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
B	KQG	68.000	-	-	ZZ-	FF-	7.10%	-	Ccrwhimn	3bSm	-	-	570	3jDy+570	-	266.00000
A	BHW	578.000	-	-	UUU	RRR	39.00%	-	Cuhcfxex	3eFu	-	-	129	3vLw+129	-	354.00000
I1	IST	52.000	-	-	EE	RR	93.20%	-	Flfqvmej	3yVp	-	-	195	3jXw+195	-	249.00000
Z2	ESH	80.000	-	-	SS	WW	35.80%	-	Vzzkb	TEV	-	-	-	4.800%	4.800%	858.00000
Mjz	IOL	34.000	-	-	ZN	UR	-	-	-	-	-	-	-	-	-	Retained
G	GUA	16.000	-	-	BBB-	LLL-	64.00%	-	Bswybfpk	3sZv	-	-	325	3rJr+325	-	889.00000
A	HJP	33.000	-	-	I-	E-	7.70%	-	Xqwzpuxw	3wOl	-	-	900	3rKp+835	-	26.00000
M	QQO	65.000	-	-	P	Y	50.90%	-	Ibwcfuoh	3aKc	-	-	230	3qTb+230	-	328.00000

Tranche Comments

A: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Ufl J; I1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144H/Vob Y; Z2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144J/Urp T; M: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Lhg N; G: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144F/Ilw Y; B: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144F/Pph P; A: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144L/Rik S; Mjz: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144D/Cvm S;

Deal Comments

Bku Hmtt Xkwoknr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2002

WAL Test Period (YRS)