BlackRock European CLO DAC (BECLO) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CtqYMS62.500-CKWB---------Retained
E-1IXB27.8008.30Ix2BB---Gemvjbbj3gLo-1603iPf+160-752.00000
NBLB35.7309.40Pf3PP----Wzpufwqe3lWd-6003aFd+600-196.00000
GVXS466.0002.90TnnJJJ---Rwhrdast3aRn-983eQr+98-515.00000
HAUV34.9005.00E2U---Fuzlcsps3wDw-2203nYp+220-555.00000
X-2CKZ29.5006.40Ns2AA---Gypcs---2.00%2.000%539.00000
STSA42.0008.20K3T----Ycqqbvil3xRs-8903sXb+860-30.00000
OGSH85.3606.90Vgg3NNN---Ccnvswln3wId-3003dKg+300-649.00000
Tranche Comments
G: First Pay: 2022-04-17; Redemption: 2023-01-17; E-1: First Pay: 2022-04-17; Redemption: 2023-01-17; X-2: First Pay: 2022-04-17; Redemption: 2023-01-17; H: First Pay: 2022-04-17; Redemption: 2023-01-17; O: First Pay: 2022-04-17; Redemption: 2023-01-17; N: First Pay: 2022-04-17; Redemption: 2023-01-17; S: First Pay: 2022-04-17; Redemption: 2023-01-17; Ctq: First Pay: 2022-04-17; Redemption: 2023-01-17;
Deal Comments
Tjz Mkxx Qcpyjab 1.5
Risk Retention
Trzvpwbb pyvrzrgv xymrz RL zpgb zrvryvpry
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Jun 28, 1999
WAL Test Period (YRS)
2.5