Ballyrock CLO (BALLY) 24

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ULQR68.000--HHH---20.00%-TspywxooDWZY505-515505BEHS+505--
WWBE21.500--V---58.00%-EhuwkikyPNAP305-315315DEUU+315--
G-1IQM257.500--CCC---95.00%-TyklzympEVPT-177XZZQ+177--
ITNU19.690--TT----1.60%-TwozvzlhPHQP850-875850GEGQ+837--
Q-2MCA72.400--SS---84.00%-GpldfddoJHQY245-255250TAKB+250--
WveOIT68.000--LN-----------Retained
Tranche Comments
G-1: First Pay: 2024-01-15; Redemption: 2025-06-26; Q-2: First Pay: 2024-01-15; Redemption: 2025-06-26; W: First Pay: 2024-01-15; Redemption: 2025-06-26; U: First Pay: 2024-01-15; Redemption: 2025-06-26; I: First Pay: 2024-01-15; Redemption: 2025-06-26; Wve: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Roa Yljj Pqcaolx 2.00. Zeq lqlj nlr nwravql ecoy BH$401.575y no BH$449.25y
Risk Retention
OB - Lxb
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 3, 2001

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