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
E	WEE	66.000	-	-	BB-	YY-	5.30%	-	Svylzycw	3bGn	-	-	570	3aWk+570	-	807.00000
K	ZES	10.000	-	-	N-	T-	1.70%	-	Rrwkxqxt	3gYf	-	-	900	3gGt+835	-	52.00000
Hwg	SQN	25.000	-	-	ZA	EK	-	-	-	-	-	-	-	-	-	Retained
S	VYP	163.000	-	-	EEE	MMM	95.00%	-	Ybeuvwik	3wCb	-	-	129	3wDi+129	-	166.00000
S1	IQK	61.000	-	-	YY	HH	86.60%	-	Cxzyoyre	3cHc	-	-	195	3yKm+195	-	632.00000
L	BBX	52.000	-	-	GGG-	DDD-	95.00%	-	Gvowywvb	3oKl	-	-	325	3sCz+325	-	367.00000
M2	TKF	29.000	-	-	LL	GG	19.90%	-	Bualy	VOI	-	-	-	4.800%	4.800%	823.00000
C	TTH	50.000	-	-	A	C	78.30%	-	Bmwyfete	3bBl	-	-	230	3lFz+230	-	393.00000

Tranche Comments

S: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144K/Dqo B; S1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144D/Biz C; M2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Qmo K; C: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144J/Ubj U; L: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144W/Job I; E: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144A/Nlr H; K: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144I/Xwh U; Hwg: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Fkt G;

Deal Comments

Kxm Ugoo Xeujxwt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2020

Reset

Yes

WAL Test Period (YRS)