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
Ysp	SPE	99.000	-	-	WP	OR	-	-	-	-	-	-	-	-	-	Retained
L	IBB	545.000	-	-	XXX	GGG	11.00%	-	Ekbqtlro	3vAy	-	-	129	3jCf+129	-	496.00000
E1	KMT	54.000	-	-	SS	UU	84.90%	-	Qjppueio	3pWn	-	-	195	3mOj+195	-	313.00000
W2	IAA	62.000	-	-	FF	RR	92.10%	-	Tppak	VFJ	-	-	-	4.800%	4.800%	132.00000
G	CAX	18.000	-	-	G	N	64.90%	-	Clcvlfhj	3rUa	-	-	230	3tWi+230	-	524.00000
V	KIH	46.000	-	-	YYY-	HHH-	28.00%	-	Nefitlir	3cIn	-	-	325	3oCf+325	-	537.00000
Y	TBQ	23.000	-	-	XX-	MM-	7.10%	-	Ekoyhaeh	3fVp	-	-	570	3rJa+570	-	868.00000
O	LLM	94.000	-	-	A-	R-	2.30%	-	Wfhouivw	3yYm	-	-	900	3jAk+835	-	48.00000

Tranche Comments

L: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Xks K; E1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Chq Y; W2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Y/Vpy J; G: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144B/Uct M; V: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144L/Fen D; Y: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Rxd J; O: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144W/Aso C; Ysp: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144H/Xxo D;

Deal Comments

Dhm Lszz Stzehgc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2001

WAL Test Period (YRS)