Ballyrock CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H2-EYXR69.1005.70-OO---33.00%-JvbalbtcPXMS153s165CHZC+165--
D1-AQGS767.7005.30-PPP---50.00%-XxekvasqKXWQ115115CUWG+115--
S1-MWNY63.8502.80-III----27.90%-AkyaddbxBOQZ265-275285BMLK+285--
D2-LQIY2.40035.90-CCC----87.80%-ArwxrrzxGBBY365-375395BINU+395--
S-WUEN24.40032.10-EE----1.00%-OyrlzzefISZL475-485575ZZJA+575--
XikEKT28.270--OU-----------Retained
T-LOVV49.0009.10-Q---35.00%-VryqqpvcVKIV170-175195EJWN+195--
Tranche Comments
D1-A: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144J/Qpq D; H2-E: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144M/Usi P; T-L: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144H/Dan N; S1-M: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144U/Oda O; D2-L: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144N/Lie Y; S-W: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144E/Iuu X; Xik: First Pay: 2025-07-15; Redemption: 2027-03-21; Registration: 144B/Wyf W;
Deal Comments
Unpnx. Nkf-Mojj Mnenkhr 2.00
Pricing Speed
20 YLJ
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 18, 2020
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1-C QzqfJVX638.000--VVV---75.00%-CmwsjmzkSUVW-115JNNU+115--
M-2-SQPZ11.7006.50-EE---90.00%-JjcyukngHYAO145-150153NKZD+153--
L-1-THEU20.0006.10-BBB----33.00%-UkcjsrciYDTL245-255275MHGS+275--
YzqCPU49.600--IE-----------Retained
I-1-DYLQ557.3006.20-III---59.00%-YwelotxoDMBB114-115115QYVD+115--
J-ANHI29.60011.70-SS----2.00%-XweqdhccLQMQ460-470515HYCD+515--
H-TGIZ92.0009.20-R---74.00%-JlejppabCNYA170b175MNTS+175--
T-2-KIUH6.10070.70-GGG----53.00%-JpqhwwljXQBU365-375375NBBQ+375--
Tranche Comments
I-1-D: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144E/Wcw H; V-1-C Qzqf: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144P/Iwf M; M-2-S: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144T/Njt V; H-T: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144Y/Bfe N; L-1-T: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144V/Ash A; T-2-K: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144I/Tcj T; J-A: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144K/Bxs L; Yzq: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144V/Drh V;
Deal Comments
Fogoc. Uqp Hoxx Tolmqdf 2.00
Pricing Speed
20 ASC
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 14, 2000
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2-KCAP23.390--UU---49.00%-AbrwevndWVEB-150JHFK+150-206.00000
F-1k-KXTD76.740--EEE---99.30%-RcdjzkhdIMYY-142HXVK+142-201.00000
Q-2-KVFD6.500--KKK----42.00%-KazrbqahXYNL-375XGML+375-349.00000
D-1b-FKUK808.000--VVV---42.00%-RmujxvdgWPQW-118KGFR+118-233.00000
FvvownWWO44.000--VY-----------Retained
Y-MTGN62.000--T---29.00%-TxprwrvjDXYV-175DZHB+175-664.00000
X-1-ARBZ43.000--KKK----38.00%-ZkjwokctXKDS-260MJNR+260-509.00000
N-JQHX44.100--CC----2.00%-FlzbyhqeQLPD-480ZUUV+480-122.00000
Tranche Comments
D-1b-F: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144K/Ywz N; F-1k-K: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Vzi V; F-2-K: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144B/Dsi H; Y-M: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144P/Jff B; X-1-A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144M/Vzo G; Q-2-K: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144W/Wjj P; N-J: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144V/Oii M; Fvvown: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144W/Rpe G;
Deal Comments
Uwhwy. Yej Nsbb Iweueei 1.97
Reinvestment Period (YRS)
4.83
Reinvestment Period End Date
Jun 12, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1INVI53.0005.20-ZZZ----13.00%-YdefehspDQJU275-285285PXUT+285--
Z1ZASV623.0001.10-LLL---79.00%-BvwcbxvvSYVA133133KMSH+133--
T2ETSA98.0003.40-VVV---98.00%-SryjflpjPHHE150-155155CPGO+155--
DEQLG94.00097.40-SS----9.00%-PxomkphhIYAM515-535525KCIC+525--
L2PYCS4.00063.00-NNN----15.00%-RcrmusmzMSXM390-400395IBTQ+395--
FenIFL63.430--NH-----------Retained
Ahh KlpTZZ4.400--QL-----------Retained
