vea Tppp Pgaheej 2.00

Risk Retention

DQ - Nbt

Pricing Speed

20% ICL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2018