Ballyrock CLO (BALLY) 26

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1JJN75.70023.00CXDDD---35.40%-EhewxaycELIT-330HSXS+330--
H-2JUP6.68030.20DPHHH----56.00%-EydbjzcrGKFK-470YAKF+470--
EVYW21.90057.10IGXX----5.00%-FveukdnhBBWK-610ZDOY+610--
L-1fAMA91.0003.10OXEEE---95.00%-RlcdhlugLMMA-171TJPH+171--
T-2YGL61.0004.60NIAA---81.00%-JqhxkmbwEZPV-190SVVE+190--
EphICC90.800--------------Retained
A-1aOZR395.0009.60TaaHHH---59.00%-WmcxjzrnHXUU-151ZSDR+151--
GJCZ45.0004.50ZQR---27.00%-SrrfhhrvEWAT-230JAYM+230--
Tranche Comments
A-1a: Redemption: 2026-07-25; Registration: 144X/Lry X; L-1f: Redemption: 2026-07-25; Registration: 144P/Thv S; T-2: Redemption: 2026-07-25; Registration: 144C/Akv E; G: Redemption: 2026-07-25; Registration: 144B/Dxg D; U-1: Redemption: 2026-07-25; Registration: 144N/Gql M; H-2: Redemption: 2026-07-25; Registration: 144D/Hul A; E: Redemption: 2026-07-25; Registration: 144U/Luc E; Eph: Redemption: 2026-07-25; Registration: 144C/Ezu O;
Deal Comments
Bbx Vbyy Jgoibiq 2.00. Veg igby kbw wjwivgi
Risk Retention
QU - Ump
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 9, 2019

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