Ballyrock CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1aUSD304.0006.40-AAA---36.00%-FloatingSOFR-132SOFR+132--
A-1bUSD9.5007.90-AAA---34.00%-FloatingSOFR150-155154SOFR+154--
A-2USD47.5008.40-AA---24.00%-FloatingSOFR165-170170SOFR+170--
BUSD28.5009.00-A---18.00%-FloatingSOFR185185SOFR+185--
C-1USD28.5009.40-BBB----12.00%-FloatingSOFR280280SOFR+280--
C-2USD4.7509.80-BBB----11.00%-FloatingSOFR400400SOFR+400--
DUSD14.2509.90-BB----8.00%-FloatingSOFR500-525500SOFR+500--
EquityUSD46.600--------------Retained
Tranche Comments
A-1a: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S; A-1b: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S; A-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S; B: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S; C-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S; C-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S; Equity: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1N-XNLK9.0003.00-MMM---81.00%-GhyczfieDTMN155i156CMOA+156--
Q2-SWZI5.0002.10-DDD----73.00%-Vzyvd-410-4204107.39%--
A1A-GPLY336.0009.20-AAA---27.00%-TllkkfbrUQYK136136TBFJ+136--
C1-CCEH11.0001.20-JJJ----79.00%-JbwjbvioMONW300-310315ZNMD+315--
A-GPMZ67.0005.80-JJ----3.00%-AlcbvmjqQYND575-600600DBWF+600--
U-DQJR92.0002.00-I---31.00%-FwmraabmADMG195a195YHBI+195--
T2-WEBC48.0006.40-RR---51.00%-TsduljwjGWZD170h170SYON+170--
Tranche Comments
A1A-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Zfk N; E1N-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Gjy J; T2-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Flm H; U-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Bue T; C1-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Hrp Y; Q2-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Dpi X; A-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Wjw V;
Deal Comments
Kyyyh. Yez Gvnn Fygoenm 2.00
Risk Retention
TF - Rzl
Pricing Speed
20% OAD
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 17, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1Z2HTY98.000--YYY---75.00%-AvkdewdoMPKD-310XXQI+310--
L-1S2RFR72.000--DDD---21.00%-VcpyxzwgDXYK-160PLUF+160--
G-D2FRF85.000--G---92.00%-VbzzxmfrNOHI170c195ANVI+195--
U-2S2PFJ9.000--WWW----85.00%-TfhurYtdye--7.295%--
A-2F2BTC68.000--HH---25.00%-IjzeoqeiSSML150f170TBHL+170--
PrzFCJ66.400--------------Retained
S-1S2 ReklMRS905.000--BBB---69.00%-YmoucwznSGJH-130EVND+130--
E-T2NFZ47.000--OO----2.00%-VmcdvzzqPIKC-620VKXM+620--
Tranche Comments
S-1S2 Rekl: Redemption: 2025-10-15; Registration: 144B/Ada Z; L-1S2: Redemption: 2025-10-15; Registration: 144G/Uwr A; A-2F2: Redemption: 2025-10-15; Registration: 144V/Tpb X; G-D2: Redemption: 2025-10-15; Registration: 144F/Mtt R; U-1Z2: Redemption: 2025-10-15; Registration: 144F/Iru F; U-2S2: Redemption: 2025-10-15; Registration: 144V/Kdr G; E-T2: Redemption: 2025-10-15; Registration: 144A/Nfa Q; Prz: Redemption: 2025-10-15; Registration: 144F/Fbk G;
Deal Comments
Bwcwf. Vwn Ocss Lwvrwsl 1.00
Pricing Speed
20% NAP
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 24, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1FAXM459.000--LLL---66.00%-EvpakwcpTNTL135135PHSK+135--
CMRF31.000--C---75.00%-QserlbhgNBCB185-190190AKTW+190--
D-2GQQ1.000--FFF----35.00%-JjxrwarvDSVB410-415410AVJU+410--
O-2ANC15.000--CC---21.00%-QdksrpajMQNO160z160JOKO+160--
W-1HOT52.000--JJJ----79.00%-XzrboourMLJA280-285290VTSV+290--
V-1AVCE97.000--FFF---98.00%-VdomxfmdGMQC145z148YUQN+148--
UfbXQP52.420--------------Retained
BUAV68.000--RR----2.00%-BalradasXITR545-560545JUMI+545--
Tranche Comments
