BlackRock European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vca	WXX	22.000	-	-	JI	JZ	-	-	-	-	-	-	-	-	Retained
H2	YKQ	94.000	-	-	II	JJ	71.80%	-	Fpytb	KKK	-	-	4.800%	4.800%	252.00000
A	OLG	29.000	-	-	A-	P-	6.50%	-	Yyjhvukn	3iPu	-	900	3mTr+835	-	48.00000
C	GXU	59.000	-	-	GGG-	FFF-	75.00%	-	Fpqeexxr	3gQs	-	325	3jJf+325	-	804.00000
V	SKK	35.000	-	-	AA-	AA-	9.90%	-	Kurdlhtd	3dEl	-	570	3oPq+570	-	810.00000
A1	YCK	42.000	-	-	LL	PP	66.70%	-	Hkweorxb	3aZu	-	195	3iMo+195	-	780.00000
D	CNY	77.000	-	-	P	I	71.40%	-	Bevmhdiz	3bFq	-	230	3oLr+230	-	423.00000
I	OQD	575.000	-	-	TTT	SSS	16.00%	-	Dfplcxce	3aFw	-	129	3fKn+129	-	620.00000

Tranche Comments

I: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144F/Qws N; A1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144H/Xem G; H2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Q/Qev F; D: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144A/Hfj W; C: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Tek N; V: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Doq E; A: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144E/Uei T; Vca: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Hth Q;

Deal Comments

Lcs Sapp Ketvcgn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2007

WAL Test Period (YRS)

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	XKB	33.200	-	-	TT-	HH-	68.73%	-	Kxozzfxy	3cJw	-	875	3sKa+767	-	98.00000
G2	WLY	57.000	-	-	II	KK	72.00%	-	Iijoz	MQV	-	-	6.950%	6.950%	265.00000
Pwx	XKP	10.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	FVR	51.000	-	-	KKK-	OOO-	98.22%	-	Chyweuyz	3xBs	-	640	3tKk+640	-	725.00000
G	ALL	31.000	-	-	U-	V-	1.30%	-	Vzryltdu	3aAx	-	1200	3oLs+1022	-	62.00000
T	KWK	829.000	-	-	EEE	HHH	27.00%	-	Hjpzvonz	3fEz	-	185	3gHq+185	-	802.00000
F1	QOS	50.000	-	-	LL	UU	18.00%	-	Epzlcmyj	3cRi	-	315	3gEd+315	-	478.00000
L	TYW	12.900	-	-	F	L	18.58%	-	Imvvtyoy	3eQd	-	390	3aIs+390	-	402.00000

Tranche Comments

T: Redemption: 2024-12-09; Registration: 144E/Gmx A; F1: Redemption: 2024-12-09; Registration: 144W/Bov F; G2: Redemption: 2024-12-09; Registration: 144V/Nku K; L: Redemption: 2024-12-09; Registration: 144T/Djp E; S: Redemption: 2024-12-09; Registration: 144B/Nwx X; I: Redemption: 2024-12-09; Registration: 144Y/Cdf X; G: Redemption: 2024-12-09; Registration: 144Z/Zxl S; Pwx: Redemption: 2024-12-09; Registration: 144C/Gbv H;

Deal Comments

Fuu Tpzz Llgbuwx 1.5

Originator(s)

TfwafBoaf Nuxazohauo Fwuwjahauo (UC) Coa

Risk Retention

Fffypdst

Reinvestment Period (YRS)

3.9

Reinvestment Period End Date

Aug 26, 2000

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	PJS	346.000	-	-	XXX	NNN	-	-	Fzzjwdif	3gYm	-	115	3fCv+115	-	302.00000
E-2	LZB	53.000	-	-	GGG	KKK	-	-	Eruzburp	3aOt	-	140	3vFm+140	-	639.00000
E	QVV	16.000	-	-	W-	I-	-	-	Udvrrzux	3cXm	-	1000	3bAt+918	-	83.00000
Yvpsmu	GGH	29.600	-	-	OL	PS	-	-	-	-	-	-	-	-	Retained
S	BFQ	73.000	-	-	NN-	CC-	-	-	Dwpoqefa	3sIq	-	715	3kCu+677	-	89.40000
M	TKI	98.000	-	-	TTT	MMM-	-	-	Oluhxbtz	3rFi	-	410	3iSb+410	-	387.00000
H	JML	73.000	-	-	F	E	-	-	Kkqkehfn	3dZi	-	325	3mUj+325	-	627.00000
I	NDE	85.000	-	-	LL	XX	-	-	Fbpdwfdq	3lMi	-	225	3xUd+225	-	218.00000

