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
C	XQE	42.870	4.50	Iq3	HH-	-	-	-	Xrbwcdei	3kUl	-	-	600	3nMl+600	-	200.00000
K	TBE	494.000	6.60	Aee	KKK	-	-	-	Pbyqsrcp	3fHa	-	-	98	3aAn+98	-	608.00000
Uzj	VAL	81.300	-	FR	HT	-	-	-	-	-	-	-	-	-	-	Retained
N	BDW	84.870	9.10	Ess3	AAA	-	-	-	Yubcdaie	3vHv	-	-	300	3eYn+300	-	822.00000
M-2	DHK	71.500	1.50	Di2	JJ	-	-	-	Qrasu	-	-	-	-	2.00%	2.000%	531.00000
B	ZMS	81.800	2.00	Y2	I	-	-	-	Gcrxxvzk	3qXa	-	-	220	3sDx+220	-	106.00000
G-1	JWO	35.100	7.80	Pz2	RR	-	-	-	Wpkkpjzx	3xVw	-	-	160	3jPd+160	-	708.00000
Y	HGA	52.000	2.70	P3	K-	-	-	-	Pvqmwhzd	3qXv	-	-	890	3hUc+860	-	73.00000

Tranche Comments

K: First Pay: 2022-04-17; Redemption: 2023-01-17; G-1: First Pay: 2022-04-17; Redemption: 2023-01-17; M-2: First Pay: 2022-04-17; Redemption: 2023-01-17; B: First Pay: 2022-04-17; Redemption: 2023-01-17; N: First Pay: 2022-04-17; Redemption: 2023-01-17; C: First Pay: 2022-04-17; Redemption: 2023-01-17; Y: First Pay: 2022-04-17; Redemption: 2023-01-17; Uzj: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Dfc Vwbb Zhytfyu 1.5

Risk Retention

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Reinvestment Period (YRS)

3.6

Reinvestment Period End Date

Sep 6, 2022

WAL Test Period (YRS)

2.9