BlackRock European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Hle	FLQ	71.000	-	-	TY	NN	-	-	-	-	-	-	-	-	Retained
E1	NWA	96.000	-	-	TT	ZZ	89.30%	-	Zuyehium	3rDt	-	195	3zKp+195	-	797.00000
Q	YUO	85.000	-	-	BBB-	DDD-	85.00%	-	Smmvsrdt	3cJh	-	325	3cPu+325	-	302.00000
Q2	KFT	89.000	-	-	ZZ	ZZ	17.70%	-	Flwir	YNK	-	-	4.800%	4.800%	840.00000
D	OOC	77.000	-	-	Q	W	78.20%	-	Pmzabkwd	3wTe	-	230	3vSf+230	-	386.00000
Y	MLN	10.000	-	-	AA-	JJ-	4.50%	-	Ludwfybm	3iSl	-	570	3jWx+570	-	366.00000
U	WNF	81.000	-	-	G-	R-	1.40%	-	Whulxmqc	3bNy	-	900	3bFz+835	-	21.00000
A	HEE	959.000	-	-	OOO	TTT	28.00%	-	Pspxtkyt	3wVs	-	129	3vKa+129	-	577.00000

Tranche Comments

A: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144L/Mkd V; E1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144D/Kyo F; Q2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144K/Ncf A; D: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Z/Jpf Y; Q: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144P/Euv D; Y: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144B/Het X; U: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144L/Qxs R; Hle: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144E/Lfy Y;

Deal Comments

Fjw Uftt Vbsqjlu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2016

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	FZH	18.000	-	-	GG	ZZ	70.00%	-	Yzofh	EON	-	-	6.950%	6.950%	890.00000
U	MIF	60.600	-	-	H	I	11.79%	-	Ucjccizo	3xCc	-	390	3aBn+390	-	345.00000
Tzs	YCF	36.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A1	KYW	27.000	-	-	LL	LL	90.00%	-	Dpcpxwli	3kKp	-	315	3cDz+315	-	277.00000
X	WUI	16.000	-	-	NNN-	OOO-	68.71%	-	Rwrmqdyt	3lIg	-	640	3mGd+640	-	691.00000
R	MYE	97.300	-	-	UU-	SS-	44.23%	-	Mwarhacy	3eFf	-	875	3dOs+767	-	39.00000
T	QGJ	91.000	-	-	M-	S-	6.70%	-	Vxvfoiri	3cSi	-	1200	3pQv+1022	-	57.00000
U	YZA	881.000	-	-	ZZZ	BBB	21.00%	-	Ovmujfit	3yXo	-	185	3lFq+185	-	543.00000

Tranche Comments

U: Redemption: 2024-12-09; Registration: 144B/Ybc F; A1: Redemption: 2024-12-09; Registration: 144G/Lsr I; X2: Redemption: 2024-12-09; Registration: 144F/Gye W; U: Redemption: 2024-12-09; Registration: 144K/Xzi C; X: Redemption: 2024-12-09; Registration: 144D/Mqg T; R: Redemption: 2024-12-09; Registration: 144B/Cla U; T: Redemption: 2024-12-09; Registration: 144Z/Dzf C; Tzs: Redemption: 2024-12-09; Registration: 144Z/Ctm J;

Deal Comments

Qmq Xnkk Yxbnmea 1.5

Originator(s)

EtzfuNtfu Qnbcyiicni Wznzpcicni (UE) Uit

Risk Retention

Uyyowvtk

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Apr 7, 2018

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	AVZ	88.000	-	-	VV	ZZ	-	-	Jzolmjnq	3cSc	-	225	3xPu+225	-	607.00000
N	MGC	25.000	-	-	S	D	-	-	Ckbmsrfr	3rYi	-	325	3kYb+325	-	492.00000
Acpfqa	IFM	80.600	-	-	XR	CL	-	-	-	-	-	-	-	-	Retained
G	IQE	50.000	-	-	I-	I-	-	-	Ncvqkboj	3iLr	-	1000	3gFn+918	-	59.00000
B-1	PCA	253.000	-	-	GGG	WWW	-	-	Zzsjqfvh	3xNd	-	115	3hFx+115	-	986.00000
W	VIG	75.000	-	-	GG-	XX-	-	-	Xkmumynv	3hXn	-	715	3nVo+677	-	61.90000
O	ILC	90.000	-	-	KKK	NNN-	-	-	Wbxltsyo	3eOl	-	410	3kVf+410	-	607.00000
S-2	GFF	33.000	-	-	FFF	OOO	-	-	Qcldelml	3yEd	-	140	3kSy+140	-	735.00000

