XII

BlackRock European CLO DAC (BECLO) XII

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
I	MCD	76.800	-	Nl3	AA-	-	5.60%	-	Vsxfhqrd	3fJx	-	-	630	3qUv+616	-	10.00000
Rvbjxd	ZNM	32.170	-	BI	WT	-	-	-	-	-	-	-	-	-	-	Retained
K	YQX	566.000	-	Gss	QQQ	-	69.90%	-	Ikzpvbkl	3bJb	-	-	94	3tHl+94	-	409.00000
X-1	OTO	47.000	-	Le2	FF	-	59.81%	-	Fyysktva	3jGy	-	-	175	3cBc+175	-	786.00000
H-1	FAX	33.800	-	D2	J	-	44.37%	-	Lzpalenb	3oTy	-	-	210	3hRx+210	-	196.00000
M-2	LQU	72.000	-	Y2	A	-	68.73%	-	Fkufhtpm	3oUr	-	-	265	3fIv+265	-	345.00000
O	GZC	14.100	-	Gcc3	ZZZ-	-	87.56%	-	Afjksile	3rUw	-	-	310	3aAo+310	-	886.00000
Y	IOB	37.100	-	N3	T-	-	8.23%	-	Jfekkdql	3aOn	-	-	930	3dAt+885	-	81.00000
C-2	XLS	29.000	-	Gy2	MM	-	89.91%	-	Hkruv	OJG	-	-	-	1.900%	1.900%	858.00000

Tranche Comments

K: Redemption: 2023-06-17; Registration: 144O/Tsq F; X-1: Redemption: 2023-06-17; Registration: 144I/Hup O; C-2: Redemption: 2023-06-17; Registration: 144B/Yia W; H-1: Redemption: 2023-06-17; Registration: 144J/Ejx S; M-2: Redemption: 2023-06-17; Registration: 144C/Fyf D; O: Redemption: 2023-06-17; Registration: 144A/Nqd X; I: Redemption: 2023-06-17; Registration: 144X/Cyj J; Y: Redemption: 2023-06-17; Registration: 144U/Kft I; Rvbjxd: Redemption: 2023-06-17; Registration: 144G/Kxd D;

Deal Comments

Hsy-Nmyy Uxtpsxf 1.5

Originator(s)

ZzwtpTotp Dhontltnhl Ewhwgntnhl (DW) Yle

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2023