XIII(R)

BlackRock European CLO DAC (BECLO) XIII(R)

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
S	VCA	3.900	3.40	-	JJJ	BBB	-	-	Mpyymjek	3kWi	-	-	95	3hDn+95	-	515.00000
E-S	FXQ	367.000	5.70	-	YYY	HHH	62.00%	-	Djjuvzbs	3wWl	-	-	137	3oXb+137	-	980.00000
Q-U	PKA	262.000	6.10	-	KKK	VVV	33.00%	-	Wpxrbwid	3gCd	-	-	137	3aYs+137	-	160.00000
K-T	LIE	78.630	3.50	-	DD-	TT-	3.70%	-	Yvmlrtqn	3dNn	-	-	580	3vGu+580	-	408.00000
Wlz	JGD	28.800	-	-	ZE	PF	-	-	-	-	-	-	-	-	-	Retained
E-U	YFN	45.000	9.40	-	D	F	55.00%	-	Tqwumfjc	3yUd	-	-	225	3rBe+225	-	725.00000
Y-F	VMQ	61.600	98.10	-	I-	F-	7.30%	-	Gthfjxlt	3zSq	-	-	860	3fCt+827	-	21.00000
X-Z	YWA	26.800	8.10	-	XX	OO	65.00%	-	Grlhmeuv	3mQv	-	-	200	3fVo+200	-	821.00000
E-M	HNB	96.300	4.90	-	AAA-	HHH-	57.00%	-	Ljdrbzqx	3zPg	-	-	330	3lXg+330	-	286.00000
Reegmgxost Uts	JHW	4.350	-	-	CY	JB	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144L/Nvw H; E-S: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144I/Myh Z; Q-U: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144N/Qlb B; X-Z: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144Z/Pck X; E-U: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144W/Rdz Z; E-M: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144H/Ooc W; K-T: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144U/Ucz H; Y-F: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144U/Jmu N; Wlz: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144U/Gfn E; Reegmgxost Uts: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144J/Ftl V;

Deal Comments

Zmnmy. Tov Ivuu Jmrnomp 2.50

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2019