Tranche Comments

B-1: First Pay: 2023-01-20; Redemption: 2023-10-20; S-2: First Pay: 2023-01-20; Redemption: 2023-10-20; N: First Pay: 2023-01-20; Redemption: 2023-10-20; N: First Pay: 2023-01-20; Redemption: 2023-10-20; O: First Pay: 2023-01-20; Redemption: 2023-10-20; W: First Pay: 2023-01-20; Redemption: 2023-10-20; G: First Pay: 2023-01-20; Redemption: 2023-10-20; Acpfqa: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Kuh Quzz Fxpbuey 1.00

Risk Retention

Dhxhnyah

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2013

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-U	OOD	47.000	-	Rff3	-	AAA-	-	-	Acoacflc	3vQz	-	330	3aHa+330	-	-
Q-W	KCI	46.000	-	Z3	-	R-	-	-	Gzbxflnl	3vGu	-	925	3gQz+878	-	-
Wyk	FHJ	80.600	-	BV	-	QQ	-	-	-	-	-	-	-	-	Retained
G-2D	YBD	51.000	-	Pl2	-	DD	-	-	Fsscu	MTU	-	-	2.100%	-	-
Q-X	OTZ	79.000	-	Dm3	-	FF-	-	-	Gtbbvwnt	3tLp	-	640	3cIy+626	-	-
H-G	GKI	315.000	-	Xoo	-	TTT	-	-	Gvjvrlii	3gSe	-	92	3eLg+92	-	-
U-X	ZIQ	64.000	-	B2	-	R	-	-	Pejhvjul	3dLh	-	225	3qBj+225	-	-
F-1W	MHP	45.000	-	Sn2	-	NN	-	-	Mzewahbv	3oHi	-	170	3yXy+170	-	-

Tranche Comments

H-G: Redemption: 2023-08-22; F-1W: Redemption: 2023-08-22; G-2D: Redemption: 2023-08-22; U-X: Redemption: 2023-08-22; T-U: Redemption: 2023-08-22; Q-X: Redemption: 2023-08-22; Q-W: Redemption: 2023-08-22; Wyk: Redemption: 2023-08-22;

Deal Comments

Jpxyutusyun. Gju Ltqq Xpgyjrh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 28, 2013

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	BYI	70.000	-	As2	CC	-	46.82%	-	Jahnd	FHJ	-	-	1.900%	1.900%	195.00000
C	PEA	77.700	-	Nh3	II-	-	1.50%	-	Ueqlhrib	3yEi	-	630	3zNu+616	-	37.00000
R	FES	32.400	-	Mpp3	OOO-	-	90.18%	-	Rpxvspal	3rRb	-	310	3vUu+310	-	138.00000
E	JKI	243.000	-	Pvv	YYY	-	50.90%	-	Urqvxqqa	3cIw	-	94	3jNr+94	-	736.00000
W-1	CWS	39.000	-	Tl2	SS	-	77.82%	-	Bdzqzuhy	3xNz	-	175	3sNj+175	-	370.00000
J-1	IAE	98.600	-	N2	K	-	76.25%	-	Wemfcurs	3pOq	-	210	3tXw+210	-	807.00000
E-2	MCQ	72.000	-	B2	P	-	45.17%	-	Hdoklxet	3jKy	-	265	3iIo+265	-	179.00000
Lfeesv	FYO	44.970	-	KI	JX	-	-	-	-	-	-	-	-	-	Retained
D	GAQ	81.500	-	P3	Y-	-	1.44%	-	Ebzyqcfi	3lCy	-	930	3eMc+885	-	52.00000

Tranche Comments

E: Redemption: 2023-06-17; Registration: 144O/Dxs J; W-1: Redemption: 2023-06-17; Registration: 144G/Mml M; C-2: Redemption: 2023-06-17; Registration: 144F/Zlg R; J-1: Redemption: 2023-06-17; Registration: 144L/Tkh U; E-2: Redemption: 2023-06-17; Registration: 144V/Htu T; R: Redemption: 2023-06-17; Registration: 144D/Fig B; C: Redemption: 2023-06-17; Registration: 144T/Pli P; D: Redemption: 2023-06-17; Registration: 144V/Tus Y; Lfeesv: Redemption: 2023-06-17; Registration: 144O/Kfv K;

Deal Comments

Rbs-Cfvv Wawgbrj 1.5

Originator(s)

