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
P	FNI	20.000	-	-	L-	X-	2.90%	-	Jxssyjmh	3kZb	-	-	900	3aWt+835	-	16.00000
X	JQQ	42.000	-	-	L	Z	63.10%	-	Geyasdzx	3lGd	-	-	230	3zBg+230	-	139.00000
G	ONA	269.000	-	-	QQQ	RRR	20.00%	-	Njkfmhph	3wMz	-	-	129	3qWd+129	-	171.00000
L2	MVV	91.000	-	-	WW	WW	33.90%	-	Hglfe	ALU	-	-	-	4.800%	4.800%	386.00000
Y	HYD	48.000	-	-	ZZZ-	KKK-	68.00%	-	Owlzpvib	3zMj	-	-	325	3gTg+325	-	867.00000
H1	HNU	36.000	-	-	NN	GG	85.10%	-	Fvhjhfbj	3sPn	-	-	195	3kWl+195	-	850.00000
Fdg	TJC	19.000	-	-	BU	WN	-	-	-	-	-	-	-	-	-	Retained
Z	INS	75.000	-	-	MM-	LL-	6.20%	-	Fmjymdll	3zIk	-	-	570	3rFq+570	-	334.00000

Tranche Comments

G: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144W/Uuo F; H1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144C/Fnv M; L2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144C/Twy U; X: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144I/Ffw A; Y: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144I/Tch D; Z: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Lza T; P: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Exd N; Fdg: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Q/Fzv X;

Deal Comments

Voh Knll Ibkcoht 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2024

WAL Test Period (YRS)