Bilbao CLO (BILB) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2SVGJ12.000--BBQQ--EbzvsHOF--2.200%2.200%445.00000
A-2AFTS45.000--YYCC--Gclwdtos3zWw-1753nYv+175-226.00000
PJCZ93.700--T-G---Gwqhhkep3vQh-9353pAh+883-51.50000
U-1GKH302.000--PPPOOO--Yxmyuhcw3pAw-923iDz+92-337.00000
KXZN38.100--MP--Yrqfxizb3zAz-2203oTi+220-154.00000
NZXE71.900--YY-RR---Uhyjcivl3oSf-6453rXg+621-42.19000
MFIK81.200--YYYSSS---Njrhkctb3rTc-3253eIf+325-456.00000
FppHPQ11.800--JFYV--------Retained
Tranche Comments
U-1: First Pay: 2022-10-15; Redemption: 2024-03-29; A-2A: First Pay: 2022-10-15; Redemption: 2024-03-29; O-2S: First Pay: 2022-10-15; Redemption: 2024-03-29; K: First Pay: 2022-10-15; Redemption: 2024-03-29; M: First Pay: 2022-10-15; Redemption: 2024-03-29; N: First Pay: 2022-10-15; Redemption: 2024-03-29; P: First Pay: 2022-10-15; Redemption: 2024-03-29; Fpp: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Xyn Bpff Lchtymz 2.00
Risk Retention
XFp Eyonqmff
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 24, 2001
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 22, 2027