Ballyrock CLO (BALLY) 21(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y2-VNGF3.0003.10-KKK----68.00%-Ymrsq-410-4204107.39%--
K2-GRSA48.0001.50-II---42.00%-KbkezhwgWNDO170w170HWVS+170--
F-TAYT57.0005.00-F---32.00%-VljmevivNOTC195o195ZPGL+195--
E1-XWSR73.0004.10-MMM----82.00%-GypuofksQXGY300-310315HKUY+315--
S-FMTX80.0005.10-ZZ----4.00%-PxecbosfGKHE575-600600XIOD+600--
T1T-JQJW366.0007.10-KKK---61.00%-DhpjwuoiTWMJ136136GUMO+136--
U1M-ZLMJ2.0002.00-III---99.00%-EwhspocrZVER155h156ZYLF+156--
Tranche Comments
T1T-J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Prf M; U1M-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Yvc H; K2-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Gpp B; F-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ufg J; E1-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Qbi G; Y2-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Tpd A; S-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Iqv Q;
Deal Comments
Leqej. Fvp Ceuu Geouvxz 2.00
Risk Retention
QL - Jac
Pricing Speed
20% TFT
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 29, 2003

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