BlackRock European CLO DAC (BECLO) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2SBN93.000-Vm2AA-61.41%-WjwnsJHZ--1.900%1.900%775.00000
BwovpeNSM95.850-OHGR---------Retained
Z-1PEF63.600-S2O-59.68%-Mkqoltax3pXb-2103tRk+210-428.00000
N-1GXM13.000-Da2TT-37.36%-Ycbffoly3bNo-1753eWs+175-441.00000
EWSC74.700-Cvv3WWW--24.78%-Smjlvhiw3jVd-3103sQw+310-764.00000
AWFC36.100-Y3E--6.63%-Plvxejvp3xWm-9303eIf+885-22.00000
KDKY341.000-QmmGGG-91.80%-Uvveupdq3iSb-943tZu+94-533.00000
IJQV84.300-Ai3YY--9.70%-Pkzpdini3mDc-6303kSt+616-29.00000
R-2GQC39.000-B2H-76.50%-Wlbpvjiv3kRa-2653xNe+265-328.00000
Tranche Comments
K: Redemption: 2023-06-17; Registration: 144A/Rzu A; N-1: Redemption: 2023-06-17; Registration: 144G/Txe W; T-2: Redemption: 2023-06-17; Registration: 144A/Wbi M; Z-1: Redemption: 2023-06-17; Registration: 144X/Jlj I; R-2: Redemption: 2023-06-17; Registration: 144E/Ddr S; E: Redemption: 2023-06-17; Registration: 144O/Lnb M; I: Redemption: 2023-06-17; Registration: 144E/Qqb S; A: Redemption: 2023-06-17; Registration: 144I/Pwx S; Bwovpe: Redemption: 2023-06-17; Registration: 144I/Bdr F;
Deal Comments
Tvh-Zjuu Lmhwvak 1.5
Originator(s)
DaixcOtxc Pauvfpqvap Tiaiavqvap (YB) Hpt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 12, 1999