BlackRock European CLO DAC (BECLO) X(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JCSR569.500-AssCCC---Vjedcqxy3tHk-973pEo+97-962.00000
TGVH47.600-S2P---Mufswoqi3jMm-2103pQc+210-181.00000
MPCC43.620-Wo3OO----Jsjcfemb3aVy-6303fBe+616-18.00000
EPNV34.510-I3W----Pmmpdfcz3fLw-9303fWw+884-55.00000
BQJE18.560-Xpp3VVV----Qhzuyjzr3ySi-3003yWt+300-157.00000
VQLO2.120-KrrHHH---Gfumbhsh3zUy-503nFk+50-373.00000
Y-1CWA48.170-Oa2NN---Csqqzqqo3mHo-1783yFw+178-686.00000
G-2MUA42.000-Wt2YY---PqhehUWM--2.000%2.000%182.00000
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-04-15; J: First Pay: 2022-04-15; Redemption: 2023-04-15; Y-1: First Pay: 2022-04-15; Redemption: 2023-04-15; G-2: First Pay: 2022-04-15; Redemption: 2023-04-15; T: First Pay: 2022-04-15; Redemption: 2023-04-15; B: First Pay: 2022-04-15; Redemption: 2023-04-15; M: First Pay: 2022-04-15; Redemption: 2023-04-15; E: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Hchch. Iyv-Jmww Iccaylz 1.5
Risk Retention
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Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Jul 15, 2017
WAL Test Period (YRS)
6.2

Commentary 

Upgrade Plan

Deal Flow 

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