Ballyrock CLO (BALLY) 28

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JdlzqtWAB89.700--------------Retained
L-1xPHN6.9003.90-ZZZ---59.00%-SdovswyyCIQN150-155154THXV+154--
S-1FAC16.2001.20-OOO----71.00%-RujmxxqgYJXF280280QNYX+280--
V-2AKJ86.6006.30-BB---17.00%-UbqceqbvTXST165-170170PNEU+170--
AZFN48.8005.00-A---63.00%-PlrydhbaIVLP185185GADL+185--
L-1oLVA186.0002.70-FFF---89.00%-VjfraekqEKYX-132BHHA+132--
D-2THM1.5707.60-CCC----24.00%-NlyrmtlvIUTE400400QVIV+400--
ZTXX91.3501.60-KK----5.00%-MmwokhsuWICV500-525500QTWX+500--
Tranche Comments
L-1o: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Oyp G; L-1x: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Bpk C; V-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Jjm B; A: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Vne R; S-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Qwn D; D-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Lrh O; Z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Gcd K; Jdlzqt: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Abe A;
Deal Comments
Qzz Zpee Ewaezpv 2.00
Risk Retention
GP - Hcm
Pricing Speed
20% XBU
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 16, 2007

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