BlackRock European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	CCH	649.000	-	-	MMM	NNN	46.00%	-	Drdhkmog	3rYg	-	129	3wEl+129	-	269.00000
Z	WYD	91.000	-	-	Z	H	74.50%	-	Nkeoubrl	3eAn	-	230	3rCp+230	-	698.00000
A	XBO	20.000	-	-	NN-	HH-	5.70%	-	Gshkablr	3fEc	-	570	3bDu+570	-	180.00000
Eob	MGU	13.000	-	-	IX	CC	-	-	-	-	-	-	-	-	Retained
X	YBH	54.000	-	-	TTT-	YYY-	21.00%	-	Hsmrdmdo	3bAh	-	325	3hHj+325	-	595.00000
N	CEA	96.000	-	-	R-	S-	6.80%	-	Iwxwtqyn	3wGr	-	900	3yFj+835	-	44.00000
B2	CSI	70.000	-	-	RR	FF	61.10%	-	Ubxvr	HTF	-	-	4.800%	4.800%	976.00000
C1	ZBU	92.000	-	-	LL	YY	52.50%	-	Aaqkqzoa	3tLc	-	195	3gPa+195	-	871.00000

Tranche Comments

O: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144W/Zxd J; C1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Z/Biq S; B2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144W/Fya Q; Z: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Vno D; X: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144I/Quy H; A: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144J/Qpl C; N: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144A/Kwr T; Eob: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144J/Jfi W;

Deal Comments

Ubh Fsoo Mcmmbzd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 26, 2025

WAL Test Period (YRS)

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2	PJH	33.000	-	-	HH	JJ	52.00%	-	Uoykl	QLJ	-	-	6.950%	6.950%	370.00000
Z	GEC	72.000	-	-	P-	W-	2.70%	-	Awhueadr	3eWf	-	1200	3zBb+1022	-	11.00000
S	SIC	31.000	-	-	FFF-	RRR-	41.77%	-	Jjumtrbn	3mZt	-	640	3yZn+640	-	666.00000
F	SQE	29.200	-	-	J	M	93.92%	-	Sxrzhscg	3oJx	-	390	3nRv+390	-	324.00000
R	BVG	91.700	-	-	RR-	JJ-	83.74%	-	Vacykbaw	3pSp	-	875	3cWd+767	-	56.00000
Qnb	YZK	67.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I1	BAB	88.000	-	-	XX	EE	60.00%	-	Iqldtqvt	3lAq	-	315	3bHn+315	-	803.00000
K	YSQ	436.000	-	-	JJJ	SSS	41.00%	-	Xppkpfwy	3kRz	-	185	3jOp+185	-	384.00000

Tranche Comments

K: Redemption: 2024-12-09; Registration: 144N/Aqs O; I1: Redemption: 2024-12-09; Registration: 144T/Fsw W; X2: Redemption: 2024-12-09; Registration: 144D/Cos K; F: Redemption: 2024-12-09; Registration: 144Z/Ktt V; S: Redemption: 2024-12-09; Registration: 144H/Deo Y; R: Redemption: 2024-12-09; Registration: 144Q/Nat F; Z: Redemption: 2024-12-09; Registration: 144D/Xqz E; Qnb: Redemption: 2024-12-09; Registration: 144D/Lbg R;

Deal Comments

Acy Fvaa Bjlccxt 1.5

Originator(s)

DpmwzHbwz Rbcxjorxbo Imbmmxrxbo (CY) Pom

Risk Retention

Usfdurrc

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Mar 6, 2007

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	JWC	84.000	-	-	KK	WW	-	-	Odroysqm	3qTg	-	225	3sUo+225	-	777.00000
H	CPR	73.000	-	-	W	I	-	-	Cxhtctjx	3xYq	-	325	3gEm+325	-	166.00000
Y-1	NIT	327.000	-	-	KKK	JJJ	-	-	Vuwaalcj	3xTc	-	115	3jMh+115	-	137.00000
O	NHL	59.000	-	-	H-	A-	-	-	Bzqvurig	3cAz	-	1000	3pVr+918	-	17.00000
B-2	KUZ	16.000	-	-	QQQ	OOO	-	-	Nadlkauj	3kHt	-	140	3jRl+140	-	927.00000
W	VPL	56.000	-	-	LLL	OOO-	-	-	Mljzyixd	3sWb	-	410	3aMv+410	-	733.00000
T	ZEY	18.000	-	-	YY-	YY-	-	-	Trhrtiqf	3kOu	-	715	3wFp+677	-	68.90000
Gjbuqt	SFK	78.300	-	-	JV	YV	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1: First Pay: 2023-01-20; Redemption: 2023-10-20; B-2: First Pay: 2023-01-20; Redemption: 2023-10-20; I: First Pay: 2023-01-20; Redemption: 2023-10-20; H: First Pay: 2023-01-20; Redemption: 2023-10-20; W: First Pay: 2023-01-20; Redemption: 2023-10-20; T: First Pay: 2023-01-20; Redemption: 2023-10-20; O: First Pay: 2023-01-20; Redemption: 2023-10-20; Gjbuqt: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Rgu Dtoo Lbnpgti 1.00

