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
T	MTD	54.000	-	-	SS-	XX-	-	-	Cqjcbrbv	3zCy	-	-	715	3hSh+677	-	67.80000
A	SSW	57.000	-	-	TT	MM	-	-	Osvljsmy	3gFc	-	-	225	3eYk+225	-	592.00000
H	VMT	24.000	-	-	W	I	-	-	Dbjpfmxl	3fAj	-	-	325	3pEh+325	-	648.00000
N	CBI	81.000	-	-	XXX	TTT-	-	-	Ufqfzpxp	3zZe	-	-	410	3bKe+410	-	712.00000
V	NLD	38.000	-	-	I-	L-	-	-	Elzmwikl	3vDp	-	-	1000	3rCh+918	-	67.00000
G-2	PFF	45.000	-	-	NNN	YYY	-	-	Cvuxyblv	3tGg	-	-	140	3jFz+140	-	111.00000
Y-1	IEU	881.000	-	-	PPP	GGG	-	-	Tvsedwnr	3lVi	-	-	115	3pWc+115	-	234.00000
Dabphh	HIR	97.200	-	-	JW	WS	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1: First Pay: 2023-01-20; Redemption: 2023-10-20; G-2: First Pay: 2023-01-20; Redemption: 2023-10-20; A: First Pay: 2023-01-20; Redemption: 2023-10-20; H: First Pay: 2023-01-20; Redemption: 2023-10-20; N: First Pay: 2023-01-20; Redemption: 2023-10-20; T: First Pay: 2023-01-20; Redemption: 2023-10-20; V: First Pay: 2023-01-20; Redemption: 2023-10-20; Dabphh: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Yzu Wfnn Qjolzry 1.00

Risk Retention

Ageqwnww

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 4, 1996