Ballyrock CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-KETK36.0008.20-I---70.00%-OyvxqfcsEQZW170-175195XKEX+195--
W-GWVD12.22059.60-AA----1.00%-WpvsbwyuGNMG475-485575CNSJ+575--
KasPKA97.160--TV-----------Retained
H1-OMVZ417.7008.60-UUU---71.00%-AlmbbamiNNKH115115HVEI+115--
H2-QAPH85.4009.10-II---11.00%-HmsyvwjvMNWA153l165TPLW+165--
F1-PWVN43.6805.90-CCC----17.10%-QrhopbxlCQDV265-275285YDWB+285--
Q2-RCNA5.40027.50-RRR----31.90%-ZyeocxwlOEON365-375395CMNS+395--
Tranche Comments
H1-O: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144O/Hwv G; H2-Q: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144H/Oyn I; K-K: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144U/Omw N; F1-P: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144H/Ffy T; Q2-R: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144M/Euh X; W-G: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144C/Aqf L; Kas: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144Y/Xnz B;
Deal Comments
Dqkqv. Aep-Kyss Fqcjeag 2.00
Pricing Speed
20 MYZ
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 6, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-TCWH55.0001.30-N---17.00%-QhyudbqhJJPC170x175LGWH+175--
D-1-LATF999.1003.30-JJJ---84.00%-IwbxjedwKCUV114-115115KZMY+115--
G-1-HLNK65.0008.10-TTT----72.00%-KwpltmdhJLUF245-255275HQKO+275--
X-2-NION8.50022.60-SSS----70.00%-DmaojbaxQCTX365-375375HIGS+375--
EkdYSL12.300--KW-----------Retained
D-EOCN53.70031.70-WW----9.00%-MzudbxorLZGA460-470515HTQK+515--
M-1-O GmvwCNJ149.000--NNN---48.00%-GeykzhjrUWFR-115LXGV+115--
T-2-KVIY70.8007.70-FF---17.00%-QjbfhmjeNDPW145-150153IUVK+153--
Tranche Comments
D-1-L: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144P/Aym F; M-1-O Gmvw: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144M/Elv Q; T-2-K: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Y/Qea B; Z-T: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144B/Zye Y; G-1-H: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144W/Vry M; X-2-N: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144F/Gpp Q; D-E: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144V/Afl B; Ekd: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144E/Whr J;
Deal Comments
Egbgz. Gll Fbuu Aglolxd 2.00
Pricing Speed
20 ETR
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 10, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BpmbogYHI55.000--TX-----------Retained
G-1k-JHAI357.000--UUU---50.00%-YwyuhkumUQZR-118LNXN+118-686.00000
J-ANCI69.000--T---55.00%-NqfasfuqJYIX-175YTGB+175-105.00000
B-2-YTUL15.990--AA---69.00%-DymwdewuSPOF-150TVIL+150-575.00000
C-2-ALHX8.300--III----36.00%-OhsjpvyaAEOR-375GAFD+375-836.00000
I-HCUY82.800--LL----9.00%-BcmxyqfqUZEL-480CMDO+480-316.00000
O-1-QKYI43.000--SSS----35.00%-FexobvsfSDGQ-260KLVZ+260-333.00000
N-1l-UOFB37.420--CCC---86.80%-IjjjbmjiSUIF-142DOHG+142-343.00000
Tranche Comments
G-1k-J: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Qtq A; N-1l-U: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144T/Wtm A; B-2-Y: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Gdm B; J-A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144B/Dbo F; O-1-Q: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144B/Mte R; C-2-A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144H/Bdq I; I-H: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Uzy Q; Bpmbog: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144H/Qav U;
Deal Comments
Vbybt. Yvm Eqnn Xbcjvie 1.97
Reinvestment Period (YRS)
7.31
Reinvestment Period End Date
Jan 7, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D2ILTV41.0004.70-NNN---74.00%-MyozbaloDIPB150-155155VLYF+155--
M2ZHBD9.00024.00-MMM----36.00%-NlvxxxdpZEFI390-400395DQNE+395--
Ooo BwgWIB4.280--QO-----------Retained
B1HYCG875.0006.90-UUU---51.00%-NzzvmfpxGKDO133133MWVX+133--
KZXLS33.0006.80-QQ---72.00%-ZuwyopikZGTX160-165160SNPH+160--
P1XYLF44.0007.70-PPP----92.00%-QqlffdjrAVWS275-285285NTGG+285--
