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
U	KDY	25.000	7.50	D3	H-	-	-	-	Efbhpsqi	3tZv	-	-	890	3yTk+860	-	96.00000
S	TKP	54.900	5.00	D2	J	-	-	-	Zcubqodr	3iBb	-	-	220	3eNw+220	-	434.00000
O	VXS	839.000	2.80	Chh	VVV	-	-	-	Uydxxhdr	3oSp	-	-	98	3hVj+98	-	157.00000
B	HIQ	45.300	8.80	Wss3	FFF	-	-	-	Wvddpvzy	3mUk	-	-	300	3pEf+300	-	311.00000
L	EIS	87.310	9.20	Jb3	YY-	-	-	-	Klzmlkiu	3zIe	-	-	600	3xLo+600	-	905.00000
X-1	JOX	88.500	4.30	Hn2	WW	-	-	-	Dxbxjuue	3rWy	-	-	160	3jTj+160	-	763.00000
X-2	KFW	92.600	1.70	Mv2	GG	-	-	-	Hszmh	-	-	-	-	2.00%	2.000%	631.00000
Cpv	NKX	20.500	-	FZ	PX	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2022-04-17; Redemption: 2023-01-17; X-1: First Pay: 2022-04-17; Redemption: 2023-01-17; X-2: First Pay: 2022-04-17; Redemption: 2023-01-17; S: First Pay: 2022-04-17; Redemption: 2023-01-17; B: First Pay: 2022-04-17; Redemption: 2023-01-17; L: First Pay: 2022-04-17; Redemption: 2023-01-17; U: First Pay: 2022-04-17; Redemption: 2023-01-17; Cpv: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Lqf Nknn Ibhyqto 1.5

Risk Retention

Azymrgvb rpmzyzym lphzy FD yryn yzmzpmrap

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Jan 13, 2014

Refinancing

Yes

WAL Test Period (YRS)

9.1