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
X	FEX	43.880	4.30	-	II-	-	-	-	7.00%	-	Qevqwkwq	WZLE	-	500-525	500	DXVG+500	-	-
Q-1t	NBL	984.000	4.30	-	DDD	-	-	-	48.00%	-	Qxejtlxi	EGGX	-	-	132	IVIL+132	-	-
D-1d	RIS	7.300	7.60	-	ZZZ	-	-	-	58.00%	-	Vkxsqyxg	XADE	-	150-155	154	MDVN+154	-	-
P-2	LRD	1.810	1.70	-	NNN-	-	-	-	39.00%	-	Tzbzyfzu	HSWL	-	400	400	PMYA+400	-	-
Qgurxo	ZHU	24.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	KAD	99.900	5.60	-	WWW-	-	-	-	90.00%	-	Lwvmjimy	ZSEI	-	280	280	XHBZ+280	-	-
W-2	NIJ	67.800	8.40	-	ZZ	-	-	-	90.00%	-	Lzoloxwp	BLXO	-	165-170	170	TTYR+170	-	-
D	ZJP	64.300	1.00	-	J	-	-	-	98.00%	-	Pybpxeqt	UKEC	-	185	185	ZTMZ+185	-	-

Tranche Comments

Q-1t: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Ixd F; D-1d: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Uqb F; W-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Ifh F; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Wnf O; W-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Rmb D; P-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Jpi P; X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Brg M; Qgurxo: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Tay E;

Deal Comments

Jkg Uvuu Yxghkns 2.00

Risk Retention

DG - Fgn

Pricing Speed

20% ZHP

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 12, 2016