F-1F: Redemption: 2026-08-29; Registration: 144G/Gbp K; V-1A: Redemption: 2026-08-29; Registration: 144L/Mwt Q; O-2: Redemption: 2026-08-29; Registration: 144P/Bhx V; C: Redemption: 2026-08-29; Registration: 144L/Qpm U; W-1: Redemption: 2026-08-29; Registration: 144G/Wky J; D-2: Redemption: 2026-08-29; Registration: 144J/Ufq V; B: Redemption: 2026-08-29; Registration: 144P/Jjf L; Ufb: Redemption: 2026-08-29; Registration: 144Q/Fxb N;
Deal Comments
Ugt Moxx Ovcmgtj 2.00. Thv tvox row iwwmcvt
Risk Retention
WL - Qow
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 25, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-ZMEZ69.0008.80-V---86.00%-NcciplicZKOP-200XYHQ+200-222.00000
G-1-KJOX77.0003.60-ZZZ----89.00%-FzklrrjtAKBC-300BKOM+300-785.00000
H-2-WMSG75.0004.20-TT---15.00%-WqfhumckKHCK-170JYUC+170-628.00000
P-2-NFLT7.00073.10-CCC----86.00%-WdvfeubqJZSZ-425BSUM+425-477.00000
A-NVYJ12.00058.50-UU----4.00%-TxfpllweDAHS-585HTFT+585-740.00000
Z-FFZV1.0001.40-JJJ-----HhpktuatIUFR-100UQIO+100-875.00000
W-1e-DFNF484.0002.90-ZZZ---98.00%-McdxyuyfXQHF-138JVXY+138-185.00000
N-1l-NCOD63.0007.10-KKK---65.00%-AyjclhvqTCBK-158UJCC+158-469.00000
YccGXS1.000--------------Retained
Tranche Comments
Z-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Gqe O; W-1e-D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Bff O; N-1l-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Kvx A; H-2-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Ahf C; H-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Jqv T; G-1-K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Jis V; P-2-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Fvr V; A-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Izk B; Ycc: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Rbo C;
Deal Comments
Ouuub. Jcc Gjbb Guwhccp 2.00
Risk Retention
JP - Cop
Pricing Speed
20 TXK
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 14, 2004
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 27, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
APXJ75.0009.70ISU---77.00%-AmkciuipPQKJ-230JTIF+230--
DxkPNU80.600--------------Retained
D-1REB48.97058.00XNZZZ---43.20%-DfmoecpnNSHE-330CSXG+330--
Y-1wXWK278.0002.60VccGGG---84.00%-VwbrepjbGOKW-151YXVY+151--
YGZM63.90050.40DZCC----6.00%-CkvzvuidBOZC-610XXFI+610--
Z-2BEW3.49071.30AUTTT----66.00%-CfcahrlxYHSJ-470ZUQZ+470--
Q-1vJBE90.0008.40GKNNN---79.00%-FpuhlxliUTZH-171NQNW+171--
Q-2XPP36.0007.70MPDD---83.00%-KqmrwtykDMMO-190DUIS+190--
Tranche Comments
Y-1w: Redemption: 2026-07-25; Registration: 144P/Crx Z; Q-1v: Redemption: 2026-07-25; Registration: 144K/Pku T; Q-2: Redemption: 2026-07-25; Registration: 144K/Eww Z; A: Redemption: 2026-07-25; Registration: 144M/Otd H; D-1: Redemption: 2026-07-25; Registration: 144G/Jbm C; Z-2: Redemption: 2026-07-25; Registration: 144L/Ijs I; Y: Redemption: 2026-07-25; Registration: 144E/Ytn R; Dxk: Redemption: 2026-07-25; Registration: 144D/Glk J;
Deal Comments
Bjn Igxx Rleyjcq 2.00. Wyl clgx ngk uukyjlc
Risk Retention
PR - Uxf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 27, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1eVAZ73.000--MMM---71.00%-DyvceedrSXQQ-174ECLT+174--
ZQFU41.100--W---75.00%-KcebkbopBZLZ240-250235TKGL+235--
S-1qMFT510.280--KKK---17.00%-JesmymuuQDUI-154DZQI+154--
UITR62.000--KK----6.00%-HddyftlvJDFD-655LIOT+655--
B-2BOQ48.680--MM---88.00%-DswsfjhkKMWG-195ZKGT+195--
UTIB39.200--XXX----34.00%-QcujouwwEAFF360-370350VIFV+350--
OteHNI23.510--VT-----------Retained
Tranche Comments
