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
H	DDK	22.000	-	-	III-	EEE-	89.00%	-	Vjexrqrz	3pKq	-	325	3pIn+325	-	188.00000
F	TBV	96.000	-	-	GG-	MM-	9.40%	-	Khorxdjf	3wFr	-	570	3sCm+570	-	907.00000
Y2	LDB	53.000	-	-	JJ	AA	87.60%	-	Kgcmx	MQO	-	-	4.800%	4.800%	433.00000
Y	OQU	990.000	-	-	III	NNN	86.00%	-	Tmekuhkb	3gAr	-	129	3hJx+129	-	262.00000
G	OUZ	71.000	-	-	P	P	43.90%	-	Fwhcwxuw	3qLs	-	230	3tRw+230	-	147.00000
L1	LYI	52.000	-	-	SS	NN	85.70%	-	Fqjpppex	3mAg	-	195	3gQq+195	-	930.00000
Hcr	LQS	45.000	-	-	GT	ZV	-	-	-	-	-	-	-	-	Retained
X	MTL	53.000	-	-	U-	I-	2.90%	-	Aeqlzjpe	3mLv	-	900	3lUu+835	-	68.00000

Tranche Comments

Y: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144V/Kwb P; L1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144F/Bor K; Y2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144F/Twl H; G: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144L/Neu V; H: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Q/Pnt F; F: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Ump U; X: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Eam W; Hcr: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Llv Y;

Deal Comments

Gyg Fzvv Yckjylq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 1999

WAL Test Period (YRS)