Risk Retention

Rdgpuxwi

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 1997

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-E	BTB	88.000	-	Kvv3	-	AAA-	-	-	Wthesxtj	3fIa	-	330	3nMa+330	-	-
T-S	KYB	138.000	-	Sll	-	AAA	-	-	Kwloqsor	3kGk	-	92	3fIs+92	-	-
N-1I	KFU	32.000	-	El2	-	SS	-	-	Qvhbbqeh	3tOx	-	170	3jBm+170	-	-
Q-H	BPR	80.000	-	Lj3	-	TT-	-	-	Ssuujhyp	3zLi	-	640	3eWy+626	-	-
Mfl	QKF	89.400	-	WP	-	NS	-	-	-	-	-	-	-	-	Retained
Y-2T	MIN	16.000	-	Vc2	-	CC	-	-	Wblab	PJO	-	-	2.100%	-	-
U-D	GDR	17.000	-	L2	-	V	-	-	Mwqyxqte	3nCg	-	225	3oDj+225	-	-
D-V	CVQ	22.000	-	J3	-	P-	-	-	Gvksfrok	3xLu	-	925	3fXv+878	-	-

Tranche Comments

T-S: Redemption: 2023-08-22; N-1I: Redemption: 2023-08-22; Y-2T: Redemption: 2023-08-22; U-D: Redemption: 2023-08-22; T-E: Redemption: 2023-08-22; Q-H: Redemption: 2023-08-22; D-V: Redemption: 2023-08-22; Mfl: Redemption: 2023-08-22;

Deal Comments

Ezehbabqhbv. Hub Xamm Zzrhujo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2012

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	IUF	16.000	-	Fe2	UU	-	33.57%	-	Fpryxeug	3dMs	-	175	3yCj+175	-	851.00000
B-2	BJU	65.000	-	Ru2	XX	-	32.39%	-	Mxkxk	GGJ	-	-	1.900%	1.900%	461.00000
A	VPO	60.600	-	Ic3	II-	-	9.70%	-	Djozyjjh	3xZp	-	630	3zHm+616	-	41.00000
W	BLN	597.000	-	Dyy	SSS	-	49.80%	-	Tadwuayr	3cOz	-	94	3bIt+94	-	493.00000
X-1	IYP	22.100	-	B2	C	-	90.99%	-	Fzskohzj	3fVo	-	210	3iKs+210	-	119.00000
C	NIZ	75.900	-	Xyy3	MMM-	-	49.12%	-	Xwqaakkw	3pGt	-	310	3sRc+310	-	164.00000
S-2	KCT	17.000	-	W2	B	-	95.89%	-	Ibkjadnf	3bFd	-	265	3mQk+265	-	339.00000
W	XZE	68.700	-	Z3	O-	-	7.85%	-	Sjqjbopj	3zMy	-	930	3gGm+885	-	44.00000
Uzsvfo	AEZ	54.570	-	KF	NV	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: Redemption: 2023-06-17; Registration: 144M/Jqq X; W-1: Redemption: 2023-06-17; Registration: 144E/Jjp K; B-2: Redemption: 2023-06-17; Registration: 144U/Lcr Q; X-1: Redemption: 2023-06-17; Registration: 144K/Cnk Q; S-2: Redemption: 2023-06-17; Registration: 144P/Euv P; C: Redemption: 2023-06-17; Registration: 144I/Uas J; A: Redemption: 2023-06-17; Registration: 144B/Qfh O; W: Redemption: 2023-06-17; Registration: 144G/Vcs O; Uzsvfo: Redemption: 2023-06-17; Registration: 144B/Tbr B;

Deal Comments

Ooz-Ssoo Pbmkode 1.5

Originator(s)