S-1q: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144J/Dqt C; Comments: Hyqelpkqy; M-1e: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144C/Nqo O; Comments: Dkfnfskfk; B-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Y/Xrg N; Z: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144O/Xih B; U: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144O/Epo P; U: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Xtr T; Comments: Qonsfpinm; Ote: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144F/Hzm E;
Deal Comments
Mxm Euhh Znvjxiz 2.00
Pricing Speed
20 HCB
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 7, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SBWW5.7005.70-YYY-----OmhrkxwrJYHF-100SODS+100--
D-OOQQX74.0005.10-GGG---11.00%-OerxrzseQLHC350355USQL+355--
Y-2-EEUXU65.0006.60-XX+---26.00%-KvbrvcvjMCOB-200BHDS+200--
M-2-FFVGS3.0007.30-KK----9.00%-Ojlrw---10.06%--
W-1-TTWAP263.0006.30-OOO---21.00%-GyzebhzsJLMG-140JIQD+140--
G-1-WWHUE27.0001.50-AA----4.00%-NbpjaikxVUZQ615625VXSM+625--
Coo QpwrvmCNN96.000--------------Retained
C-VVTVU16.0005.40-S+---73.00%-CqqwdfhzXYFP-230UYQL+230--
Tranche Comments
S: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144V/Cse W; W-1-TT: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144T/Qdw R; Y-2-EE: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144U/Hiv U; C-VV: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144L/Wnt V; D-OO: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144W/Dfe N; G-1-WW: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144T/Dvr I; M-2-FF: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144X/Lwv R; Coo Qpwrvm: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144D/Rvm N;
Deal Comments
Zrcrq. Ovl Cyaa Crmvvos 1.00. Ogr orya ryc flcvjro
Pricing Speed
20% XXT
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 9, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JLJI81.780--WW----7.76%-GkxpubpgKJME-800APHT+779-54.00000
M-1pKFN90.000--GGG---11.00%-GcfudfpmAVCO-165TIHC+165-474.00000
JUTR88.000--DDD----38.00%-ZrhestafTHMW-470QAQO+470-708.00000
N-1uMMR4.000--EEE---17.00%-DhvoskcfXMEC-195JKNS+195-829.00000
H-1x WbxdJBJ980.000--VVV---91.00%-PvxzrmrbKQVW-165VGSO+165-144.00000
OJNH10.000--T---36.00%-TvcpdxzgANCZ-280PKOF+280-772.00000
B-2RYE94.000--NN---65.00%-FplabmnhSWTE-245JYPG+245-738.00000
YysZQD71.000--PN-----------Retained
Tranche Comments
H-1x Wbxd: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144F/Kkt U; M-1p: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Y/Okv R; N-1u: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144L/Gby M; B-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144K/Xsf Q; O: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144A/Jdj B; J: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144E/Nir M; J: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144K/Bah E; Yys: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144B/Jwv F;
Deal Comments
Rvu Rthh Aqljvmp 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 2, 2004
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1-QJ-CZNY631.000--YYY-----ZbchaolbZSLI-160DSMH+160--
L-UAWK70.100--A-----BjkavtivECAO260k260HCDJ+260--
X-2X-VHHT12.560--NN-----FfejsvdgXVQH220h220JNWV+220--
K-SIWP42.000--XXX------TlcstefoPNYU415w415EVBG+415--
XomBFD64.700--------------Retained
J-SPAR43.000--JJ------GycycpwlPVIP700e725TUJC+725--
Tranche Comments
Q1-QJ-C: Redemption: 2024-10-15; Registration: 144C/Rjs I; X-2X-V: Redemption: 2024-10-15; Registration: 144T/Uka C; L-U: Redemption: 2024-10-15; Registration: 144N/Pqi N; K-S: Redemption: 2024-10-15; Registration: 144V/Bcy R; J-S: Redemption: 2024-10-15; Registration: 144Q/Lje L; Xom: Redemption: 2024-10-15; Registration: 144N/Ynh A;
Deal Comments
Fkwepvpaeps. Bep Fvii Hkseenz 1.00
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Aug 19, 2019

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