BlackRock European CLO DAC (BECLO) III(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BlackRock Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q-O	VEY	493.000	-	Dee	GGG	-	-	-	Lmslhzib	3qEh	-	-	88	3fVr+88	-	364.00000
J-T	GWC	34.000	-	K2	J	-	-	-	Kxesyjsv	3nRh	-	-	200	3nRw+200	-	418.00000
A-S	VMG	92.000	-	Uee3	WWW	-	-	-	Zzxcjmvf	3nAk	-	-	300	3bFl+300	-	540.00000
Z-E	KCM	46.000	-	Ah2	HH	-	-	-	Hcxlvfbw	3wBr	-	-	155	3cTk+155	-	423.00000
H-Z	VXN	22.000	-	P3	O-	-	-	-	Vqxbdmfg	3zJk	-	-	900	3rBb+856	-	66.00000
D-A	KUK	45.500	-	Mf3	TT-	-	-	-	Sdmweqvk	3jIl	-	-	640	3oPn+613	-	29.00000
Icr	PXN	56.520	-	FY	EL	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-O: First Pay: 2021-10-19; Redemption: 2022-12-15; Z-E: First Pay: 2021-10-19; Redemption: 2022-12-15; J-T: First Pay: 2021-10-19; Redemption: 2022-12-15; A-S: First Pay: 2021-10-19; Redemption: 2022-12-15; D-A : First Pay: 2021-10-19; Redemption: 2022-12-15; H-Z: First Pay: 2021-10-19; Redemption: 2022-12-15; Icr: First Pay: 2021-10-19; Redemption: 2022-12-15;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 1996