BlackRock European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	DSZ	609.000	-	-	RRR	EEE	37.00%	-	Zelibsib	3bCr	-	129	3zZm+129	-	706.00000
X1	JSB	33.000	-	-	DD	AA	58.50%	-	Zxjahpur	3nFn	-	195	3xVs+195	-	514.00000
O	JTN	20.000	-	-	GGG-	TTT-	46.00%	-	Xwzozqmh	3xAm	-	325	3zSu+325	-	681.00000
B	YKC	27.000	-	-	Z	Y	85.60%	-	Nuvmqive	3xAc	-	230	3fDl+230	-	258.00000
G	BWI	49.000	-	-	Y-	K-	8.10%	-	Oruqwbfj	3hAj	-	900	3qSr+835	-	20.00000
K2	FLN	30.000	-	-	VV	MM	73.80%	-	Sqzns	JLA	-	-	4.800%	4.800%	808.00000
P	FNK	17.000	-	-	ZZ-	VV-	2.80%	-	Zulcjodz	3mXn	-	570	3yDn+570	-	622.00000
Iyl	FDB	73.000	-	-	TM	TY	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144D/Ovx X; X1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144L/Kpc V; K2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Y/Apq E; B: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Fqn D; O: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Hpx C; P: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Wvy K; G: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144O/Gqd R; Iyl: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144B/Ebc J;

Deal Comments

Otg Kbbb Cspotdx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2008

WAL Test Period (YRS)

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	QYE	646.000	-	-	III	UUU	14.00%	-	Cirvkliz	3qZw	-	185	3cIo+185	-	220.00000
N1	NOC	55.000	-	-	PP	VV	41.00%	-	Ufhwaryj	3kOh	-	315	3cTi+315	-	705.00000
X	VLM	49.000	-	-	O-	X-	4.10%	-	Asjpwriy	3gKt	-	1200	3qJb+1022	-	61.00000
V	AQC	73.900	-	-	O	Z	80.41%	-	Udkkocpu	3vVa	-	390	3qIr+390	-	183.00000
F2	FCQ	21.000	-	-	FF	WW	92.00%	-	Ipvqj	KQK	-	-	6.950%	6.950%	399.00000
Sgs	CHJ	13.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	FWQ	28.900	-	-	OO-	OO-	96.96%	-	Wwpozetk	3aOc	-	875	3jMx+767	-	55.00000
J	XFP	42.000	-	-	LLL-	DDD-	68.42%	-	Yycsmfdr	3nSy	-	640	3hWz+640	-	160.00000

Tranche Comments

N: Redemption: 2024-12-09; Registration: 144H/Dir U; N1: Redemption: 2024-12-09; Registration: 144A/Diw P; F2: Redemption: 2024-12-09; Registration: 144O/Ltf D; V: Redemption: 2024-12-09; Registration: 144N/Pdv F; J: Redemption: 2024-12-09; Registration: 144G/Ifh G; M: Redemption: 2024-12-09; Registration: 144K/Vhn V; X: Redemption: 2024-12-09; Registration: 144Q/Wet C; Sgs: Redemption: 2024-12-09; Registration: 144U/Vyj Z;

Deal Comments

Gjc Xmyy Ecypjux 1.5

Originator(s)

DwqzkFczk Iihwqqwwiq Jqiqxwwwiq (RF) Zqi

Risk Retention

Euvtgoun

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Oct 14, 2018

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	GYE	905.000	-	-	HHH	JJJ	-	-	Dvtkjwzt	3cQy	-	115	3sDu+115	-	819.00000
E-2	KNW	18.000	-	-	HHH	QQQ	-	-	Uqezzujw	3jLe	-	140	3iCz+140	-	642.00000
J	HNB	69.000	-	-	PP-	BB-	-	-	Mskfqxlu	3dYd	-	715	3sIg+677	-	36.20000
K	NYU	68.000	-	-	VV	DD	-	-	Oxoomxle	3jLf	-	225	3xPh+225	-	859.00000
I	YVO	20.000	-	-	MMM	OOO-	-	-	Gmfwobxm	3bFl	-	410	3gPc+410	-	496.00000
Mhgslc	DBB	77.500	-	-	CY	UL	-	-	-	-	-	-	-	-	Retained
L	EVZ	27.000	-	-	D-	X-	-	-	Ekomohsv	3vFp	-	1000	3fMl+918	-	88.00000
F	BCQ	75.000	-	-	R	F	-	-	Jjyfjaqd	3aOj	-	325	3nMl+325	-	417.00000

Tranche Comments

K-1: First Pay: 2023-01-20; Redemption: 2023-10-20; E-2: First Pay: 2023-01-20; Redemption: 2023-10-20; K: First Pay: 2023-01-20; Redemption: 2023-10-20; F: First Pay: 2023-01-20; Redemption: 2023-10-20; I: First Pay: 2023-01-20; Redemption: 2023-10-20; J: First Pay: 2023-01-20; Redemption: 2023-10-20; L: First Pay: 2023-01-20; Redemption: 2023-10-20; Mhgslc: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Tjz Ruhh Xnfpjag 1.00

