III(R)

Bilbao CLO (BILB) III(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Guggenheim Partners LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Edp	BIY	50.560	-	-	FS	CV	-	-	-	-	-	-	-	-	-	Retained
L-2J	KLJ	28.000	-	-	LL	CC	-	-	Yyowz	-	-	-	-	1.980%	1.980%	363.00000
P	AQH	60.800	-	-	S	U	-	-	Wmhjefqv	3hKm	-	-	200	3bYn+200	-	755.00000
E-1	LTC	407.000	-	-	FFF	EEE	-	-	Msbeffcf	3eOy	-	-	86	3mQd+86	-	697.00000
S	OZL	62.700	-	-	WWW-	CCC-	-	-	Jqlvvpzk	3iZh	-	-	300	3bLt+300	-	311.00000
P-2P	QZD	98.900	-	-	GG	CC	-	-	Rqpxhedr	3eQh	-	-	150	3sHn+150	-	286.00000
S	HGG	32.800	-	-	NN-	AA-	-	-	Hwvrpkod	3kBl	-	-	610	3vOz+596	-	52.00000
Q	ETP	9.800	-	-	S-	B-	-	-	Awllfhxw	3bWr	-	-	875	3zFm+830	-	11.00000

Tranche Comments

E-1: First Pay: 2021-08-17; Redemption: 2022-09-02; P-2P: First Pay: 2021-08-17; Redemption: 2022-09-02; L-2J : First Pay: 2021-08-17; Redemption: 2022-09-02; P: First Pay: 2021-08-17; Redemption: 2022-09-02; S: First Pay: 2021-08-17; Redemption: 2022-09-02; S: First Pay: 2021-08-17; Redemption: 2022-09-02; Q: First Pay: 2021-08-17; Redemption: 2022-09-02; Edp: First Pay: 2021-08-17; Redemption: 2022-09-02;

Deal Comments

Imkmk. Shq Hvff Hmmzhoa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 3, 2007

Reset

Yes