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
Dkaqme	OIY	44.900	-	-	ST	BB	-	-	-	-	-	-	-	-	-	Retained
S-2	YGT	17.000	-	-	HHH	FFF	-	-	Oyqcdpyj	3oUs	-	-	140	3wDs+140	-	790.00000
O	ZSJ	88.000	-	-	SSS	UUU-	-	-	Zarzaliw	3jBq	-	-	410	3zSb+410	-	813.00000
Q	NTK	51.000	-	-	L	M	-	-	Qkjsdytt	3nBg	-	-	325	3lLy+325	-	773.00000
N	ZQF	40.000	-	-	U-	G-	-	-	Bzxmplan	3jWk	-	-	1000	3gZp+918	-	36.00000
Z-1	DAZ	108.000	-	-	YYY	KKK	-	-	Pvwaoixl	3qIc	-	-	115	3iPl+115	-	736.00000
D	JCO	86.000	-	-	FF	OO	-	-	Htkplptk	3zGn	-	-	225	3vHj+225	-	982.00000
K	YKN	66.000	-	-	SS-	DD-	-	-	Lkseqrog	3fXo	-	-	715	3vRu+677	-	95.80000

Tranche Comments

Z-1: First Pay: 2023-01-20; Redemption: 2023-10-20; S-2: First Pay: 2023-01-20; Redemption: 2023-10-20; D: First Pay: 2023-01-20; Redemption: 2023-10-20; Q: First Pay: 2023-01-20; Redemption: 2023-10-20; O: First Pay: 2023-01-20; Redemption: 2023-10-20; K: First Pay: 2023-01-20; Redemption: 2023-10-20; N: First Pay: 2023-01-20; Redemption: 2023-10-20; Dkaqme: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Rmw Xogg Bhmxmms 1.00

Risk Retention

Vsrhovkx

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2018