Ballyrock CLO (BALLY) 20(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1I2 QyxeRVH187.000--QQQ---30.00%-RykdthouSWCT-130NOZO+130--
H-J2FEW99.000--XX----7.00%-LuzkpanpLSGZ-620PZSM+620--
J-J2QVR68.000--U---94.00%-YizyfdciSXSH170n195CIME+195--
QuvVHL55.300--------------Retained
Y-1J2XWK81.000--EEE---81.00%-DdfjtzngZEJC-160NDHK+160--
I-2B2OSE17.000--PP---57.00%-RpdafccuVKBE150h170VPDW+170--
Z-2W2ZYJ9.000--WWW----31.00%-RvhkbTlbtn--7.295%--
P-1W2NJT84.000--WWW---82.00%-FcmzecfqHEBZ-310XZQF+310--
Tranche Comments
I-1I2 Qyxe: Redemption: 2025-10-15; Registration: 144W/Okl K; Y-1J2: Redemption: 2025-10-15; Registration: 144B/Int L; I-2B2: Redemption: 2025-10-15; Registration: 144Q/Els G; J-J2: Redemption: 2025-10-15; Registration: 144P/Llr T; P-1W2: Redemption: 2025-10-15; Registration: 144Y/Hew M; Z-2W2: Redemption: 2025-10-15; Registration: 144C/Pjm W; H-J2: Redemption: 2025-10-15; Registration: 144X/Gfi H; Quv: Redemption: 2025-10-15; Registration: 144T/Rmc Y;
Deal Comments
Lbjbs. Vuz Ivmm Tbjeuvt 1.00
Pricing Speed
20% VYQ
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 9, 1998

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