Bilbao CLO (BILB) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGLL35.600--HE--Zzmqryll3nKc-2203xDi+220-554.00000
ZKMQ42.300--KK-RR---Hdxuepkv3xRg-6453xVv+621-91.24000
H-2HVMH69.000--SSRR--PugeyWUF--2.200%2.200%848.00000
F-1FSJ274.000--EEEUUU--Felceslx3pWh-923dWe+92-489.00000
FOJA83.300--ZZZIII---Puyzblcy3pKk-3253cVb+325-165.00000
S-2SFOW57.000--OOII--Zbqbxrsc3zRb-1753zXt+175-948.00000
FSJU37.900--Y-D---Rrquprsd3gUv-9353vIh+883-22.20000
TagYQO89.400--SUNR--------Retained
Tranche Comments
F-1: First Pay: 2022-10-15; Redemption: 2024-03-29; S-2S: First Pay: 2022-10-15; Redemption: 2024-03-29; H-2H: First Pay: 2022-10-15; Redemption: 2024-03-29; A: First Pay: 2022-10-15; Redemption: 2024-03-29; F: First Pay: 2022-10-15; Redemption: 2024-03-29; Z: First Pay: 2022-10-15; Redemption: 2024-03-29; F: First Pay: 2022-10-15; Redemption: 2024-03-29; Tag: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Ofh Cuxx Qwrffvm 2.00
Risk Retention
JEo Dhuhzvcn
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 8, 2010
WAL Test Period (YRS)
7
WAL Test Period End Date
Dec 13, 2010

Commentary 

Upgrade Plan

Deal Flow 

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