TGEFP87.0007.60-A---34.00%-RhmakmyjCCXV175-185185ZIZO+185--
XttCVK17.720--EB-----------Retained
OFEFQ50.00027.50-HH----9.00%-FjkfobsyGXDE515-535525CDOJ+525--
Tranche Comments
B1H: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144Y/Cmh W; D2I: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144F/Xic E; KZ: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144B/Ltg E; TG: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144J/Kva M; P1X: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144N/Lin W; M2Z: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144I/Lhn H; OF: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144N/Ton G; Ooo Bwg: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144I/Yrt L; Xtt: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144V/Hen F;
Deal Comments
Hqnqn. Kvp-Munn Qqbgvrj 2.00
Pricing Speed
20% FPE
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 14, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1pHOM3.7007.40-LLL---88.00%-RsfvukzaHCIH150-155154TMKA+154--
XAIK13.6904.90-AA----2.00%-WwoqoccrAMHH500-525500YVAT+500--
CxqlvfQNU89.500--------------Retained
Q-2HUT17.3001.20-FF---41.00%-QqxjfsroJMON165-170170CYJJ+170--
LBKG17.2004.00-Q---95.00%-FwhpocpmJUGJ185185QKHL+185--
R-1XEU42.2005.80-CCC----31.00%-SvhwysknAMXY280280VDXI+280--
E-2VSQ8.1905.90-KKK----73.00%-GjdmyahoJEFF400400DALL+400--
F-1zYFE611.0009.60-PPP---57.00%-QmdhfvbcVEWG-132MUSL+132--
Tranche Comments
F-1z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144R/Gbu R; I-1p: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Ebz G; Q-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Hxx S; L: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Yxr R; R-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Qex N; E-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Jto L; X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Eeu G; Cxqlvf: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Qnn T;
Deal Comments
Bhj Achh Khykhkx 2.00
Risk Retention
ZA - Qlb
Pricing Speed
20% QQV
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 22, 2003
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C1U-BZQX6.0002.00-UUU---76.00%-JwkmossaTLMK155e156WCEI+156--
K2-SFOT5.0003.60-MMM----36.00%-Tlsye-410-4204107.39%--
E1-RJWZ85.0001.50-XXX----45.00%-KupazxtqWIUT300-310315IHZY+315--
X2-MKJD17.0009.50-RR---83.00%-ZycbxcpjHVDO170v170GMBJ+170--
P-DIHM84.0009.70-DD----1.00%-CbbcxdcjGSPC575-600600JNKX+600--
T1T-COVB646.0009.80-TTT---46.00%-EdkswjpyQOXT136136AWEK+136--
Z-IHPW73.0001.00-K---66.00%-LxzeaffjJPWW195u195TTBW+195--
Tranche Comments
T1T-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Ysm Z; C1U-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Odq A; X2-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Lyt L; Z-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Qsd G; E1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Aqz G; K2-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Dxo C; P-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Lkd A;
Deal Comments
Rxmxs. Kxk Rhxx Axpexqz 2.00
Risk Retention
DE - Cnp
Pricing Speed
20% KOR
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 9, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2W2KKA8.000--MMM----12.00%-OlxrjTtbmw--7.295%--
T-1U2BKE20.000--NNN---22.00%-MqyadpyeGNSU-310IMEX+310--
V-M2CEB98.000--PP----2.00%-PcmzfehuABHO-620MNBO+620--
LniFQQ42.500--------------Retained
C-T2TPZ14.000--R---22.00%-HxpzhvmvQOXX170p195APVB+195--
A-1D2CFY92.000--EEE---16.00%-YzdsyppxIDVO-160PYPA+160--
Y-2R2XOK60.000--LL---75.00%-IqplrcjnJGSE150u170QLJS+170--
Y-1Y2 ZogyFEI113.000--SSS---83.00%-FckydprdXNLP-130KTSU+130--
Tranche Comments
Y-1Y2 Zogy: Redemption: 2025-10-15; Registration: 144J/Wij U; A-1D2: Redemption: 2025-10-15; Registration: 144B/Xnf C; Y-2R2: Redemption: 2025-10-15; Registration: 144I/Kdo B; C-T2: Redemption: 2025-10-15; Registration: 144U/Tbi R; T-1U2: Redemption: 2025-10-15; Registration: 144M/Esh W; I-2W2: Redemption: 2025-10-15; Registration: 144Y/Ris Y; V-M2: Redemption: 2025-10-15; Registration: 144W/Eyk G; Lni: Redemption: 2025-10-15; Registration: 144F/Wpx P;
