BlackRock European CLO DAC (BECLO) XV

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
L	FCY	60.000	-	-	B-	R-	3.20%	-	Gkbcbyyk	3pRa	-	-	900	3oGw+835	-	80.00000
D	SYI	78.000	-	-	RR-	KK-	8.60%	-	Hujhoirv	3bWx	-	-	570	3oDk+570	-	727.00000
Afm	WQQ	99.000	-	-	NM	CX	-	-	-	-	-	-	-	-	-	Retained
D1	ASZ	24.000	-	-	JJ	SS	81.60%	-	Tsxvutpu	3dXm	-	-	195	3gHa+195	-	620.00000
V	TWT	26.000	-	-	V	W	64.80%	-	Bsqlkcjb	3lFz	-	-	230	3bZx+230	-	316.00000
L2	GNS	21.000	-	-	ZZ	ZZ	42.50%	-	Attft	MKZ	-	-	-	4.800%	4.800%	652.00000
Y	PVU	505.000	-	-	VVV	LLL	16.00%	-	Jyqoeosy	3tKy	-	-	129	3tQr+129	-	450.00000
S	QDI	11.000	-	-	OOO-	BBB-	70.00%	-	Mbfjcitc	3yWy	-	-	325	3vOb+325	-	133.00000

Tranche Comments

Y: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Iiq W; D1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Z/Jrs V; L2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144P/Wqf A; V: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Rpe Z; S: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144D/Ipt R; D: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Tud W; L: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Ypf J; Afm: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Cox F;

Deal Comments

Hbj Smjj Rxsjbgr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2003

WAL Test Period (YRS)