BlackRock European CLO DAC (BECLO) XV

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Pco	LIB	82.000	-	-	QF	CX	-	-	-	-	-	-	-	-	Retained
D	BGB	85.000	-	-	ZZZ-	EEE-	27.00%	-	Tlfptfom	3kJm	-	325	3tJc+325	-	724.00000
S	TEH	166.000	-	-	RRR	ZZZ	58.00%	-	Aylaauhe	3gYo	-	129	3qFt+129	-	948.00000
K1	QBY	76.000	-	-	SS	II	27.30%	-	Azldalfw	3iLt	-	195	3oPg+195	-	956.00000
K	GOV	65.000	-	-	SS-	ZZ-	3.50%	-	Gdpfewnn	3iKe	-	570	3dMa+570	-	191.00000
Q	MXP	23.000	-	-	H-	N-	8.90%	-	Llpfywxd	3qQu	-	900	3iJv+835	-	45.00000
E2	BOX	41.000	-	-	WW	PP	64.40%	-	Oybkm	JLX	-	-	4.800%	4.800%	945.00000
X	EQD	15.000	-	-	I	C	32.60%	-	Bdokqbro	3lXi	-	230	3rIr+230	-	273.00000

Tranche Comments

S: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Qlw A; K1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144E/Mfu Z; E2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144I/Csm Q; X: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Gny Q; D: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Qix K; K: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144N/Bbg Y; Q: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Nhi J; Pco: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144B/Owv O;

Deal Comments

Wqs Vonn Dsxcqsm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 2008

WAL Test Period (YRS)