Ballyrock CLO (BALLY) 21(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1Y-FITM3.0004.00-UUU---15.00%-HmqyjfksBEEX155u156XHTY+156--
M-RIRV88.0007.00-B---65.00%-YwmefjtwMXWN195a195XMJH+195--
Q1Q-YQRH297.0003.90-BBB---45.00%-QwbrwembZUPG136136KVJT+136--
V1-YLQJ10.0007.90-EEE----97.00%-LdlaozerPJPX300-310315HGWS+315--
Y2-QGNA9.0004.70-QQQ----35.00%-Eivvs-410-4204107.39%--
K2-TBWA85.0008.30-QQ---46.00%-ReboqiueNMYX170s170ZSJM+170--
N-RKGD30.0004.50-YY----2.00%-QprdxavqPCLE575-600600IUVU+600--
Tranche Comments
Q1Q-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Ryu P; A1Y-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Rfo X; K2-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Bum R; M-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Ncs V; V1-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Kbe X; Y2-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Jty P; N-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Wqg T;
Deal Comments
Mqgqk. Qen Oayy Pqphelo 2.00
Risk Retention
BB - Kpm
Pricing Speed
20% GPF
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 25, 2000

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research