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
L	SUI	66.000	-	-	E-	C-	8.40%	-	Bsmzumlj	3gPl	-	-	900	3dUs+835	-	84.00000
L	SCW	556.000	-	-	MMM	EEE	59.00%	-	Vhubbodf	3cFz	-	-	129	3qPi+129	-	512.00000
D2	OLF	56.000	-	-	TT	ZZ	69.80%	-	Lntbq	NHY	-	-	-	4.800%	4.800%	231.00000
P	IOU	80.000	-	-	ZZ-	RR-	7.50%	-	Nxofkeyk	3eJa	-	-	570	3vXf+570	-	754.00000
A1	CGN	15.000	-	-	UU	JJ	11.40%	-	Awwaaavv	3hJr	-	-	195	3nBc+195	-	966.00000
Itb	QOF	96.000	-	-	LA	DT	-	-	-	-	-	-	-	-	-	Retained
B	HBQ	52.000	-	-	X	J	99.70%	-	Beumamnh	3xPz	-	-	230	3cHn+230	-	645.00000
A	LNC	27.000	-	-	III-	BBB-	59.00%	-	Jeqdjqne	3nCn	-	-	325	3aEr+325	-	700.00000

Tranche Comments

L: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144L/Enx K; A1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144V/Rhs U; D2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144V/Ylb Z; B: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Tes B; A: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144P/Tqs Z; P: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144I/Dic K; L: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Cbw V; Itb: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144A/Exo Q;

Deal Comments

Smv Uftt Pjpymju 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2025

WAL Test Period (YRS)