II(R)

Bilbao CLO (BILB) II(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
Z	PDK	82.000	-	Aff3	-	MMM-	-	-	Nxbzqvby	3fPm	-	-	310	3zBb+310	-	384.00000
M	HYC	96.000	-	V2	-	N	-	-	Nqmswqro	3pJk	-	-	210	3nIf+210	-	680.00000
H-1	ABL	918.000	-	Vyy	-	WWW	-	-	Uyflpujg	3dMr	-	-	97	3cBg+97	-	627.00000
T-2T	FGS	10.000	-	Eg2	-	XX	-	-	Kjzebibi	3pQf	-	-	160	3rWs+160	-	692.00000
S	JNS	1.360	-	W3	-	D-	-	-	Qkkhevwl	3qHw	-	-	880	3dMo+851	-	43.00000
W-2S	DZM	72.000	-	Ms2	-	NN	-	-	Ibfzn	-	-	-	-	2.000%	2.000%	892.00000
Y	GKF	2.000	-	Lxx	-	FFF	-	-	Blqctryr	3fKk	-	-	45	3zTt+45	-	208.00000
O	WGD	66.780	-	Zm3	-	AA-	-	-	Avyrofnw	3fAf	-	-	610	3pQd+597	-	10.00000
Iwd	FTQ	91.430	-	KW	-	WC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2021-11-20; Redemption: 2023-01-29; H-1: First Pay: 2021-11-20; Redemption: 2023-01-29; T-2T: First Pay: 2021-11-20; Redemption: 2023-01-29; W-2S: First Pay: 2021-11-20; Redemption: 2023-01-29; M: First Pay: 2021-11-20; Redemption: 2023-01-29; Z: First Pay: 2021-11-20; Redemption: 2023-01-29; O: First Pay: 2021-11-20; Redemption: 2023-01-29; S: First Pay: 2021-11-20; Redemption: 2023-01-29; Iwd: First Pay: 2021-11-20; Redemption: 2023-01-29;

Deal Comments

Ltxtc. Aen Jxvv Wtvpeth 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2011