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
Z	ONM	16.000	-	-	M	Y	63.10%	-	Khllwztj	3wDw	-	-	230	3cEn+230	-	192.00000
L	BBR	17.000	-	-	EE-	RR-	7.90%	-	Bsrhsmdb	3gGs	-	-	570	3qGo+570	-	974.00000
R1	ITB	64.000	-	-	PP	OO	20.30%	-	Gphbupvf	3cHw	-	-	195	3tFm+195	-	212.00000
Y2	CDD	25.000	-	-	ZZ	JJ	93.30%	-	Ntaah	PTK	-	-	-	4.800%	4.800%	150.00000
P	IAC	90.000	-	-	RRR-	CCC-	47.00%	-	Kztavrot	3fOd	-	-	325	3wHi+325	-	803.00000
U	CDA	56.000	-	-	D-	B-	1.30%	-	Uwwmerfb	3gNr	-	-	900	3vHw+835	-	22.00000
E	ICY	223.000	-	-	CCC	SSS	41.00%	-	Txpwemlq	3wSi	-	-	129	3fDf+129	-	206.00000
Nsq	NPS	15.000	-	-	EF	WK	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144C/Zss M; R1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144V/Qzm C; Y2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Zfl S; Z: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Csl S; P: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Y/Thu H; L: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Xai V; U: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Uke K; Nsq: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144N/Koy N;

Deal Comments

Lll Nujj Jbjmllc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2003

WAL Test Period (YRS)