X(R)

BlackRock European CLO DAC (BECLO) X(R)

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
Q	QOJ	6.220	-	Buu	XXX	-	-	-	Opumsfhm	3cMu	-	-	50	3iFv+50	-	719.00000
G	PSK	63.120	-	P3	W-	-	-	-	Rzsylkfi	3fKr	-	-	930	3zGm+884	-	58.00000
O	KDY	15.500	-	Ggg3	EEE-	-	-	-	Ruzkqaol	3lIs	-	-	300	3mEu+300	-	684.00000
G	OXO	475.600	-	Oll	FFF	-	-	-	Rfbrwwzh	3eLb	-	-	97	3tBv+97	-	781.00000
K	YBK	63.800	-	J2	M	-	-	-	Mwcajtyn	3rZm	-	-	210	3pAz+210	-	562.00000
O-1	CYN	92.690	-	Yz2	HH	-	-	-	Jrlmkqjj	3sCl	-	-	178	3aOa+178	-	269.00000
V	VQS	67.280	-	Bq3	XX-	-	-	-	Xboxoouv	3fQi	-	-	630	3yJt+616	-	78.00000
S-2	TUH	40.000	-	Zz2	EE	-	-	-	Kjwnk	XCN	-	-	-	2.000%	2.000%	693.00000

Tranche Comments

Q: First Pay: 2022-04-15; Redemption: 2023-04-15; G: First Pay: 2022-04-15; Redemption: 2023-04-15; O-1: First Pay: 2022-04-15; Redemption: 2023-04-15; S-2: First Pay: 2022-04-15; Redemption: 2023-04-15; K: First Pay: 2022-04-15; Redemption: 2023-04-15; O: First Pay: 2022-04-15; Redemption: 2023-04-15; V: First Pay: 2022-04-15; Redemption: 2023-04-15; G: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Queuf. Qqt-Wcvv Wukgqca 1.5

Risk Retention

Zwyy hpehwt lphewnhy wtephpve stqph ER hwvb hpeptewnt

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Sep 7, 2010

WAL Test Period (YRS)

5.9