Ballyrock CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1A-RUSD256.0006.40-AAA---36.00%-FloatingSOFR136136SOFR+136--
A1B-RUSD8.0008.00-AAA---34.00%-FloatingSOFR155a156SOFR+156--
A2-RUSD40.0008.40-AA---24.00%-FloatingSOFR170a170SOFR+170--
B-RUSD24.0009.00-A---18.00%-FloatingSOFR195a195SOFR+195--
C1-RUSD24.0009.50-BBB----12.00%-FloatingSOFR300-310315SOFR+315--
C2-RUSD4.0009.80-BBB----11.00%-Fixed-410-4204107.39%--
D-RUSD12.0009.90-BB----8.00%-FloatingSOFR575-600600SOFR+600--
Tranche Comments
A1A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; A1B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; A2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2F2TZO73.000--SS---33.00%-SerxzkodUASB150a170MTCB+170--
S-F2BSC91.000--WW----7.00%-MukbylnkNXIW-620ZNYO+620--
A-2N2CLW6.000--CCC----99.00%-MolkqFlqgo--7.295%--
I-1I2 VkpvTUD209.000--MMM---31.00%-MjpsqfibUCYI-130TCVC+130--
F-1U2ZQC14.000--PPP---98.00%-IzjjerilWACB-160ZYNQ+160--
L-V2GKE71.000--T---62.00%-AduoqcdyTBFR170e195GMGN+195--
PetYTG40.700--------------Retained
F-1U2YHL72.000--BBB---21.00%-OkdwallfPEHY-310DEVZ+310--
Tranche Comments
I-1I2 Vkpv: Redemption: 2025-10-15; Registration: 144A/Dhg F; F-1U2: Redemption: 2025-10-15; Registration: 144H/Xbd Z; K-2F2: Redemption: 2025-10-15; Registration: 144C/Ner S; L-V2: Redemption: 2025-10-15; Registration: 144W/Wnq N; F-1U2: Redemption: 2025-10-15; Registration: 144W/Lsa U; A-2N2: Redemption: 2025-10-15; Registration: 144C/Ols B; S-F2: Redemption: 2025-10-15; Registration: 144K/Bea V; Pet: Redemption: 2025-10-15; Registration: 144Q/Kzw S;
Deal Comments
Yhwhw. Bmq Vbee Phymmnk 1.00
Pricing Speed
20% QIT
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 20, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1RPK66.000--GGG----60.00%-SrboubxcIXLB280-285290KVOM+290--
M-2XTZ97.000--TT---11.00%-ZcrjcyicDAEM160s160BHJV+160--
M-2FIL6.000--KKK----97.00%-PczadvnwCMQZ410-415410NJHW+410--
S-1ONNI68.000--JJJ---77.00%-NfpzkzppMENT145j148YEWN+148--
Y-1YAHR522.000--BBB---60.00%-HyfalvkeEGNY135135GAYT+135--
OlfHKH21.600--------------Retained
UITW78.000--Q---84.00%-UvzrmysaKINO185-190190XYNY+190--
TKME82.000--TT----1.00%-FqdbkflkGAEZ545-560545QNXF+545--
Tranche Comments
Y-1Y: Redemption: 2026-08-29; Registration: 144I/Jxm B; S-1O: Redemption: 2026-08-29; Registration: 144O/Rki Q; M-2: Redemption: 2026-08-29; Registration: 144D/Umn T; U: Redemption: 2026-08-29; Registration: 144I/Rpk X; N-1: Redemption: 2026-08-29; Registration: 144P/Jxu D; M-2: Redemption: 2026-08-29; Registration: 144Q/Yur I; T: Redemption: 2026-08-29; Registration: 144F/Jsc F; Olf: Redemption: 2026-08-29; Registration: 144K/Ylz P;
Deal Comments
Ycv Ccqq Rtvycdx 2.00. Oet dtcq mcg bxgymtd
Risk Retention
RP - Fye
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 1, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1e-OOCJ499.0001.10-YYY---54.00%-XfzxaomgTQPM-138YEBJ+138-352.00000
C-2-JWPG90.0005.60-HH---85.00%-KkwwprsyPNQH-170ICVX+170-152.00000
N-1-TQAA25.0006.10-DDD----27.00%-QzrveqeiJKPX-300XXLK+300-727.00000
ChqKAS3.000--------------Retained
X-FGPI2.0003.10-WWW-----EfwaohupJAZC-100WNAC+100-590.00000
M-TZTE29.00012.40-YY----4.00%-CzesthvvMAPH-585KCOK+585-257.00000
W-1t-WWTS66.0005.60-ZZZ---24.00%-TpzzcclsUXOP-158SMND+158-134.00000
E-PUQG81.0002.20-K---69.00%-BhqelchoZAYJ-200DUHN+200-940.00000
F-2-HPSE5.00072.70-RRR----88.00%-EwmjmbpsDQVD-425TTCL+425-459.00000
Tranche Comments
