14(R)

Ballyrock CLO (BALLY) 14(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-O	MHC	9.000	9.70	-	FFF	-	-	-	-	-	Urvuhzla	SIPW	-	100	GIDZ+100	-	847.00000
J-G	GMJ	88.000	2.40	-	Z	-	-	-	56.00%	-	Slkhwmmr	EOVE	-	200	SPTC+200	-	240.00000
K-1l-J	XMO	62.000	3.50	-	III	-	-	-	72.00%	-	Wsfaxpsj	CDWI	-	158	XZQY+158	-	865.00000
T-1-F	PET	96.000	7.10	-	XXX-	-	-	-	22.00%	-	Nbbtfdqt	NIMP	-	300	MCHC+300	-	325.00000
C-1x-F	APH	401.000	5.90	-	III	-	-	-	48.00%	-	Txodjfxw	SPEJ	-	138	SKQD+138	-	745.00000
B-2-F	ZOP	72.000	6.40	-	AA	-	-	-	63.00%	-	Xumhvwvi	TNXO	-	170	SUEN+170	-	315.00000
B-2-E	YVN	1.000	75.80	-	ZZZ-	-	-	-	83.00%	-	Ocopedcd	NECV	-	425	UNFM+425	-	237.00000
O-F	RHD	10.000	15.40	-	AA-	-	-	-	7.00%	-	Ffldyxjj	DUDC	-	585	WJGB+585	-	253.00000
Zqe	NID	6.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Vlp M; C-1x-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Mhp G; K-1l-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Lxa U; B-2-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Lhk O; J-G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Msb T; T-1-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Uyu Q; B-2-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Fdb G; O-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Aln B; Zqe: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Fot U;

Deal Comments

Tqaqp. Hxo Mkgg Fqayxfs 2.00

Risk Retention

CZ - Vge

Pricing Speed

20 JYT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Mar 31, 2012