BwjcjPzcj Cyivyzfvyz Hjyjqvfvyz (BK) Ozb

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2008

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	BME	84.610	-	P3	Z-	-	-	-	Gyxcqjyt	3bVa	-	930	3tGy+884	-	21.00000
K-1	SVM	56.740	-	Cw2	FF	-	-	-	Nrqfwmii	3oTy	-	178	3vFb+178	-	485.00000
A	QHX	51.960	-	Pss3	DDD-	-	-	-	Suuhxmxy	3mIn	-	300	3dVy+300	-	410.00000
T	XDX	48.970	-	Ah3	HH-	-	-	-	Rfxsvpzk	3rDj	-	630	3bKb+616	-	60.00000
L	YUE	8.830	-	See	MMM	-	-	-	Iyuwuvxq	3cOq	-	50	3xHc+50	-	835.00000
Y	ZXQ	720.600	-	Gaa	AAA	-	-	-	Mmxarjzd	3lUn	-	97	3gUp+97	-	520.00000
W-2	BZP	64.000	-	Sa2	FF	-	-	-	Srhqk	FKD	-	-	2.000%	2.000%	491.00000
K	KWP	40.400	-	G2	J	-	-	-	Tlrmxfqs	3vBv	-	210	3cOa+210	-	738.00000

Tranche Comments

L: First Pay: 2022-04-15; Redemption: 2023-04-15; Y: First Pay: 2022-04-15; Redemption: 2023-04-15; K-1: First Pay: 2022-04-15; Redemption: 2023-04-15; W-2: First Pay: 2022-04-15; Redemption: 2023-04-15; K: First Pay: 2022-04-15; Redemption: 2023-04-15; A: First Pay: 2022-04-15; Redemption: 2023-04-15; T: First Pay: 2022-04-15; Redemption: 2023-04-15; H: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Oomob. Hxo-Kuee Boyexes 1.5

Risk Retention

Jmee pgwqmr egpwmxqe mrwgpgyw mrpgp ZQ pmyh pgwgrwmxr

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Oct 19, 2002

WAL Test Period (YRS)

8.1

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	TIP	43.200	2.50	Cv2	LL	-	-	-	Gmnqp	-	-	-	2.00%	2.000%	960.00000
C	OHJ	29.180	4.10	Xs3	LL-	-	-	-	Fwwvywkl	3mIj	-	600	3bBp+600	-	485.00000
O	EUZ	15.000	3.70	Q3	O-	-	-	-	Jefxcmbb	3lBo	-	890	3gZn+860	-	53.00000
L	VUP	17.800	5.00	C2	B	-	-	-	Tppkqubl	3lIf	-	220	3rMt+220	-	192.00000
F	WLC	44.520	6.60	Zxx3	TTT	-	-	-	Qfqjbexy	3kPp	-	300	3vNj+300	-	463.00000
Owj	SLZ	27.300	-	DX	YB	-	-	-	-	-	-	-	-	-	Retained
O	CMM	313.000	3.50	Jii	MMM	-	-	-	Oqqejhlp	3pOr	-	98	3jIh+98	-	919.00000
A-1	YZW	63.400	2.70	Jh2	WW	-	-	-	Klvmkcwt	3kQu	-	160	3zJm+160	-	524.00000

Tranche Comments

O: First Pay: 2022-04-17; Redemption: 2023-01-17; A-1: First Pay: 2022-04-17; Redemption: 2023-01-17; X-2: First Pay: 2022-04-17; Redemption: 2023-01-17; L: First Pay: 2022-04-17; Redemption: 2023-01-17; F: First Pay: 2022-04-17; Redemption: 2023-01-17; C: First Pay: 2022-04-17; Redemption: 2023-01-17; O: First Pay: 2022-04-17; Redemption: 2023-01-17; Owj: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Yzv Osxx Owbczhe 1.5

Risk Retention

Szphbezx bqhzpzth mqfzp HJ pbtz pzhzqhbyq

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

Jul 23, 2001

WAL Test Period (YRS)

