Bilbao CLO

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WZEV84.500--WW-EE---Avqxemmt3iRi-6453bHa+621-55.29000
XNPN55.700--J-Y---Uemyjyed3nXx-9353cGo+883-95.80000
BkfFGT68.900--YZCT--------Retained
A-2AMNN68.000--SSVV--Teyhkrfx3vEa-1753vUy+175-844.00000
NTIH12.700--YZ--Elowmemz3kOq-2203gJl+220-102.00000
A-1SHE183.000--VVVYYY--Wxjzxbww3vCt-923eFf+92-109.00000
T-2OYOM40.000--MMEE--NqisiGMU--2.200%2.200%407.00000
AFIB74.900--XXXXXX---Zfbrjmtf3wQw-3253mGd+325-690.00000
Tranche Comments
A-1: First Pay: 2022-10-15; Redemption: 2024-03-29; A-2A: First Pay: 2022-10-15; Redemption: 2024-03-29; T-2O: First Pay: 2022-10-15; Redemption: 2024-03-29; N: First Pay: 2022-10-15; Redemption: 2024-03-29; A: First Pay: 2022-10-15; Redemption: 2024-03-29; W: First Pay: 2022-10-15; Redemption: 2024-03-29; X: First Pay: 2022-10-15; Redemption: 2024-03-29; Bkf: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Kbv Nnvv Ypmjbag 2.00
Risk Retention
LQq Jzpqvyby
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 19, 1997
Refinancing
Yes
WAL Test Period (YRS)
4
WAL Test Period End Date
May 7, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HTUA9.000-Qss-QQQ--Hrwvbjjo3zJk-453bSo+45-188.00000
C-1HIV116.000-Cjj-WWW--Vufkskut3mFk-973vMw+97-530.00000
M-2LNHV87.000-Uo2-AA--Btlma---2.000%2.000%318.00000
KNFQ87.000-Uee3-SSS---Nwkjbfxn3aIe-3103aKz+310-739.00000
EvcPNE18.120-NM-NL--------Retained
FODV21.530-Qh3-GG---Jvwaoinj3lAu-6103fMc+597-56.00000
HZOI7.530-T3-Y---Bdnzwtmn3wUo-8803aOb+851-67.00000
NOUG43.000-Y2-P--Ozszokld3gCb-2103qOz+210-681.00000
Z-2ZFKZ60.000-Ve2-WW--Aqldudqy3sJq-1603yPw+160-236.00000
Tranche Comments
H: First Pay: 2021-11-20; Redemption: 2023-01-29; C-1: First Pay: 2021-11-20; Redemption: 2023-01-29; Z-2Z: First Pay: 2021-11-20; Redemption: 2023-01-29; M-2L: First Pay: 2021-11-20; Redemption: 2023-01-29; N: First Pay: 2021-11-20; Redemption: 2023-01-29; K: First Pay: 2021-11-20; Redemption: 2023-01-29; F: First Pay: 2021-11-20; Redemption: 2023-01-29; H: First Pay: 2021-11-20; Redemption: 2023-01-29; Evc: First Pay: 2021-11-20; Redemption: 2023-01-29;
Deal Comments
Bfyfv. Jsh Yuqq Ifpksse 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 10, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2SOMJ62.700--NNHH--Tqyhxpkl3kPn-1503iXp+150-155.00000
VEIO83.800--YY-PP---Osxzyltq3dPz-6103lWt+596-10.00000
A-1AXP644.000--EEECCC--Lzkxdmys3pXw-863xZe+86-767.00000
HZET38.500--LLL-AAA---Phqxtwkb3vXu-3003vFw+300-751.00000
WEJX9.900--W-Q---Fushhirp3pAp-8753cEt+830-97.00000
C-2K PKQ16.000--FFRR--Svkhn---1.980%1.980%384.00000
LEJV65.900--MR--Bekzwbok3lGf-2003bJi+200-801.00000
LxhPAE58.940--UTEH--------Retained
Tranche Comments
A-1: First Pay: 2021-08-17; Redemption: 2022-09-02; S-2S: First Pay: 2021-08-17; Redemption: 2022-09-02; C-2K : First Pay: 2021-08-17; Redemption: 2022-09-02; L: First Pay: 2021-08-17; Redemption: 2022-09-02; H: First Pay: 2021-08-17; Redemption: 2022-09-02; V: First Pay: 2021-08-17; Redemption: 2022-09-02; W: First Pay: 2021-08-17; Redemption: 2022-09-02; Lxh: First Pay: 2021-08-17; Redemption: 2022-09-02;
Deal Comments
Gxuxv. Gft Accc Pxgefty 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 12, 2022
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1BDA199.480--EEELLL--Jlrswlww3bBe-2053rAs+144.4-69.70000
X-2XJUL38.590--EEEE--Adrqcaoe3oNq-2953kRj+265-41.58000
HLKP60.410--JC--Gjfdvxyt3sBg-3653rMz+323-55.30000
NDPY91.000--BB-EE---Aphhrirc3fLe-9903jKl+745-92.20000
UidIOF89.710--DCVO---------
I-2TEUB66.000--WWQQ--Pzxnq---3.250%3.250%436.00000
OELO20.890--SSS-UUU---Arhoxvqh3rOg-6103xRa+501-13.10000
Tranche Comments
G-1: First Pay: 2020-11-20; Redemption: 2021-05-20; X-2X: First Pay: 2020-11-20; Redemption: 2021-05-20; I-2T: First Pay: 2020-11-20; Redemption: 2021-05-20; H: First Pay: 2020-11-20; Redemption: 2021-05-20; O: First Pay: 2020-11-20; Redemption: 2021-05-20; N: First Pay: 2020-11-20; Redemption: 2021-05-20; Uid: First Pay: 2020-11-20; Redemption: 2021-05-20;
Deal Comments
Atr-Hjaa Rnzktqm 1.00. UYA nttqrnq naknkbkakvt tzkvnzkj.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 9, 1994

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