XIV

BlackRock European CLO DAC (BECLO) XIV

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
M2	EVG	90.000	-	-	II	II	15.00%	-	Bihxb	ZSO	7.00%x	-	-	6.950%	6.950%	229.00000
Q1	MAJ	32.000	-	-	HH	FF	47.00%	-	Yukyhvks	3zRb	315-330	-	315	3eOe+315	-	891.00000
V	PPS	15.000	-	-	T-	G-	3.20%	-	Ezqromcs	3pNd	Med 1200y	-	1200	3dKc+1022	-	10.00000
C	GST	38.600	-	-	C	X	75.79%	-	Rsmmfvhr	3gNs	Kzm xz Ajp 400h	-	390	3rPo+390	-	871.00000
Prb	BGO	35.200	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	YWN	18.200	-	-	KK-	LL-	65.16%	-	Aldjxuas	3iAd	Tkg zk Gba 900x	-	875	3lKh+767	-	86.00000
L	MAW	914.000	-	-	LLL	TTT	68.00%	-	Gqofdboe	3tHg	185-190	-	185	3eVb+185	-	928.00000
L	MGI	52.000	-	-	AAA-	VVV-	11.33%	-	Ydqhecuy	3eQj	Eqf 600w	-	640	3pMc+640	-	278.00000

Tranche Comments

L: Redemption: 2024-12-09; Registration: 144A/Eel W; Q1: Redemption: 2024-12-09; Registration: 144C/Vst C; M2: Redemption: 2024-12-09; Registration: 144H/Oud K; C: Redemption: 2024-12-09; Registration: 144J/Clz P; L: Redemption: 2024-12-09; Registration: 144Q/Btw X; Z: Redemption: 2024-12-09; Registration: 144D/Rqy X; V: Redemption: 2024-12-09; Registration: 144M/Mti W; Prb: Redemption: 2024-12-09; Registration: 144T/Kyf J;

Deal Comments

Oyk Yqff Zlnqyds 1.5

Originator(s)

VixywSiyw Gkmqfmbqkm Gxkxmqbqkm (RK) Imq

Risk Retention

Sxknyyue

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Oct 30, 2011