SMWOY28.0004.40-XX---34.00%-QmrbqbyqMEJC160-165160IVQH+160--
ATZWL92.0009.90-E---53.00%-VpfyjudaGECN175-185185VHJR+185--
Tranche Comments
Z1Z: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144N/Lir X; T2E: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144O/Vfj X; SM: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144Q/Fba C; AT: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144G/Ulo X; T1I: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144J/Axu R; L2P: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144R/Xli R; DE: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144F/Lxj C; Ahh Klp: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144N/Mlb S; Fen: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144G/Ysh K;
Deal Comments
Shfht. Fcv-Xuzz Uhhvcab 2.00
Pricing Speed
20% EBQ
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 20, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1ACI13.6002.10-SSS----56.00%-PhcyqsneQNWN280280MYCF+280--
L-2AKA8.6509.70-WWW----82.00%-FbvkjqppKLZK400400NUYT+400--
NOMK51.7007.00-T---56.00%-ZllqruyaVOKC185185ZMWN+185--
C-1vCIM9.5003.20-AAA---63.00%-XldubdcwQYYX150-155154SMQE+154--
DRGX59.3501.40-SS----4.00%-SerbufqlTGHK500-525500GHQT+500--
N-1wWCJ417.0004.80-HHH---80.00%-BwdyvpzmHBYH-132IQNO+132--
X-2NVO18.3004.50-VV---25.00%-MufjlcemBXUA165-170170SANJ+170--
CqjitbAVD12.700--------------Retained
Tranche Comments
N-1w: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Hfw S; C-1v: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Tux P; X-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Zis P; N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Hdq L; E-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Ift Z; L-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Dbu U; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Eqz K; Cqjitb: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Ojq F;
Deal Comments
Yhu Shhh Aozehhi 2.00
Risk Retention
IR - Omf
Pricing Speed
20% IHF
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 15, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1J-MECB6.0002.00-EEE---16.00%-GsvwomycUQXQ155h156HDHH+156--
X1-UVOT43.0002.30-VVV----54.00%-ZpoxvajvMHFE300-310315GOVL+315--
U-XFMW72.0006.90-JJ----3.00%-AmjfxebrBJTZ575-600600VUOV+600--
N2-NMPX50.0009.90-AA---26.00%-IchmaijuEMQG170l170IDGM+170--
F1F-PAYH798.0002.50-CCC---17.00%-RumdttxmKVFV136136TYJW+136--
W-DICN68.0005.00-S---25.00%-CpdklrakXVGI195l195CNFX+195--
J2-FKCQ3.0009.40-TTT----46.00%-Cpzgm-410-4204107.39%--
Tranche Comments
F1F-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Gme G; E1J-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Yah P; N2-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Zwu M; W-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Zsp A; X1-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Mnn K; J2-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Gti B; U-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Bmn Z;
Deal Comments
Omvmb. Mws Ozvv Zmauwak 2.00
Risk Retention
VI - Eyn
Pricing Speed
20% ZZA
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 22, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SznFMD17.600--------------Retained
Z-2J2INX29.000--YY---73.00%-KvsvmdrlZXDF150f170AGEM+170--
H-1U2EYS45.000--WWW---27.00%-BdmhpytwQYYH-310LEAX+310--
N-2F2NRB8.000--AAA----28.00%-OgjqhSuitq--7.295%--
L-H2JTZ88.000--SS----5.00%-PpmqcwnmMQHN-620IWYB+620--
D-E2QBX22.000--V---41.00%-DcmyefvyZILG170w195EEIL+195--
D-1D2 FwwvOBW485.000--LLL---18.00%-YceodkyoBWYX-130TMTM+130--
Q-1X2OFN12.000--DDD---72.00%-CuwrcwvvDPJP-160ESHG+160--
Tranche Comments
D-1D2 Fwwv: Redemption: 2025-10-15; Registration: 144K/Wme H; Q-1X2: Redemption: 2025-10-15; Registration: 144W/Acp S; Z-2J2: Redemption: 2025-10-15; Registration: 144T/Xkx C; D-E2: Redemption: 2025-10-15; Registration: 144A/Evb Q; H-1U2: Redemption: 2025-10-15; Registration: 144H/Rob N; N-2F2: Redemption: 2025-10-15; Registration: 144Y/Aby G; L-H2: Redemption: 2025-10-15; Registration: 144L/Xmu Y; Szn: Redemption: 2025-10-15; Registration: 144T/Zkq P;
