BlackRock European CLO DAC

Deals

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
C	QMF	96.000	-	-	BB-	PP-	8.40%	-	Oqwpqupu	3mZn	-	-	570	3vXy+570	-	422.00000
K	CLS	92.000	-	-	S-	O-	5.20%	-	Wvbjyhfb	3bRv	-	-	900	3fRt+835	-	91.00000
H	VAY	24.000	-	-	I	C	55.90%	-	Ehmvjwho	3nVn	-	-	230	3kSg+230	-	259.00000
J	IOW	94.000	-	-	BBB-	CCC-	99.00%	-	Fuwywqsk	3pVs	-	-	325	3dWr+325	-	232.00000
G	LGU	845.000	-	-	XXX	YYY	55.00%	-	Fsbukpqp	3jVb	-	-	129	3oCf+129	-	925.00000
Rpn	IZS	85.000	-	-	OO	QT	-	-	-	-	-	-	-	-	-	Retained
V1	WKW	43.000	-	-	NN	CC	16.60%	-	Jcewkaht	3kSk	-	-	195	3qNv+195	-	255.00000
E2	WXU	36.000	-	-	NN	TT	35.50%	-	Zzbez	KON	-	-	-	4.800%	4.800%	485.00000

Tranche Comments

G: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Q/Evx F; V1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144C/Jaa O; E2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144P/Vzd W; H: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144P/Wax M; J: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Asj A; C: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144V/Mqc A; K: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144D/Bfp U; Rpn: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144C/Dix J;

Deal Comments

Dms Eqhh Jmhimvn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2024

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)