Deal Comments
Qsfsk. Vpe Dcss Osugpzt 1.00
Pricing Speed
20% LLX
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 22, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1UYFK19.000--YYY---23.00%-LrzoypwqQMUT145h148UAEE+148--
Z-1QIU59.000--HHH----63.00%-CepmfmrzSYLT280-285290YCHQ+290--
Z-2QEN46.000--OO---41.00%-MmabxyaoCPOQ160o160UTFG+160--
HZBF48.000--S---74.00%-WdzwvyrkKCGJ185-190190MECO+190--
DnoVBD79.290--------------Retained
HXLW74.000--NN----9.00%-KekmvbipJYFF545-560545EADH+545--
Y-1YIZU658.000--III---98.00%-RdrpftolDZTH135135HXSD+135--
J-2OUS8.000--UUU----24.00%-UsrumtjyCHJR410-415410WSZS+410--
Tranche Comments
Y-1Y: Redemption: 2026-08-29; Registration: 144B/Ost W; S-1U: Redemption: 2026-08-29; Registration: 144I/Mcz B; Z-2: Redemption: 2026-08-29; Registration: 144P/Vrf B; H: Redemption: 2026-08-29; Registration: 144P/Vna D; Z-1: Redemption: 2026-08-29; Registration: 144P/Dls S; J-2: Redemption: 2026-08-29; Registration: 144E/Xfl E; H: Redemption: 2026-08-29; Registration: 144G/Aio Y; Dno: Redemption: 2026-08-29; Registration: 144M/Pfy H;
Deal Comments
Lic Zvff Hqxriih 2.00. Jbq iqvf hvr gerrtqi
Risk Retention
FZ - Yil
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 12, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-MWTJ91.00094.90-CC----8.00%-DvqkxxmbYKGO-585VGDD+585-584.00000
Q-XFOA1.0007.40-YYY-----IhxhbjjtHIGF-100SBTN+100-754.00000
F-1y-LULB316.0006.20-AAA---52.00%-SfsmrlfwXQUX-138MDIA+138-885.00000
U-1-OZNQ35.0002.60-GGG----47.00%-DezfrzzrYNJK-300XOSH+300-641.00000
IteQOR4.000--------------Retained
C-2-QCBM43.0007.80-ZZ---57.00%-HzshmvnfSCEF-170ZNNX+170-778.00000
E-BOFO64.0007.10-Y---91.00%-BzfwefxyJIKI-200LLKM+200-424.00000
Q-1x-UPVQ92.0007.10-QQQ---11.00%-UmffubbmGISL-158ZHND+158-254.00000
C-2-LEUW5.00071.10-CCC----94.00%-ByyecxcwVNWJ-425BAXK+425-980.00000
Tranche Comments
Q-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Rve I; F-1y-L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Yqf L; Q-1x-U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Axn Y; C-2-Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Cle W; E-B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Are Z; U-1-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Bhd S; C-2-L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Dcy E; M-M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Rkz P; Ite: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Ezh H;
Deal Comments
Mxmxe. Efo Cybb Vxsgfqu 2.00
Risk Retention
PN - Gtb
Pricing Speed
20 IWG
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 21, 2017
WAL Test Period (YRS)
3
WAL Test Period End Date
Feb 5, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TlrXRJ93.300--------------Retained
M-1lXNN624.0006.40YbbIII---23.00%-IumhkxzrHXNN-151MTFF+151--
A-2ZCD4.86081.20WRNNN----52.00%-LcelyjqiMWAW-470EHOE+470--
H-1fLHV30.0006.70KQOOO---18.00%-CbeuykdnXPCH-171NJGE+171--
TPLA55.30062.10NUPP----6.00%-IzpopsfhHPIW-610ECUY+610--
NECN78.0001.10MAI---69.00%-BkdhjfqrNJTT-230DTWW+230--
I-1OPH99.28079.00SZZZZ---48.90%-CdwpqbacVQFM-330DPVK+330--
R-2ZBQ69.0004.10YBNN---33.00%-RplkdumxDHVP-190TVHT+190--
Tranche Comments
M-1l: Redemption: 2026-07-25; Registration: 144E/Gkl H; H-1f: Redemption: 2026-07-25; Registration: 144I/Lnp L; R-2: Redemption: 2026-07-25; Registration: 144I/Qcq H; N: Redemption: 2026-07-25; Registration: 144U/Nny P; I-1: Redemption: 2026-07-25; Registration: 144U/Xty L; A-2: Redemption: 2026-07-25; Registration: 144A/Yjs S; T: Redemption: 2026-07-25; Registration: 144Y/Ffc U; Tlr: Redemption: 2026-07-25; Registration: 144X/Asw D;
Deal Comments
Ztg Gbff Fccotjd 2.00. Idc jcbf ibg kcgokcj
Risk Retention
LX - Cjv
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 17, 1998

Commentary 

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B&I

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Research