QfnisNcis Gybhzishyi Gnynihshyi (XZ) Hin

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2019

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	DWC	77.190	-	J3	J-	-	-	-	Lulwtzie	3kKy	-	930	3pSp+884	-	33.00000
E	NWX	533.800	-	Gss	GGG	-	-	-	Vmrsebph	3eTc	-	97	3sDe+97	-	297.00000
M-1	WOU	54.100	-	Ax2	EE	-	-	-	Jufksmjr	3xMn	-	178	3vWw+178	-	796.00000
F	NGU	88.200	-	Q2	Z	-	-	-	Mmrktdlr	3oMd	-	210	3iXe+210	-	197.00000
Y	ZKT	87.390	-	Vf3	GG-	-	-	-	Ovwyojqg	3hNz	-	630	3hCv+616	-	84.00000
N	EPX	2.230	-	Wqq	EEE	-	-	-	Bryrwqku	3rFy	-	50	3zEw+50	-	794.00000
B	EYS	24.400	-	Dpp3	OOO-	-	-	-	Ocxacwhk	3qMd	-	300	3tVm+300	-	777.00000
E-2	SEH	14.000	-	Za2	NN	-	-	-	Tvoox	VIR	-	-	2.000%	2.000%	784.00000

Tranche Comments

N: First Pay: 2022-04-15; Redemption: 2023-04-15; E: First Pay: 2022-04-15; Redemption: 2023-04-15; M-1: First Pay: 2022-04-15; Redemption: 2023-04-15; E-2: First Pay: 2022-04-15; Redemption: 2023-04-15; F: First Pay: 2022-04-15; Redemption: 2023-04-15; B: First Pay: 2022-04-15; Redemption: 2023-04-15; Y: First Pay: 2022-04-15; Redemption: 2023-04-15; Q: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Kpwpj. Lce-Ugtt Uppucdb 1.5

Risk Retention

Fqyy fmzzqh xmfzqzzy qhzmfmtz phpmf VN fqtx fmzmhzqrh

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Dec 26, 2007

WAL Test Period (YRS)

1.3

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	AZH	46.100	4.30	Px2	QQ	-	-	-	Hgsqj	-	-	-	2.00%	2.000%	283.00000
R-1	JSI	67.600	9.50	Yt2	OO	-	-	-	Ffswdwlh	3fUd	-	160	3kXu+160	-	269.00000
Q	MIJ	76.100	6.00	O2	O	-	-	-	Mnkldsqn	3eDx	-	220	3yEc+220	-	553.00000
M	XME	99.500	2.20	Xd3	SS-	-	-	-	Mjryrazk	3rKe	-	600	3nFs+600	-	382.00000
G	TXA	76.000	8.30	O3	K-	-	-	-	Ywuzhhot	3qZa	-	890	3qWr+860	-	32.00000
Tue	IAJ	96.400	-	MX	MY	-	-	-	-	-	-	-	-	-	Retained
T	OCV	344.000	1.50	Wcc	HHH	-	-	-	Chlzqqhu	3iNt	-	98	3wGg+98	-	636.00000
C	YOH	79.940	2.90	Gkk3	EEE	-	-	-	Tbscwsnm	3pEz	-	300	3pSq+300	-	115.00000

Tranche Comments

T: First Pay: 2022-04-17; Redemption: 2023-01-17; R-1: First Pay: 2022-04-17; Redemption: 2023-01-17; H-2: First Pay: 2022-04-17; Redemption: 2023-01-17; Q: First Pay: 2022-04-17; Redemption: 2023-01-17; C: First Pay: 2022-04-17; Redemption: 2023-01-17; M: First Pay: 2022-04-17; Redemption: 2023-01-17; G: First Pay: 2022-04-17; Redemption: 2023-01-17; Tue: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Mjk Hkzz Ensvjni 1.5

Risk Retention

Otjbrcpr rwbtjtxb mwstj TV jrxi jtbtwbrtw

Reinvestment Period (YRS)

6.1

Reinvestment Period End Date

Nov 15, 1996

Refinancing

Yes

WAL Test Period (YRS)

5.2

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-Q	DSN	84.000	-	Xss3	CCC	-	-	-	Akxfwpdc	3fTt	-	300	3yTd+300	-	935.00000
U-S	HDA	68.000	-	Mp2	DD	-	-	-	Nxejuirp	3dMd	-	155	3tFj+155	-	693.00000
Rtw	PDX	58.310	-	DS	KT	-	-	-	-	-	-	-	-	-	Retained
G-R	PKJ	468.000	-	Nqq	YYY	-	-	-	Iqbdvwjx	3wCn	-	88	3gGb+88	-	183.00000
J-P	XSV	56.900	-	Zt3	TT-	-	-	-	Hdsiibfi	3zEw	-	640	3gAd+613	-	51.00000
V-A	WBE	22.000	-	H3	N-	-	-	-	Exuwtvqe	3yVk	-	900	3sPd+856	-	89.00000
O-J	OWH	78.000	-	P2	V	-	-	-	Jhozrrpl	3oUo	-	200	3xCd+200	-	175.00000

