Bilbao CLO (BILB) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZETD7.430-S3-Q---Hskpoxwo3zKv-8803kBl+851-59.00000
PWCJ22.000-X2-Y--Exmmpxqq3xCa-2103yXu+210-657.00000
VTLF8.000-Jll-TTT--Mpmovmfl3bKe-453dNn+45-566.00000
S-1OVB145.000-Zzz-BBB--Vwkftzfr3gJk-973gAb+97-671.00000
J-2ESWN30.000-Ju2-SS--Qpsoy---2.000%2.000%320.00000
XPZR70.710-Tq3-CC---Cvidqtfi3sZo-6103zEc+597-35.00000
JslCYN75.840-TQ-KU--------Retained
UWNJ94.000-Bkk3-EEE---Sdouevhv3vCt-3103fAe+310-204.00000
O-2OMQS44.000-Br2-HH--Msstjfta3zXa-1603jFf+160-181.00000
Tranche Comments
V: First Pay: 2021-11-20; Redemption: 2023-01-29; S-1: First Pay: 2021-11-20; Redemption: 2023-01-29; O-2O: First Pay: 2021-11-20; Redemption: 2023-01-29; J-2E: First Pay: 2021-11-20; Redemption: 2023-01-29; P: First Pay: 2021-11-20; Redemption: 2023-01-29; U: First Pay: 2021-11-20; Redemption: 2023-01-29; X: First Pay: 2021-11-20; Redemption: 2023-01-29; Z: First Pay: 2021-11-20; Redemption: 2023-01-29; Jsl: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Oqbqz. Wmw Czgg Aqhlmgn 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 7, 2002