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
D-1x-R	CYL	93.000	3.80	-	SSS	-	-	-	57.00%	-	Nvzpysur	JESP	-	158	GGZM+158	-	286.00000
J-H	AIL	45.000	23.40	-	FF-	-	-	-	6.00%	-	Yfdhxcon	PPDF	-	585	CNGZ+585	-	819.00000
Hlw	NAA	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-K	VHX	75.000	9.60	-	J	-	-	-	96.00%	-	Wcrudrzt	WOYC	-	200	BYCF+200	-	342.00000
L-1i-Q	HYW	234.000	9.30	-	CCC	-	-	-	84.00%	-	Jmrpqwdu	VSUW	-	138	ZTQW+138	-	470.00000
U-2-X	CHQ	33.000	1.40	-	OO	-	-	-	92.00%	-	Fuxyumpo	NESU	-	170	DXNO+170	-	323.00000
W-Y	BQF	3.000	1.30	-	GGG	-	-	-	-	-	Mfkjdwzt	MCHG	-	100	NNVR+100	-	435.00000
F-2-D	TKM	9.000	59.80	-	HHH-	-	-	-	28.00%	-	Wfdmevfd	TZMP	-	425	AXOE+425	-	858.00000
P-1-E	XVD	68.000	8.50	-	UUU-	-	-	-	21.00%	-	Shbjdwbd	GPBT	-	300	QVHD+300	-	296.00000

Tranche Comments

W-Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Jnb N; L-1i-Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Liv E; D-1x-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Fzz L; U-2-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Cnb H; G-K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Zwz R; P-1-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Fsv X; F-2-D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Fsb P; J-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Oav O; Hlw: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Jsf H;

Deal Comments

Yhvhk. Fpz Vvcc Xhwopbu 2.00

Risk Retention

SK - Lji

Pricing Speed

20 YIZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Dec 13, 2004