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
Lnd	VNU	45.500	-	BK	MG	-	-	-	-	-	-	-	-	-	-	Retained
S-1	YBD	71.300	7.90	Bs2	PP	-	-	-	Zccxslfw	3rTj	-	-	160	3hDy+160	-	849.00000
F	NLH	145.000	3.70	Hoo	AAA	-	-	-	Tqrwsurt	3kAp	-	-	98	3xTu+98	-	845.00000
N	FNN	30.300	6.00	I2	R	-	-	-	Hxhxzvdy	3dLx	-	-	220	3jNs+220	-	399.00000
R-2	BTY	89.600	7.20	Bi2	VV	-	-	-	Utxyy	-	-	-	-	2.00%	2.000%	505.00000
E	IGA	11.000	3.50	P3	U-	-	-	-	Ehepyfyh	3tVt	-	-	890	3nMx+860	-	12.00000
G	VSS	71.420	6.60	Aqq3	HHH	-	-	-	Syywkewr	3gHl	-	-	300	3hWx+300	-	926.00000
A	KWA	43.370	4.90	Mc3	VV-	-	-	-	Whpltboq	3yAl	-	-	600	3vRj+600	-	720.00000

Tranche Comments

F: First Pay: 2022-04-17; Redemption: 2023-01-17; S-1: First Pay: 2022-04-17; Redemption: 2023-01-17; R-2: First Pay: 2022-04-17; Redemption: 2023-01-17; N: First Pay: 2022-04-17; Redemption: 2023-01-17; G: First Pay: 2022-04-17; Redemption: 2023-01-17; A: First Pay: 2022-04-17; Redemption: 2023-01-17; E: First Pay: 2022-04-17; Redemption: 2023-01-17; Lnd: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Wof Ggww Ihyhout 1.5

Risk Retention

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Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

Feb 24, 1998

WAL Test Period (YRS)

5.3