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
D-2	CNN	75.600	3.50	-	NN	-	-	-	64.00%	-	Rqqwkjxq	QYON	-	165-170	170	CDVU+170	-	-
L-1	NVK	84.700	1.90	-	TTT-	-	-	-	37.00%	-	Bwwevwcc	BOGH	-	280	280	DCUM+280	-	-
A-1e	KNQ	868.000	7.90	-	XXX	-	-	-	15.00%	-	Rrkczseh	HUBA	-	-	132	LSZO+132	-	-
J	LMB	98.400	5.00	-	T	-	-	-	59.00%	-	Ylbwtoar	LGIG	-	185	185	IMID+185	-	-
W-1f	GLM	8.200	1.50	-	XXX	-	-	-	32.00%	-	Njbkpftc	LCWB	-	150-155	154	CATW+154	-	-
B-2	AAT	4.730	1.60	-	JJJ-	-	-	-	19.00%	-	Pqqysbsr	IBDN	-	400	400	TJUK+400	-	-
Qwsvsb	FGO	86.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	ESU	92.150	7.40	-	HH-	-	-	-	4.00%	-	Sbwkyjch	MJWO	-	500-525	500	JPEY+500	-	-

Tranche Comments

A-1e: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Xtz B; W-1f: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Urt F; D-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Ptn L; J: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Nwi R; L-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Rei M; B-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Nwm Q; W: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Ahq V; Qwsvsb: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Lho V;

Deal Comments

Yxo Cull Lckkxbh 2.00

Risk Retention

XO - Epk

Pricing Speed

20% HME

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2018