XIV

BlackRock Shasta CLO (BSHST) XIV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BlackRock Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P-2	VNU	50.000	3.90	-	QQQ	-	-	-	83.00%	-	Hcpwnten	3bMKQL	-	-	185	3ySUUX+185	-	-
A	JWZ	76.000	2.10	-	KK-	-	-	-	60.00%	-	-	-	-	-	-	-	-	Retained
X-1L	JKB	64.000	8.70	-	LLL	-	-	-	64.00%	-	Vyqsafbb	3sXGXO	-	-	167	3cQNYM+167	-	-
Bik	NLT	93.180	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1	ZMF	202.000	2.60	-	CCC	-	-	-	98.00%	-	Smjrjlej	3wXGLK	-	-	167	3qEWOP+167	-	-
H	HGT	89.000	5.20	-	Z	-	-	-	78.00%	-	Wjdlhlth	3iHVNW	-	-	250	3aZBAI+250	-	-
K	VOT	15.000	2.00	-	WW	-	-	-	20.00%	-	Mqwaqmqa	3oIJTS	-	-	195	3hCOAH+195	-	-
N	IRE	10.000	7.30	-	CCC-	-	-	-	12.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Bec K; X-1L: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Mer P; P-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144X/Qhx Y; K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Dnb M; H: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Ysr D; N: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Wnr D; A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Zzj T; Bik: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Qyw O;

Deal Comments

Ngq Favv Qoszgdu 2.00

Risk Retention

NG - Bniq WN/NZ - Bni

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 2008

Reset

Yes