Bilbao CLO (BILB) IV

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
I-2U	MBY	78.000	-	-	MM	FF	-	-	Itlef	YMV	-	-	-	2.200%	2.200%	380.00000
Vvn	XOM	95.300	-	-	IA	EB	-	-	-	-	-	-	-	-	-	Retained
L	YAB	96.600	-	-	EEE	BBB-	-	-	Tmxumevy	3lVs	-	-	325	3xKz+325	-	253.00000
U	XYH	80.600	-	-	NN-	OO-	-	-	Chzlwknh	3bVy	-	-	645	3cNw+621	-	18.15000
L-1	PDZ	851.000	-	-	VVV	WWW	-	-	Uwsqfmng	3jPc	-	-	92	3wZi+92	-	443.00000
S	CGP	98.800	-	-	J	N	-	-	Vhrxxhyq	3lKe	-	-	220	3hVf+220	-	571.00000
O	OCC	97.500	-	-	B-	Q-	-	-	Zuxmbbse	3cBp	-	-	935	3sLd+883	-	70.10000
Y-2Y	NKK	89.000	-	-	HH	HH	-	-	Ocexjvmu	3fIx	-	-	175	3nCl+175	-	240.00000

Tranche Comments

L-1: First Pay: 2022-10-15; Redemption: 2024-03-29; Y-2Y: First Pay: 2022-10-15; Redemption: 2024-03-29; I-2U: First Pay: 2022-10-15; Redemption: 2024-03-29; S: First Pay: 2022-10-15; Redemption: 2024-03-29; L: First Pay: 2022-10-15; Redemption: 2024-03-29; U: First Pay: 2022-10-15; Redemption: 2024-03-29; O: First Pay: 2022-10-15; Redemption: 2024-03-29; Vvn: First Pay: 2022-10-15; Redemption: 2024-03-29;

Deal Comments

Ruf Svhh Ncvhuly 2.00

Risk Retention

AIp Lxyzdnjz

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Dec 6, 2018