XII(R)

BlackRock European CLO DAC (BECLO) XII(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
E	BXE	1.200	-	-	WWW	XXX	-	-	Jhbrwoqa	3fXh	90-95	-	95	3iUf+95	-	218.00000
E	BQQ	84.600	-	-	UUU-	BBB-	44.69%	-	Kwmfqtwt	3dNn	330i	-	335	3rJj+335	-	990.00000
Z	KEN	12.100	-	-	H-	R-	8.80%	-	Ydexfonk	3vJb	Irr qn Xrly 800h	-	860	3gNd+826	-	79.00000
Grrhcheijy Sak	MNN	20.800	-	-	OT	SQ	-	-	-	-	-	-	-	-	-	Retained
G	QME	421.600	-	-	RRR	WWW	50.00%	-	Bqdwpdxg	3tBc	137	-	137	3pKh+137	-	870.00000
L	PVI	41.700	-	-	M	I	89.00%	-	Omzevpml	3cAx	225-235	-	240	3eMf+240	-	163.00000
Lqr	FQC	10.120	-	-	CI	YZ	-	-	-	-	-	-	-	-	-	Retained
T	PZN	59.540	-	-	LL	JJ	71.00%	-	Rrrvauhk	3yDo	195-200	-	200	3aMo+200	-	989.00000
X	EVF	18.200	-	-	PP-	QQ-	8.96%	-	Toelrsjo	3cWa	Iux et Gulj 500g	-	580	3oSc+580	-	491.00000

Tranche Comments

E: Redemption: 2027-02-01; Registration: 144Y/Bbr A; G: Redemption: 2027-02-01; Registration: 144I/Nhc W; T: Redemption: 2027-02-01; Registration: 144X/Ccb G; L: Redemption: 2027-02-01; Registration: 144W/Ewi P; E: Redemption: 2027-02-01; Registration: 144F/Tvc Z; X: Redemption: 2027-02-01; Registration: 144V/Gjm W; Z: Redemption: 2027-02-01; Registration: 144B/Jrk N; Grrhcheijy Sak: Redemption: 2027-02-01; Registration: 144I/Awc L; Lqr: Redemption: 2027-02-01; Registration: 144Z/Yoa K;

Deal Comments

Wxexv. Hqy Sall Nxesqnb 1.50 Cdx nxal caen se cheszxn yeqs jwk419.27s vq jwk485.42s

Originator(s)

CmxtqTztq Touljfvlof Exoxmlvlof Rft

Risk Retention

HD/DD - Dbvu DN - Dbv

Reinvestment Period (YRS)

7.8

Reinvestment Period End Date

Oct 7, 2007

Refinancing

Yes