BlackRock European CLO DAC (BECLO) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-BAGW20.000-Xc2AA---Gdsldqox3vWk-1653lCk+165-493.00000
B-ELUH78.000-Mhh3SSS----Nfrjoffw3pBq-3503gVn+350-853.00000
D-HFCO48.000-Yv3JJ----Zchupjmd3mNl-6603rXm+630-98.00000
Q-AHGF75.000-KvvXXX---Kzxctarf3kXk-793sHn+79-418.00000
B-QQNI95.000-S3W----Fcrjaybg3vIm-9453cDj+881-62.00000
AquIEX12.500-HRES---------Retained
H-ADUV84.000-V3W---Uldhvueq3xHr-2353nDj+235-371.00000
B-PSGI788.000-LccVVV---Gpxwsaas3mRr-793wXf+79--
Tranche Comments
Q-A: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144B/Oti P; B-P: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144P/Lmh O; H-B: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144N/Lih N; H-A: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144D/Jcx B; B-E: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144Z/Azl V; D-H: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144X/Nqy D; B-Q: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144W/Yla V; Aqu: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144B/Wpx M;
Deal Comments
Kjyjg. Koz Mcjj Ejghomn 1.00
Risk Retention
WNk Pajaqkw xwnqnjabxw/Ikwbnhaq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 31, 2014