BlackRock European CLO DAC (BECLO) XI

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
J	ECB	962.000	9.10	Ebb	YYY	-	-	-	Apbztidw	3iCv	-	-	98	3eUz+98	-	891.00000
Vpd	MAB	59.500	-	JQ	WY	-	-	-	-	-	-	-	-	-	-	Retained
H-2	KPF	14.300	6.10	Qg2	MM	-	-	-	Krmbj	-	-	-	-	2.00%	2.000%	560.00000
M	GWW	92.910	3.20	Rjj3	PPP	-	-	-	Wvcamcae	3rOq	-	-	300	3gVy+300	-	603.00000
Q	ATZ	43.000	7.60	W3	G-	-	-	-	Fpcjjpno	3dQd	-	-	890	3nXk+860	-	87.00000
E	SBW	80.930	4.60	Nz3	UU-	-	-	-	Owmarlxx	3yGt	-	-	600	3bCj+600	-	194.00000
L-1	MUB	72.200	8.60	Ig2	FF	-	-	-	Pmqeckzi	3oDf	-	-	160	3pWj+160	-	535.00000
V	ESX	45.400	9.00	R2	W	-	-	-	Mhfszslj	3wFu	-	-	220	3cMu+220	-	393.00000

Tranche Comments

J: First Pay: 2022-04-17; Redemption: 2023-01-17; L-1: First Pay: 2022-04-17; Redemption: 2023-01-17; H-2: First Pay: 2022-04-17; Redemption: 2023-01-17; V: First Pay: 2022-04-17; Redemption: 2023-01-17; M: First Pay: 2022-04-17; Redemption: 2023-01-17; E: First Pay: 2022-04-17; Redemption: 2023-01-17; Q: First Pay: 2022-04-17; Redemption: 2023-01-17; Vpd: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Wws Htss Hvjvwoc 1.5

Risk Retention

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Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Feb 13, 2005

WAL Test Period (YRS)

8.8