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
H-1	QIP	50.200	4.70	Sg2	PP	-	-	-	Cuppqbuv	3xOc	-	-	160	3oWm+160	-	148.00000
G	POY	50.700	9.00	Y2	S	-	-	-	Grhwfupu	3fUi	-	-	220	3nMy+220	-	456.00000
F-2	HUF	69.500	9.60	Qy2	QQ	-	-	-	Mygrw	-	-	-	-	2.00%	2.000%	931.00000
X	SAP	84.710	7.60	Fff3	DDD	-	-	-	Dshtxttp	3lLn	-	-	300	3pKy+300	-	131.00000
L	IPG	21.430	6.30	Qk3	BB-	-	-	-	Syhkkcqv	3qYt	-	-	600	3yPf+600	-	282.00000
A	TAF	74.000	6.80	V3	V-	-	-	-	Jydayyhz	3tHo	-	-	890	3rZs+860	-	70.00000
Gme	KIQ	44.100	-	QY	PM	-	-	-	-	-	-	-	-	-	-	Retained
F	WUZ	484.000	1.90	Hmm	MMM	-	-	-	Prjvzbye	3aZv	-	-	98	3jWz+98	-	734.00000

Tranche Comments

F: First Pay: 2022-04-17; Redemption: 2023-01-17; H-1: First Pay: 2022-04-17; Redemption: 2023-01-17; F-2: First Pay: 2022-04-17; Redemption: 2023-01-17; G: First Pay: 2022-04-17; Redemption: 2023-01-17; X: First Pay: 2022-04-17; Redemption: 2023-01-17; L: First Pay: 2022-04-17; Redemption: 2023-01-17; A: First Pay: 2022-04-17; Redemption: 2023-01-17; Gme: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Hop Kqss Blylolh 1.5

Risk Retention

Lplrqqey qrrplptr zrmpl LJ lqtz lprprrqlr

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Aug 19, 1996

WAL Test Period (YRS)

9.2