| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 283.500 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 177 | SOFR+177 | - | - |
| A-2 | USD | 58.500 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 245-255 | 250 | SOFR+250 | - | - |
| B | USD | 22.500 | - | - | A | - | - | - | 19.00% | - | Floating | SOFR | 305-315 | 315 | SOFR+315 | - | - |
| C | USD | 27.000 | - | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 505-515 | 505 | SOFR+505 | - | - |
| D | USD | 15.750 | - | - | BB- | - | - | - | 9.50% | - | Floating | SOFR | 850-875 | 850 | SOFR+837 | - | - |
| Sub | USD | 42.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-01-15; Redemption: 2025-06-26;
A-2: First Pay: 2024-01-15; Redemption: 2025-06-26;
B: First Pay: 2024-01-15; Redemption: 2025-06-26;
C: First Pay: 2024-01-15; Redemption: 2025-06-26;
D: First Pay: 2024-01-15; Redemption: 2025-06-26;
Sub: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Non Call Period: 2.00. The deal was upsized from US$401.575m to US$449.25m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2028
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Ballyrock CLO 23 | Performance Analytics | Dealscribe | Apr 19, 2023
|
CLOS | Ballyrock CLO 21 | Performance Analytics | Dealscribe | Jan 4, 2023
|