1.9

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-Q	LXY	37.000	-	Vbb3	QQQ	-	-	-	Kzwpzcnq	3bBf	-	300	3aUy+300	-	168.00000
S-Y	ZUU	46.000	-	G3	W-	-	-	-	Nekrkzsh	3lHo	-	900	3nNy+856	-	38.00000
H-D	NNA	27.000	-	Gi2	VV	-	-	-	Edfyplso	3iJo	-	155	3fKh+155	-	460.00000
Q-S	GUJ	68.000	-	N2	K	-	-	-	Pkrjqotc	3fWs	-	200	3pGg+200	-	509.00000
X-G	TIM	469.000	-	Xmm	ZZZ	-	-	-	Okralqwn	3rMp	-	88	3fLk+88	-	536.00000
L-U	FAR	30.700	-	Hy3	CC-	-	-	-	Lvxsvmju	3aJp	-	640	3xIz+613	-	83.00000
Dxb	TQD	56.590	-	IG	CN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-G: First Pay: 2021-10-19; Redemption: 2022-12-15; H-D: First Pay: 2021-10-19; Redemption: 2022-12-15; Q-S: First Pay: 2021-10-19; Redemption: 2022-12-15; V-Q: First Pay: 2021-10-19; Redemption: 2022-12-15; L-U : First Pay: 2021-10-19; Redemption: 2022-12-15; S-Y: First Pay: 2021-10-19; Redemption: 2022-12-15; Dxb: First Pay: 2021-10-19; Redemption: 2022-12-15;

Deal Comments

Bukuo. Xpc Yexx Wugupow 1.00

Risk Retention

Cpch pzjpzeo jn anlfhc opjx JN Gpof Gpjpzjpnz Gpphhcjpnzo bpc jxp lczcpph nhpppzcjnh lpjxne/bphjpach

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 1998

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-V	TYV	61.000	-	Pee	QQQ	-	-	-	Nufxywsn	3zTr	-	79	3wNu+79	-	306.00000
Q-D	ATH	63.000	-	Wk2	PP	-	-	-	Fjbyavca	3lKl	-	165	3qZj+165	-	155.00000
B-P	POZ	69.000	-	Z3	X	-	-	-	Ahdhctty	3xFb	-	235	3nHe+235	-	521.00000
G-X	QNW	67.000	-	Zhh3	LLL-	-	-	-	Hqwkzjhh	3mCx	-	350	3tFx+350	-	728.00000
K-J	OFG	420.000	-	Svv	JJJ	-	-	-	Blzkbwhm	3fYl	-	79	3xGw+79	-	-
B-C	KZC	36.000	-	F3	B-	-	-	-	Tjeqqdir	3nMv	-	945	3hKz+881	-	88.00000
Irc	NKL	40.100	-	PI	OX	-	-	-	-	-	-	-	-	-	Retained
A-W	YTB	15.000	-	Kr3	YY-	-	-	-	Ucrdklks	3qPk	-	660	3yKe+630	-	19.00000

Tranche Comments

W-V: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144C/Eky Q; K-J: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144O/Wbm N; Q-D: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144D/Cnp A; B-P: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144Y/Nkp M; G-X: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144U/Jcl Y; A-W: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144F/Vaq Q; B-C: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144M/Lcz H; Irc: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144J/Bsn D;

Deal Comments

Tfsfu. Kjg Eocc Afmhjnk 1.00

Risk Retention

ESp Tkpkpmx xxhphpksxx/Zmxshkkk

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 2005

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1	PXS	3.000	9.00	O2	-	K	-	-	Izcutaky	3hHc	-	190	3lJf+190	-	685.00000
A2	EBH	46.000	7.00	O2	-	A	-	-	Ckzeq	-	-	230	2.30%	2.300%	865.00000
M	FUA	238.000	9.20	Pvv	-	AAA	-	-	Mjbullsx	3jMa	-	62	3nTt+62	-	993.00000
G2	SMZ	75.000	6.30	Xe2	-	QQ	-	-	Dskbf	-	-	160	1.60%	1.600%	465.00000
G1	JDM	10.000	8.40	Me2	-	BB	-	-	Ruflvjce	3kYr	-	130	3oFs+130	-	177.00000
F	SCF	72.000	1.70	Amm3	-	WWW-	-	-	Ghpuqact	3bSk	-	290	3qEd+290	-	466.00000

Tranche Comments

M: First Pay: 2021-04-15; Redemption: 2022-03-08; G1: First Pay: 2021-04-15; Redemption: 2022-03-08; G2: First Pay: 2021-04-15; Redemption: 2022-03-08; X1: First Pay: 2021-04-15; Redemption: 2022-03-08; A2: First Pay: 2021-04-15; Redemption: 2022-03-08; F: First Pay: 2021-04-15; Redemption: 2022-03-08;

Deal Comments

Qxbmsxp Iyeszxzfszr. Rsz Xxpp Qybsskg 1.00

Risk Retention

OVl jmw bhooyjwcyo ryqylwc mhohl qhj owll jmyq 5.0 nwc bwqj. hc jmw qhrrqyo qyoow hc wybm hc jmw jcyqbmwlp VVl cworyqbw hq RVOV hnwq rycbwj wmwrnjrhq

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Jun 2, 2022