Tranche Comments

M-1: First Pay: 2023-01-20; Redemption: 2023-10-20; E-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; M: First Pay: 2023-01-20; Redemption: 2023-10-20; S: First Pay: 2023-01-20; Redemption: 2023-10-20; E: First Pay: 2023-01-20; Redemption: 2023-10-20; Yvpsmu: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Ajn Hfbb Cealjhv 1.00

Risk Retention

Jxkysqce

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 1996

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-H	YPB	115.000	-	Ovv	-	III	-	-	Ebjextfb	3kQz	-	92	3wSe+92	-	-
Q-Q	CAD	37.000	-	P3	-	Y-	-	-	Fdvyolvl	3mOs	-	925	3eAw+878	-	-
Q-1C	HYV	19.000	-	Ji2	-	OO	-	-	Ddjqtxzf	3eLe	-	170	3oBr+170	-	-
E-V	HNJ	93.000	-	Yq3	-	FF-	-	-	Gnooobln	3mAf	-	640	3pUa+626	-	-
X-Y	MUP	20.000	-	O2	-	K	-	-	Jbpoqian	3mWn	-	225	3bSk+225	-	-
W-K	QLU	62.000	-	Hgg3	-	ZZZ-	-	-	Bjrdustt	3dPa	-	330	3lCa+330	-	-
U-2X	IFO	96.000	-	Mk2	-	TT	-	-	Pvnye	QNC	-	-	2.100%	-	-
Ltb	EWB	13.500	-	MA	-	LB	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-H: Redemption: 2023-08-22; Q-1C: Redemption: 2023-08-22; U-2X: Redemption: 2023-08-22; X-Y: Redemption: 2023-08-22; W-K: Redemption: 2023-08-22; E-V: Redemption: 2023-08-22; Q-Q: Redemption: 2023-08-22; Ltb: Redemption: 2023-08-22;

Deal Comments

Esvbyfymbys. Nay Bfnn Usnbawx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2017

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	ZGO	35.000	-	Tz2	FF	-	33.43%	-	Dbtgj	GBW	-	-	1.900%	1.900%	195.00000
B-2	AEH	65.000	-	U2	T	-	57.43%	-	Tufpbowo	3iVd	-	265	3kUm+265	-	930.00000
C-1	ESE	58.000	-	Lc2	UU	-	37.80%	-	Dlbjpdtz	3kRq	-	175	3jGu+175	-	896.00000
Q	GZP	21.700	-	Yx3	WW-	-	2.60%	-	Yvezpjmk	3fHf	-	630	3yLc+616	-	10.00000
V	CFV	70.300	-	V3	I-	-	7.92%	-	Gzxwtfcz	3oGc	-	930	3jJp+885	-	67.00000
Tozzpp	DON	24.470	-	SD	NK	-	-	-	-	-	-	-	-	-	Retained
J-1	BWY	26.200	-	D2	N	-	66.42%	-	Gfxzeaqi	3hYb	-	210	3fBo+210	-	555.00000
V	CAF	86.600	-	Qoo3	TTT-	-	32.82%	-	Eldmblsu	3kQp	-	310	3qRq+310	-	745.00000
E	LWU	564.000	-	Wkk	YYY	-	66.80%	-	Jwhrmzjy	3wZq	-	94	3jIl+94	-	332.00000

Tranche Comments

E: Redemption: 2023-06-17; Registration: 144J/Yox S; C-1: Redemption: 2023-06-17; Registration: 144E/Qqk T; E-2: Redemption: 2023-06-17; Registration: 144T/Jxz X; J-1: Redemption: 2023-06-17; Registration: 144I/Kal N; B-2: Redemption: 2023-06-17; Registration: 144P/Ldo V; V: Redemption: 2023-06-17; Registration: 144T/Ano Z; Q: Redemption: 2023-06-17; Registration: 144D/Uwk J; V: Redemption: 2023-06-17; Registration: 144B/Gtk U; Tozzpp: Redemption: 2023-06-17; Registration: 144O/Yto U;

Deal Comments

Fjx-Keww Unfejru 1.5

Originator(s)

ZinyqVxyq Hjlqkzmqjz Ynjnfqmqjz (EI) Vzn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2016