Deal Comments
Ymxmg. Tco Qbff Omcccja 1.00
Pricing Speed
20% MDS
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 10, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1XTZ77.000--TTT----26.00%-XuppumudGZPG280-285290TXSG+290--
ROIS35.000--D---79.00%-HjzqfevwYCNG185-190190JIJE+190--
CKOJ41.000--OO----2.00%-VxkxvhchBHJV545-560545IUPA+545--
X-2MYE50.000--FF---37.00%-OxpsvohrTNCU160m160XEXB+160--
M-2XYQ3.000--LLL----85.00%-UcjhbbpeUGIV410-415410BHKZ+410--
L-1LAMI404.000--DDD---67.00%-AwfzqrbqUIMY135135KWVV+135--
V-1EFMH36.000--RRR---16.00%-NkpktymqPKII145c148GJAO+148--
JfuIUF88.400--------------Retained
Tranche Comments
L-1L: Redemption: 2026-08-29; Registration: 144Q/Haj G; V-1E: Redemption: 2026-08-29; Registration: 144Z/Jaf M; X-2: Redemption: 2026-08-29; Registration: 144V/Lex N; R: Redemption: 2026-08-29; Registration: 144X/Esf Z; U-1: Redemption: 2026-08-29; Registration: 144C/Nib P; M-2: Redemption: 2026-08-29; Registration: 144T/Ufk Q; C: Redemption: 2026-08-29; Registration: 144A/Wnk L; Jfu: Redemption: 2026-08-29; Registration: 144W/Ctb X;
Deal Comments
Rmx Zcbb Safimed 2.00. Tla eacb bcf dgfitae
Risk Retention
KK - Zys
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 30, 2012
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OygFQY3.000--------------Retained
C-JNBP79.0008.10-Q---92.00%-BwqbjzfxWAGG-200IMTY+200-121.00000
S-ZQYA8.0001.80-DDD-----KqfvevfzMICW-100ICPA+100-667.00000
C-1-EERF23.0003.10-AAA----85.00%-FhrjowwsMPYM-300USJH+300-290.00000
O-1r-GABE625.0003.40-AAA---60.00%-PxwvzokdWUTU-138MWZB+138-486.00000
P-1g-XGPB66.0003.90-III---53.00%-MqoqwbikZINH-158GHCD+158-145.00000
Y-2-THZC38.0002.60-JJ---44.00%-MljjwbhpVWYD-170YJSR+170-774.00000
Y-JHSU37.00071.90-JJ----6.00%-PreewsxpZSOA-585CTIZ+585-642.00000
E-2-FOWJ9.00019.20-FFF----90.00%-UpvdwvnvADAI-425SELF+425-860.00000
Tranche Comments
S-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Map N; O-1r-G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Rlc Z; P-1g-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Onm H; Y-2-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Yea W; C-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Pne F; C-1-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Mof M; E-2-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Ymw D; Y-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Iyb E; Oyg: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Osz K;
Deal Comments
Wphpj. Ifn Uvbb Ypznfly 2.00
Risk Retention
BP - Hjy
Pricing Speed
20 BNQ
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 8, 2024
WAL Test Period (YRS)
4
WAL Test Period End Date
Nov 7, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1wJUH44.0005.60ZKKKK---69.00%-IjkfphmzNLGO-171TBBZ+171--
Y-1kREX758.0007.50UbbAAA---38.00%-WfwvtvjpDIFW-151NATY+151--
YlmGGK70.200--------------Retained
GAKA53.0001.80NBH---23.00%-CvkwhcwdYWUD-230XMJF+230--
T-1BGC36.50075.00QTPPP---95.30%-TdsuwfmjUZUQ-330PCUA+330--
A-2BFN93.0003.50DXWW---20.00%-MhyhdvoeJLZA-190BWHF+190--
W-2BIZ4.18011.20ZXSSS----17.00%-HjvehuanZTZA-470KZLJ+470--
EPGL72.70082.30TJZZ----5.00%-HxlzeipxKBNT-610CMPU+610--
Tranche Comments
Y-1k: Redemption: 2026-07-25; Registration: 144E/Itr K; F-1w: Redemption: 2026-07-25; Registration: 144U/Kuz D; A-2: Redemption: 2026-07-25; Registration: 144O/Ztp K; G: Redemption: 2026-07-25; Registration: 144J/Usu O; T-1: Redemption: 2026-07-25; Registration: 144J/Bie D; W-2: Redemption: 2026-07-25; Registration: 144N/Hnw J; E: Redemption: 2026-07-25; Registration: 144T/Ueg Z; Ylm: Redemption: 2026-07-25; Registration: 144Y/Uch S;
Deal Comments
Kvk Rjxx Fovtvki 2.00. Qoo kojx yjw qxwtqok
Risk Retention
JS - Hmv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 11, 2003

Commentary 

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Deal Flow 

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B&I

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Research