Ballyrock CLO (BALLY) 2020-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WHIN38.0007.20-SSS----50.00%-Wmevjdfr3sL-4003yT+377--
UZBU15.0008.70-X---44.00%-Zhhruxhk3wX-2553oL+255--
I-2PRE88.0004.70-DD---91.00%-Tcqbkrix3bZ-1803mT+180--
DOKS75.0008.00-DD----5.00%-Dbpoldxp3nA-8153iS+763--
H-1CTU946.0003.40-BBB---45.00%-Gcezxrlo3dU-1323oX+132--
NlrrdhBBR61.600--TM-----------Retained
Tranche Comments
H-1: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144L/Fwy M; I-2: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144D/Oue D; U: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144V/Nfg B; W: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144T/Hqo T; D: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144K/Jpd T; Nlrrdh: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144Z/Xvo Z;
Deal Comments
Fkv-Wmzz Uuowkwb 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 6, 2019

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