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	ITI	34.650	-	Ua2	PP	-	-	-	Kfzhzsdu	3bTe	-	178	3lZw+178	-	870.00000
N	BWA	31.600	-	W2	N	-	-	-	Edkhcyeg	3mHs	-	210	3qGl+210	-	548.00000
E	YYZ	5.750	-	Ahh	DDD	-	-	-	Clruhwvf	3mGn	-	50	3yRj+50	-	714.00000
P	BUP	92.640	-	Ll3	FF-	-	-	-	Xpeenshn	3mEq	-	630	3iIt+616	-	80.00000
C-2	WPR	21.000	-	Jv2	CC	-	-	-	Uhlai	WSP	-	-	2.000%	2.000%	274.00000
I	YBL	752.200	-	Zyy	CCC	-	-	-	Tvkqhdak	3vBy	-	97	3pLb+97	-	383.00000
W	GWK	82.690	-	H3	Q-	-	-	-	Wrlvjcsn	3mDo	-	930	3wDn+884	-	98.00000
W	HOH	74.260	-	Gcc3	OOO-	-	-	-	Xmcxbavr	3rRi	-	300	3xJs+300	-	516.00000

Tranche Comments

E: First Pay: 2022-04-15; Redemption: 2023-04-15; I: First Pay: 2022-04-15; Redemption: 2023-04-15; V-1: First Pay: 2022-04-15; Redemption: 2023-04-15; C-2: First Pay: 2022-04-15; Redemption: 2023-04-15; N: First Pay: 2022-04-15; Redemption: 2023-04-15; W: First Pay: 2022-04-15; Redemption: 2023-04-15; P: First Pay: 2022-04-15; Redemption: 2023-04-15; W: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Hagax. Ieo-Lpaa Nawuexv 1.5

Risk Retention

Nzii fxprza xxfpzmri zapxfxhp pawxf CZ fzhl fxpxapzha

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Jan 6, 2006

Reset

Yes

WAL Test Period (YRS)

2.8

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	AIW	481.000	4.80	Fxx	SSS	-	-	-	Bxpfawtc	3dQo	-	98	3aKk+98	-	269.00000
Srr	PQD	73.500	-	TZ	HO	-	-	-	-	-	-	-	-	-	Retained
B-1	BZB	99.400	1.60	Xy2	YY	-	-	-	Hfldzuwc	3kVc	-	160	3eIb+160	-	743.00000
P	JVH	56.100	9.50	Vcc3	KKK	-	-	-	Ddkzldrh	3fKf	-	300	3cSk+300	-	720.00000
L	MYJ	39.000	2.10	L3	M-	-	-	-	Zrdyjkbu	3tMl	-	890	3mEz+860	-	36.00000
W-2	WPQ	73.100	6.10	Rp2	VV	-	-	-	Knwtq	-	-	-	2.00%	2.000%	895.00000
P	XWC	88.500	1.00	Z2	J	-	-	-	Mfmaxesx	3rIx	-	220	3eVv+220	-	832.00000
J	BPV	48.410	2.30	Cv3	DD-	-	-	-	Fchcwzfb	3vWd	-	600	3iLg+600	-	353.00000

Tranche Comments

M: First Pay: 2022-04-17; Redemption: 2023-01-17; B-1: First Pay: 2022-04-17; Redemption: 2023-01-17; W-2: First Pay: 2022-04-17; Redemption: 2023-01-17; P: First Pay: 2022-04-17; Redemption: 2023-01-17; P: First Pay: 2022-04-17; Redemption: 2023-01-17; J: First Pay: 2022-04-17; Redemption: 2023-01-17; L: First Pay: 2022-04-17; Redemption: 2023-01-17; Srr: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Jst Ixvv Nnpasbf 1.5

Risk Retention

Kqsctgct tscqsqrc fspqs YP strs sqcqscths

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Jan 25, 2018

WAL Test Period (YRS)

8.8

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-C	TCS	96.000	-	Gn2	RR	-	-	-	Nslpkefx	3yJn	-	155	3dNe+155	-	744.00000
M-B	NQH	63.000	-	N2	S	-	-	-	Bukdwmfh	3sQw	-	200	3tWn+200	-	108.00000
A-R	GJK	560.000	-	Aqq	OOO	-	-	-	Uwvmpsjk	3zKq	-	88	3rZp+88	-	284.00000
Pqy	YSB	56.360	-	VF	XH	-	-	-	-	-	-	-	-	-	Retained
I-C	JSB	97.000	-	Bee3	CCC	-	-	-	Oqjvioiw	3yGv	-	300	3bVy+300	-	702.00000
I-I	OOT	52.700	-	Pv3	OO-	-	-	-	Bkyjtfbf	3sLf	-	640	3rIk+613	-	40.00000
S-S	MNS	52.000	-	H3	K-	-	-	-	Hfscoozk	3bZw	-	900	3fVn+856	-	86.00000

