Ballyrock CLO (BALLY) 21

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1JYQ253.0009.20-QQQ---68.00%-KbejpjfjBWHH-195YNWP+195--
ZrwmnaLEE76.400--------------Retained
BIRC54.0007.90-RRR+---48.00%-PsruywqlWPQL-540TLZT+532--
T-2TFYY31.0001.20-CC---70.00%-BkrmfixrNCMA-280MOPE+280--
CKTR36.0005.90-S+---90.80%-FxjryttuWMXB-400XPAQ+400--
G-2QQEW27.0006.30-GG---64.00%-Wqsqx--2806.54%--
RLQC57.0001.40-TT----4.00%-SdpfpsyrIHYY-950AOCO+876--
Tranche Comments
X-1: First Pay: 2023-04-20; Redemption: 2024-10-20; T-2T: First Pay: 2023-04-20; Redemption: 2024-10-20; G-2Q: First Pay: 2023-04-20; Redemption: 2024-10-20; C: First Pay: 2023-04-20; Redemption: 2024-10-20; B: First Pay: 2023-04-20; Redemption: 2024-10-20; R: First Pay: 2023-04-20; Redemption: 2024-10-20; Zrwmna: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Wpv Khxx Zcospel 2.00
Risk Retention
FT - Inz
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 7, 2010

Commentary 

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