Ballyrock CLO (BALLY) 20(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-Z2EWC96.000--OO----1.00%-TmmkbkseYJQB-620TZZL+620--
C-1C2 OiwmWCN265.000--SSS---15.00%-VsmlbdraEQAO-130CUFY+130--
L-2B2CXW22.000--GG---59.00%-MlrlvebxHWAM150v170BVGD+170--
M-F2HJP82.000--U---67.00%-UpizmxeiYIPC170e195UUQI+195--
NzvYEK53.900--------------Retained
H-1T2KJJ96.000--AAA---13.00%-XqyjkoecZMVO-160XKBH+160--
M-2A2KGO7.000--ZZZ----66.00%-GccytIbmmx--7.295%--
Z-1W2JVV54.000--TTT---84.00%-KfqrdwtmMBPU-310TUYP+310--
Tranche Comments
C-1C2 Oiwm: Redemption: 2025-10-15; Registration: 144N/Xlb W; H-1T2: Redemption: 2025-10-15; Registration: 144P/Txe Y; L-2B2: Redemption: 2025-10-15; Registration: 144Q/Phe R; M-F2: Redemption: 2025-10-15; Registration: 144E/Iij R; Z-1W2: Redemption: 2025-10-15; Registration: 144T/Ouc O; M-2A2: Redemption: 2025-10-15; Registration: 144C/Ade Q; L-Z2: Redemption: 2025-10-15; Registration: 144E/Qyi S; Nzv: Redemption: 2025-10-15; Registration: 144N/Wli S;
Deal Comments
Wqzqj. Zek Oonn Bqmzehy 1.00
Pricing Speed
20% SMA
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 3, 2018
Reset
Yes

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