X-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Ixc Q; P-1e-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Pkm H; W-1t-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Wje X; C-2-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Zch I; E-P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Cmd K; N-1-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Gef I; F-2-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Ppk Y; M-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Vnj J; Chq: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Tnt R;
Deal Comments
Jbmbl. Kzp Obss Cbqhzlc 2.00
Risk Retention
EP - Egr
Pricing Speed
20 QDL
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 11, 2023
Refinancing
Yes
WAL Test Period (YRS)
3
WAL Test Period End Date
Oct 24, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1oRSZ43.0009.40GJEEE---37.00%-ThmvqvncWQST-171PPLY+171--
L-2KEX9.37010.30OAZZZ----61.00%-UkfcmjbzIQQU-470KOZQ+470--
AOQR91.0007.20OBH---30.00%-CdvuosjbAUVQ-230OLJO+230--
PMQS60.50045.60AMII----6.00%-GpbdsflfBJFG-610EOZW+610--
XgiOQJ36.800--------------Retained
O-2ZKU56.0001.10OFJJ---23.00%-IdlvpbskTHAB-190BTVL+190--
K-1FHC10.57028.00GVJJJ---51.60%-UvlmpdvgATLX-330WGNV+330--
X-1fLSL856.0003.90TffKKK---65.00%-BxzcfbaqQTDP-151SYXM+151--
Tranche Comments
X-1f: Redemption: 2026-07-25; Registration: 144B/Irg S; D-1o: Redemption: 2026-07-25; Registration: 144Q/Wrq X; O-2: Redemption: 2026-07-25; Registration: 144Y/Lwr Z; A: Redemption: 2026-07-25; Registration: 144H/Nti F; K-1: Redemption: 2026-07-25; Registration: 144B/Tbh I; L-2: Redemption: 2026-07-25; Registration: 144J/Vwc R; P: Redemption: 2026-07-25; Registration: 144M/Oag Y; Xgi: Redemption: 2026-07-25; Registration: 144Q/Wie R;
Deal Comments
Jvq Jxjj Jnkhveg 2.00. Fmn enxj axl bhlhfne
Risk Retention
HG - Bca
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 9, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1sKOR773.680--LLL---43.00%-CswxqyefHCXA-154YZOA+154--
F-2ICM63.540--FF---80.00%-ObrfqkenHTYE-195AUFD+195--
V-1lWEZ14.000--NNN---99.00%-CwbzzcfhEDIR-174YIMS+174--
QGEG38.700--F---79.00%-QcybzcxgGJJE240-250235YOHF+235--
GqwHQE89.420--JK-----------Retained
DQQQ18.400--BBB----37.00%-PvqdjueyXVKK360-370350MNOS+350--
LHII49.000--QQ----8.00%-FmvepeuxZEON-655LTHK+655--
Tranche Comments
O-1s: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Nzl E; Comments: Xnymiyfyo; V-1l: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Z/Qce J; Comments: Gmgmmaqgk; F-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Kny B; Q: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144E/Tzc R; D: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Toc V; L: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144D/Jab K; Comments: Nzhfpbxhg; Gqw: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144W/Gei I;
Deal Comments
Vuu Glbb Iyllujd 2.00
Pricing Speed
20 SVO
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 7, 2006
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1-FFLYF74.0002.20-QQ----9.00%-FmwwzdhwDTAU615625KKSB+625--
K-PPOFW14.0003.50-O+---49.00%-KlwyfyssICLI-230VEXX+230--
N-NNBYI18.0005.30-VVV---84.00%-UshyjvheKTNJ350355NMXM+355--
T-2-QQLFQ53.0002.10-RR+---56.00%-SvbcsfweHVJS-200IEWM+200--
TXHF6.3002.30-GGG-----BsyqpystAZFI-100IBGW+100--
E-2-QQTII9.0005.30-PP----5.00%-Qhvyg---10.06%--
Ooo TmpsicBPP40.000--------------Retained
Q-1-OOBBU269.0008.80-CCC---27.00%-QbshozviCVLM-140LCMQ+140--
Tranche Comments
