Ballyrock CLO (BALLY) 28

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BWSS90.6008.00-G---63.00%-ZpjcbnvnCUKR185185DOVZ+185--
LwfcleCPR54.600--------------Retained
S-2XSX20.4002.80-NN---25.00%-UccmsmbwKJFE165-170170KVNI+170--
J-1FWO66.3007.30-III----30.00%-VxsaxasrJOWA280280VGZA+280--
T-2CKL3.5507.10-DDD----50.00%-TxlbymffLYTL400400GXCT+400--
B-1yUXA2.7007.30-WWW---14.00%-PxmyxrakEGQT150-155154DVMB+154--
Y-1tHZA977.0008.30-UUU---70.00%-DyjxofkhTVHT-132MEEB+132--
ZVGP46.2009.40-DD----1.00%-AxhzvlvxDSXI500-525500PBHH+500--
Tranche Comments
Y-1t: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Fvt V; B-1y: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Bbm A; S-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Ofm A; B: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Ume D; J-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Mll O; T-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Qlh I; Z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Gxg J; Lwfcle: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Ldm Z;
Deal Comments
Xvo Xtww Nvmmvcj 2.00
Risk Retention
AA - Dlv
Pricing Speed
20% EWY
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 11, 2008

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