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
Q	AFT	53.200	-	-	K	P	-	-	Azxahvuc	3dOt	-	-	220	3dHf+220	-	700.00000
N	SBO	77.200	-	-	II-	UU-	-	-	Jkuftpyo	3bEj	-	-	645	3mSg+621	-	28.60000
J-1	MJP	673.000	-	-	VVV	CCC	-	-	Xcwmmxkc	3jOb	-	-	92	3yWm+92	-	438.00000
Yql	GJV	40.900	-	-	NU	SA	-	-	-	-	-	-	-	-	-	Retained
R	CSI	17.800	-	-	Y-	C-	-	-	Vkqzvuye	3xHm	-	-	935	3wLg+883	-	92.10000
X	XBC	58.500	-	-	YYY	TTT-	-	-	Nfewerdv	3xMs	-	-	325	3xMe+325	-	383.00000
R-2R	OJO	66.000	-	-	CC	PP	-	-	Tilydvii	3tEk	-	-	175	3wVe+175	-	581.00000
D-2Q	WFZ	19.000	-	-	WW	LL	-	-	Irvna	YQY	-	-	-	2.200%	2.200%	620.00000

Tranche Comments

J-1: First Pay: 2022-10-15; Redemption: 2024-03-29; R-2R: First Pay: 2022-10-15; Redemption: 2024-03-29; D-2Q: First Pay: 2022-10-15; Redemption: 2024-03-29; Q: First Pay: 2022-10-15; Redemption: 2024-03-29; X: First Pay: 2022-10-15; Redemption: 2024-03-29; N: First Pay: 2022-10-15; Redemption: 2024-03-29; R: First Pay: 2022-10-15; Redemption: 2024-03-29; Yql: First Pay: 2022-10-15; Redemption: 2024-03-29;

Deal Comments

Bvo Mzww Wmqgvgl 2.00

Risk Retention

FGx Qsznsxxu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2024

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 11, 2007