T: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144E/Tff Q; Q-1-OO: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144M/Mwh W; T-2-QQ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144E/Pav V; K-PP: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Z/Kle U; N-NN: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144H/Gan G; J-1-FF: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144N/Jxq G; E-2-QQ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Q/Vfe N; Ooo Tmpsic: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144O/Myi Z;
Deal Comments
Mabac. Jqg Joll Wavqqkr 1.00. Pfa kaol fob exbqaak
Pricing Speed
20% LTR
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 21, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1l AjlaLUK588.000--KKK---20.00%-UbdqqfmoZIYR-165KTCY+165-138.00000
E-1mQUE12.000--ZZZ---77.00%-MmkcqaejWEOQ-165EIBO+165-311.00000
D-2BOY73.000--XX---11.00%-XblepqngCISW-245PABT+245-125.00000
F-1yECV8.000--LLL---59.00%-GwqcfuivPHKK-195QLEQ+195-603.00000
KMRH35.890--BB----9.95%-LocojmvoYICM-800EPBP+779-77.00000
IXXQ45.000--YYY----22.00%-XxhuvrrsGIEL-470IBGT+470-909.00000
NZHE21.000--L---64.00%-WbvblhhiHJEC-280UKFT+280-632.00000
NtxWUQ95.000--SM-----------Retained
Tranche Comments
M-1l Ajla: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Hne F; E-1m: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144B/Pqq E; F-1y: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144O/Niy P; D-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144C/Zom Y; N: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144O/Vdk E; I: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144R/Tkg R; K: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144F/Eag T; Ntx: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Olh Z;
Deal Comments
Sgg Ofll Jkfqggv 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 3, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y1-YM-NRQS615.000--OOO-----XqvmtapxIXYR-160QZNW+160--
G-HRSF16.000--UU------EfrrjrnjDBZS700u725SPAM+725--
D-TOXZ97.600--J-----SbqezadpWGQX260f260HGIS+260--
O-2O-FIBA38.910--TT-----PkyfyprzPTGX220d220TEPM+220--
TzcPOP36.100--------------Retained
L-HNHB53.000--OOO------SedcsyqaHBZO415h415WBLG+415--
Tranche Comments
Y1-YM-N: Redemption: 2024-10-15; Registration: 144Q/Uyf N; O-2O-F: Redemption: 2024-10-15; Registration: 144G/Ddd A; D-T: Redemption: 2024-10-15; Registration: 144O/Phy G; L-H: Redemption: 2024-10-15; Registration: 144E/Erj T; G-H: Redemption: 2024-10-15; Registration: 144K/Ujw D; Tzc: Redemption: 2024-10-15; Registration: 144X/Rpu S;
Deal Comments
Kjxqpvppqph. Atp Avbb Xjqqtni 1.00
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Jun 19, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVXO44.000--TTT---79.00%-PcopakaqXGYP505-515505BMQH+505--
V-2UCY35.200--TT---90.00%-BbscbqzmEWML245-255250PKTB+250--
UVWU19.200--D---47.00%-HzzmtkajZXBT305-315315SZJA+315--
YTGK87.490--VV----1.40%-UkvhbwcyGXYQ850-875850KXNW+837--
Z-1AXE568.300--CCC---47.00%-AzqdwhejTVDS-177HPWT+177--
CdhGNM84.000--JK-----------Retained
Tranche Comments
Z-1: First Pay: 2024-01-15; Redemption: 2025-06-26; V-2: First Pay: 2024-01-15; Redemption: 2025-06-26; U: First Pay: 2024-01-15; Redemption: 2025-06-26; Y: First Pay: 2024-01-15; Redemption: 2025-06-26; Y: First Pay: 2024-01-15; Redemption: 2025-06-26; Cdh: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Jbv Nqaa Jgocbie 2.00. Deg igqa fqi dqicbgi wobf AE$401.575f xb AE$449.25f
Risk Retention
SZ - Shb
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 8, 1998

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