2016-1(R)

Ballyrock CLO (BALLY) 2016-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	224.000	-	Aaa	NR	AAA	-	-	-	-	Floating	3mL	-	135	3mL+135	-	-
B-1R	USD	31.750	-	Aa2	NR	NR	-	-	-	-	Floating	3mL	-	165	3mL+165	-	-
B-2	USD	5.000	-	Aa2	NR	NR	-	-	-	-	Fixed	-	-	331	3.31%	-	-
C-R	USD	19.250	-	A2	NR	NR	-	-	-	-	Floating	3mL	-	240	3mL+240	-	-
D-R	USD	22.050	-	Baa3	NR	NR	-	-	-	-	Floating	3mL	-	350	3mL+350	-	-
E-R	USD	19.250	-	Ba3	NR	NR	-	-	-	-	Floating	3mL	-	695	3mL+695	-	-

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Tranche Comments

A-R: Redemption: 4/15/2020; Comments: Original Vinatge: 2016; B-1R: Redemption: 4/15/2020; Comments: Original Vinatge: 2016; B-2: Redemption: 4/15/2020; Comments: Original Vinatge: 2016; C-R: Redemption: 4/15/2020; Comments: Original Vinatge: 2016; D-R: Redemption: 4/15/2020; Comments: Original Vinatge: 2016; E-R: Redemption: 4/15/2020; Comments: Original Vinatge: 2016;

Deal Comments

Refinancing

Reinvestment Period End Date

Oct 15, 2020

Refinancing

Yes