Bilbao CLO (BILB) IV

Guggenheim Partners LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2T	NYC	50.000	-	-	GG	HH	-	-	Ugngi	HXV	-	-	2.200%	2.200%	779.00000
Fht	AZK	50.300	-	-	SD	YT	-	-	-	-	-	-	-	-	Retained
G-2G	CII	81.000	-	-	UU	QQ	-	-	Rxvjfqaj	3iCl	-	175	3fUv+175	-	807.00000
H	YPB	79.400	-	-	U	G	-	-	Psdzuvan	3zCw	-	220	3dZd+220	-	972.00000
H	ILM	80.600	-	-	TT-	MM-	-	-	Ssxyjccs	3xDy	-	645	3nXs+621	-	49.74000
V	OIR	79.500	-	-	G-	P-	-	-	Mfmyrhxx	3oLu	-	935	3oLy+883	-	25.20000
Q	HOP	83.800	-	-	NNN	SSS-	-	-	Orucvzvq	3yFg	-	325	3tFc+325	-	830.00000
C-1	IMO	806.000	-	-	PPP	JJJ	-	-	Ozsxelkq	3eZr	-	92	3tDo+92	-	179.00000

Tranche Comments

C-1: First Pay: 2022-10-15; Redemption: 2024-03-29; G-2G: First Pay: 2022-10-15; Redemption: 2024-03-29; T-2T: First Pay: 2022-10-15; Redemption: 2024-03-29; H: First Pay: 2022-10-15; Redemption: 2024-03-29; Q: First Pay: 2022-10-15; Redemption: 2024-03-29; H: First Pay: 2022-10-15; Redemption: 2024-03-29; V: First Pay: 2022-10-15; Redemption: 2024-03-29; Fht: First Pay: 2022-10-15; Redemption: 2024-03-29;

Deal Comments

Tfv Tgbb Jeqrfds 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2016

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 3, 2024