XIII

BlackRock European CLO DAC (BECLO) XIII

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
G	NKP	33.000	-	-	EE	XX	-	-	Yddbqmmu	3eNd	-	-	225	3eCq+225	-	960.00000
F	LLT	71.000	-	-	DD-	LL-	-	-	Bpjkoqob	3pMm	-	-	715	3qMh+677	-	29.20000
Y-1	LDU	557.000	-	-	GGG	BBB	-	-	Iqwvceuo	3cSw	-	-	115	3oRp+115	-	361.00000
Z-2	PJE	42.000	-	-	PPP	VVV	-	-	Zuxwaxrw	3cNv	-	-	140	3mTz+140	-	852.00000
Z	YGZ	81.000	-	-	Y	J	-	-	Yfocaxcl	3bGe	-	-	325	3iFu+325	-	233.00000
I	EHW	92.000	-	-	TTT	SSS-	-	-	Hzrucmzh	3zQf	-	-	410	3lAd+410	-	204.00000
D	CGH	90.000	-	-	L-	I-	-	-	Fcjauals	3vMe	-	-	1000	3cCb+918	-	86.00000
Qsonfs	WIS	25.900	-	-	TZ	UY	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1: First Pay: 2023-01-20; Redemption: 2023-10-20; Z-2: First Pay: 2023-01-20; Redemption: 2023-10-20; G: First Pay: 2023-01-20; Redemption: 2023-10-20; Z: First Pay: 2023-01-20; Redemption: 2023-10-20; I: First Pay: 2023-01-20; Redemption: 2023-10-20; F: First Pay: 2023-01-20; Redemption: 2023-10-20; D: First Pay: 2023-01-20; Redemption: 2023-10-20; Qsonfs: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Hxo Gwzz Dqrvxqn 1.00

Risk Retention

Sfbwhgit

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2004