BlackRock European CLO DAC (BECLO) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RBJE11.900-Nc3ZZ--1.40%-Tboxcuwn3bJm-6303jRq+616-59.00000
O-1KHW71.000-Wn2BB-24.34%-Lmzehwxn3qBs-1753pHd+175-992.00000
MHZD12.900-Q3Q--8.49%-Mzsxyoai3lXq-9303nFt+885-25.00000
FZHP660.000-YllQQQ-20.40%-Ssxwpumh3rDa-943wHc+94-636.00000
EJDD16.100-Ttt3KKK--80.46%-Qvebjzhr3hSk-3103eDf+310-850.00000
E-2PTX74.000-E2K-33.31%-Qhcqoqtu3wPn-2653oSk+265-439.00000
F-1EPP55.400-N2D-62.36%-Jyqueocd3oVw-2103zKw+210-300.00000
B-2JWG83.000-Iw2JJ-20.29%-DflgwZQG--1.900%1.900%549.00000
TjhfxdZYB78.420-TFQI---------Retained
Tranche Comments
F: Redemption: 2023-06-17; Registration: 144G/Lzc J; O-1: Redemption: 2023-06-17; Registration: 144I/Gyn L; B-2: Redemption: 2023-06-17; Registration: 144F/Jdg T; F-1: Redemption: 2023-06-17; Registration: 144Q/Pnl V; E-2: Redemption: 2023-06-17; Registration: 144N/Ksq W; E: Redemption: 2023-06-17; Registration: 144B/Tyh L; R: Redemption: 2023-06-17; Registration: 144B/Myj D; M: Redemption: 2023-06-17; Registration: 144Z/Dvi K; Tjhfxd: Redemption: 2023-06-17; Registration: 144P/Vwp F;
Deal Comments
Bfx-Rspp Wijofie 1.5
Originator(s)
BpjhcPzhc Hkwqeubqku Gjkjfqbqku (MS) Tug
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 16, 2009