BlackRock European CLO DAC (BECLO) XV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CKIG24.000--A-K-6.90%-Wblssaqi3nFv-9003lNf+835-64.00000
CBIZ315.000--VVVWWW24.00%-Hvrufccb3eZx-1293kUv+129-949.00000
S2CVN25.000--DDKK15.70%-CuitrEQD--4.800%4.800%111.00000
NatLTT80.000--ZBUT--------Retained
NLOT15.000--SS-EE-8.30%-Bfzsamht3pVq-5703hWt+570-361.00000
HWTD56.000--XXX-XXX-46.00%-Lfsshkpe3zQi-3253gAe+325-515.00000
CLHF95.000--YZ18.20%-Wclrkwyb3rCf-2303dGd+230-221.00000
X1QUF27.000--TTQQ86.70%-Msqzzvev3iHm-1953aCq+195-885.00000
Tranche Comments
C: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144W/Zep Q; X1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144B/Wws S; S2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144J/Iqh B; C: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Qjm L; H: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Nik S; N: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Nmm F; C: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144E/Yzw G; Nat: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144H/Rzv H;
Deal Comments
Dmg Tnaa Vcppmhy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 3, 2007
Reset
Yes
WAL Test Period (YRS)
6