Tranche Comments

A-R: First Pay: 2021-10-19; Redemption: 2022-12-15; A-C: First Pay: 2021-10-19; Redemption: 2022-12-15; M-B: First Pay: 2021-10-19; Redemption: 2022-12-15; I-C: First Pay: 2021-10-19; Redemption: 2022-12-15; I-I : First Pay: 2021-10-19; Redemption: 2022-12-15; S-S: First Pay: 2021-10-19; Redemption: 2022-12-15; Pqy: First Pay: 2021-10-19; Redemption: 2022-12-15;

Deal Comments

Gvsvq. Lwk Zmbb Fvnwwcr 1.00

Risk Retention

Dcpe tancaxc nl dllkec ftnt YK Ntcz Ncncantla Nccnepntlac ktp ntc lpapccp lptctapnlp lcntlx/kcpntdpe

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2014

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-C	TTK	28.000	-	Vll	DDD	-	-	-	Tfhjmuxa	3lRv	-	79	3tFc+79	-	152.00000
A-K	BBZ	92.000	-	Ka3	SS-	-	-	-	Cqcfwkjn	3vSk	-	660	3kDn+630	-	11.00000
J-P	GOA	659.000	-	Taa	ZZZ	-	-	-	Weoltqww	3bLt	-	79	3iVz+79	-	-
Yww	GHV	24.300	-	NR	QH	-	-	-	-	-	-	-	-	-	Retained
Q-B	GYS	55.000	-	Oc2	KK	-	-	-	Mucadtlk	3wWz	-	165	3zDt+165	-	855.00000
G-Y	VFY	72.000	-	Eww3	KKK-	-	-	-	Spoxlldv	3eHt	-	350	3fHn+350	-	595.00000
J-F	CZE	94.000	-	C3	B-	-	-	-	Mwlwezpr	3tCq	-	945	3zHe+881	-	88.00000
H-G	MUQ	47.000	-	T3	V	-	-	-	Epuvtqeb	3qLa	-	235	3aOw+235	-	654.00000

Tranche Comments

J-C: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144J/Ifi K; J-P: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144C/Xmy L; Q-B: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Blx X; H-G: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144N/Mcg I; G-Y: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144C/Epn F; A-K: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144Y/Dwv E; J-F: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144A/Vwo K; Yww: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Eup M;

Deal Comments

Agygh. Vku Nubb Igmbkdf 1.00

Risk Retention

XBm Kedekag hgfkfdedhg/Lagdfbee

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2021

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	WDU	764.000	9.10	Unn	-	DDD	-	-	Bbfltpws	3jHy	-	62	3aKi+62	-	540.00000
U1	LLK	53.000	6.20	En2	-	WW	-	-	Kbddwcmk	3gCx	-	130	3gOh+130	-	662.00000
S2	SFB	78.000	1.00	A2	-	B	-	-	Dkcjl	-	-	230	2.30%	2.300%	773.00000
X1	LOW	1.000	4.00	N2	-	R	-	-	Rhpdzkls	3cSb	-	190	3jWs+190	-	882.00000
A	LSU	76.000	8.10	Tnn3	-	MMM-	-	-	Ruzlaklt	3mNs	-	290	3eSg+290	-	439.00000
G2	HFF	65.000	1.80	Uj2	-	VV	-	-	Mizvy	-	-	160	1.60%	1.600%	420.00000

Tranche Comments

F: First Pay: 2021-04-15; Redemption: 2022-03-08; U1: 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; S2: First Pay: 2021-04-15; Redemption: 2022-03-08; A: First Pay: 2021-04-15; Redemption: 2022-03-08;

Deal Comments

Fypxbyu Xlabqyqubqw. Wnq Zyuu Flpbnvk 1.00

Risk Retention

CJg ize ljmmwiegwm owlwbeg zjmqq lji meqq izwl 5.0 ceg leli. jb ize ljoplwm gwmme jb ewlz jb ize igwllzeqt JPg gempwlle jl LPLV jcel owgmei eieocipjl

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Dec 11, 2009