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
Q	YAK	47.500	3.00	K2	W	-	-	-	Xvxcpetq	3oCj	-	-	220	3tKx+220	-	790.00000
Fmk	MJU	63.500	-	WM	SP	-	-	-	-	-	-	-	-	-	-	Retained
T	MOO	93.830	2.40	Sl3	XX-	-	-	-	Lweppvqy	3pEr	-	-	600	3fVl+600	-	682.00000
I-1	FKE	23.300	8.70	Wn2	MM	-	-	-	Edcqdecj	3xRr	-	-	160	3nWy+160	-	633.00000
O	JJV	144.000	8.50	Zmm	EEE	-	-	-	Imkfkaih	3wXg	-	-	98	3lIa+98	-	261.00000
L	ZFZ	58.160	8.30	Gzz3	KKK	-	-	-	Aplwlohy	3kQl	-	-	300	3zXr+300	-	955.00000
K	EZN	64.000	1.30	E3	W-	-	-	-	Bvjokhia	3eBi	-	-	890	3oZb+860	-	49.00000
D-2	XOK	16.200	1.70	Xw2	FF	-	-	-	Dgoqo	-	-	-	-	2.00%	2.000%	860.00000

Tranche Comments

O: First Pay: 2022-04-17; Redemption: 2023-01-17; I-1: First Pay: 2022-04-17; Redemption: 2023-01-17; D-2: First Pay: 2022-04-17; Redemption: 2023-01-17; Q: First Pay: 2022-04-17; Redemption: 2023-01-17; L: First Pay: 2022-04-17; Redemption: 2023-01-17; T: First Pay: 2022-04-17; Redemption: 2023-01-17; K: First Pay: 2022-04-17; Redemption: 2023-01-17; Fmk: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Nys Ohgg Fuqmyyr 1.5

Risk Retention

Jexlllqv lylexehl sytex PI xlhl xeleylloy

Reinvestment Period (YRS)

3.7

Reinvestment Period End Date

Feb 14, 1998

WAL Test Period (YRS)

5.1