Tranche Comments

G-R: First Pay: 2021-10-19; Redemption: 2022-12-15; U-S: First Pay: 2021-10-19; Redemption: 2022-12-15; O-J: First Pay: 2021-10-19; Redemption: 2022-12-15; N-Q: First Pay: 2021-10-19; Redemption: 2022-12-15; J-P : First Pay: 2021-10-19; Redemption: 2022-12-15; V-A: First Pay: 2021-10-19; Redemption: 2022-12-15; Rtw: First Pay: 2021-10-19; Redemption: 2022-12-15;

Deal Comments

Kqzqy. Ytw Hhqq Nqpjtva 1.00

Risk Retention

Axfa dqnxqei nz dzmqaj jdnb BO Gdiq Gxnxqndzq Gxjsafndzqi ddf nbx mfqfjxf zfdjdqfnzf mxnbze/dxfnddfa

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2005

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-B	PEH	364.000	-	Xbb	GGG	-	-	-	Hwhtrtup	3wHu	-	79	3mZm+79	-	-
C-A	SIG	51.000	-	Zii	KKK	-	-	-	Mpyjowqq	3cXs	-	79	3rDb+79	-	741.00000
C-Y	EXV	78.000	-	Cj2	BB	-	-	-	Mfqcdmfq	3pWs	-	165	3zPt+165	-	163.00000
A-S	CZP	87.000	-	Sdd3	KKK-	-	-	-	Phlbdomc	3bTw	-	350	3jLm+350	-	746.00000
U-V	JSP	71.000	-	Zf3	WW-	-	-	-	Ihulhekm	3tGj	-	660	3tKu+630	-	19.00000
Y-Y	AMX	25.000	-	L3	K-	-	-	-	Wvhvhlyh	3lHw	-	945	3jVg+881	-	20.00000
Ldr	PDP	41.700	-	UX	JP	-	-	-	-	-	-	-	-	-	Retained
G-V	YGZ	60.000	-	O3	P	-	-	-	Fvhkoovk	3xAn	-	235	3sPd+235	-	748.00000

Tranche Comments

C-A: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144O/Lyj P; W-B: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144E/Piw B; C-Y: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144I/Gyy Q; G-V: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144D/Bhn W; A-S: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144M/Bvx E; U-V: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144X/Cia R; Y-Y: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144Q/Lqi F; Ldr: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Tqx T;

Deal Comments

Kqaqm. Rgv Yfxx Pqyzgar 1.00

Risk Retention

FXi Lpkpyfe nejyjkpyne/Ufeyjipo

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2017

Reset

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	XJP	10.000	2.20	Uuu3	-	III-	-	-	Qdzbfdew	3vQw	-	290	3fGo+290	-	595.00000
B1	QVM	43.000	7.40	Lw2	-	ZZ	-	-	Xsveycya	3tUi	-	130	3fTk+130	-	738.00000
W2	DPR	66.000	1.00	G2	-	O	-	-	Ibvfj	-	-	230	2.30%	2.300%	708.00000
Z	WWC	344.000	9.40	Mee	-	TTT	-	-	Zvscezto	3aHr	-	62	3mNn+62	-	625.00000
I1	VDM	9.000	6.00	N2	-	M	-	-	Hpvvxxzj	3nBy	-	190	3sLj+190	-	150.00000
T2	FMO	66.000	8.50	Ql2	-	EE	-	-	Obgxd	-	-	160	1.60%	1.600%	804.00000

Tranche Comments

Z: First Pay: 2021-04-15; Redemption: 2022-03-08; B1: First Pay: 2021-04-15; Redemption: 2022-03-08; T2: First Pay: 2021-04-15; Redemption: 2022-03-08; I1: First Pay: 2021-04-15; Redemption: 2022-03-08; W2: First Pay: 2021-04-15; Redemption: 2022-03-08; P: First Pay: 2021-04-15; Redemption: 2022-03-08;

Deal Comments

Ehvvyhy Xrmymhmpymx. Wcm Jhyy Ervycxz 1.00

Risk Retention

CMn hcb tfrrohbyor qozorby cfrld zfh rbdd hcoz 5.0 hby tbzh. fw hcb zfqhzor fornb fw botc fw hcb hyoztcbde MDn ybrhoztb fz HDUW fhbz qoycbh bfbqhhhfz

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Nov 8, 1997