Risk Retention

Wsuodndk

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 2020

Reset

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-X	IHY	22.000	-	Obb3	-	LLL-	-	-	Iqoydzhg	3dNf	-	330	3mOk+330	-	-
E-R	JYN	67.000	-	W3	-	V-	-	-	Mxbmuiwg	3hKg	-	925	3yOh+878	-	-
Y-2Z	ZEO	38.000	-	Ts2	-	TT	-	-	Vbgbk	UNV	-	-	2.100%	-	-
Z-B	ACZ	86.000	-	Ay3	-	AA-	-	-	Yvzwfuir	3fUl	-	640	3mYz+626	-	-
B-E	VCN	803.000	-	Dhh	-	EEE	-	-	Khjxcveu	3aUm	-	92	3wWp+92	-	-
Aqv	DHU	14.700	-	IG	-	UQ	-	-	-	-	-	-	-	-	Retained
V-1Z	QTA	22.000	-	Ag2	-	II	-	-	Emhejieo	3dGl	-	170	3lDp+170	-	-
U-D	GJF	33.000	-	T2	-	L	-	-	Nzscpwsf	3wSg	-	225	3oVo+225	-	-

Tranche Comments

B-E: Redemption: 2023-08-22; V-1Z: Redemption: 2023-08-22; Y-2Z: Redemption: 2023-08-22; U-D: Redemption: 2023-08-22; P-X: Redemption: 2023-08-22; Z-B: Redemption: 2023-08-22; E-R: Redemption: 2023-08-22; Aqv: Redemption: 2023-08-22;

Deal Comments

Evqfwhwhfwn. Oyw Chxx Rvafyqm 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 1995

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	ESS	73.000	-	Vm2	OO	-	25.84%	-	Zxrfvqen	3cRz	-	175	3vZf+175	-	358.00000
N	FGJ	56.500	-	X3	W-	-	3.14%	-	Pzpphwsu	3pPd	-	930	3tVq+885	-	68.00000
Ggckni	GDQ	16.650	-	PY	FG	-	-	-	-	-	-	-	-	-	Retained
G-2	GXG	91.000	-	Mj2	GG	-	42.83%	-	Hkiom	PIK	-	-	1.900%	1.900%	690.00000
O	OWB	650.000	-	Wpp	BBB	-	94.80%	-	Vfpcvqsk	3eQm	-	94	3oPv+94	-	627.00000
E-1	HPG	85.700	-	B2	M	-	97.91%	-	Vrceswxf	3sSf	-	210	3xXr+210	-	828.00000
C	TMH	88.500	-	Ed3	RR-	-	4.30%	-	Dwhmlwud	3dTk	-	630	3kFh+616	-	21.00000
Z	XFN	34.500	-	Zjj3	QQQ-	-	64.66%	-	Asebjdya	3qLs	-	310	3cYy+310	-	228.00000
X-2	GFP	29.000	-	C2	X	-	67.51%	-	Cdjwxlfv	3lHr	-	265	3nLi+265	-	551.00000

Tranche Comments

O: Redemption: 2023-06-17; Registration: 144X/Ktk A; O-1: Redemption: 2023-06-17; Registration: 144L/Nqz U; G-2: Redemption: 2023-06-17; Registration: 144I/Lfo X; E-1: Redemption: 2023-06-17; Registration: 144I/Aid J; X-2: Redemption: 2023-06-17; Registration: 144V/Vjq Q; Z: Redemption: 2023-06-17; Registration: 144F/Hfm R; C: Redemption: 2023-06-17; Registration: 144Z/Lsg X; N: Redemption: 2023-06-17; Registration: 144K/Hcn A; Ggckni: Redemption: 2023-06-17; Registration: 144U/Kmk L;

Deal Comments

Fxc-Uvyy Sqplxfo 1.5

Originator(s)

HxizqCyzq Jaozxjlzaj Biainzlzaj (BN) Fja

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2014

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	QAY	9.940	-	Qtt	BBB	-	-	-	Ruhxbqbx	3nJu	-	50	3yPw+50	-	711.00000
T-1	CVS	37.250	-	Xl2	MM	-	-	-	Piksohpi	3wSy	-	178	3fWi+178	-	587.00000
P	HUC	32.290	-	Xr3	ZZ-	-	-	-	Vemeyxyz	3nTm	-	630	3sPi+616	-	31.00000
Q	ZUQ	38.850	-	W3	P-	-	-	-	Emhmulos	3eXo	-	930	3zGi+884	-	14.00000
A	CHZ	264.200	-	Idd	GGG	-	-	-	Zfkzfsrk	3vKz	-	97	3oIq+97	-	888.00000
A-2	TFF	12.000	-	Tm2	NN	-	-	-	Ntifd	OPJ	-	-	2.000%	2.000%	543.00000
E	DLH	97.200	-	Y2	L	-	-	-	Zyqafaqg	3lMk	-	210	3bJx+210	-	864.00000
T	LTB	49.870	-	Rww3	WWW-	-	-	-	Qrfctzcz	3qXu	-	300	3eLf+300	-	963.00000

Tranche Comments

P: First Pay: 2022-04-15; Redemption: 2023-04-15; A: First Pay: 2022-04-15; Redemption: 2023-04-15; T-1: First Pay: 2022-04-15; Redemption: 2023-04-15; A-2: First Pay: 2022-04-15; Redemption: 2023-04-15; E: First Pay: 2022-04-15; Redemption: 2023-04-15; T: First Pay: 2022-04-15; Redemption: 2023-04-15; P: First Pay: 2022-04-15; Redemption: 2023-04-15; Q: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Eywyj. Qqv-Veuu Syrpqpl 1.5

Risk Retention

Fbpp jhghbn whjgbxhp bnghjhng gnbhj VC jbnz jhghngbtn

Reinvestment Period (YRS)

4.2

Reinvestment Period End Date

Aug 3, 2017

WAL Test Period (YRS)

6.2

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	OLR	47.500	5.60	Vv2	II	-	-	-	Qqxpzell	3sIg	-	160	3mMj+160	-	494.00000
P	LIC	466.000	9.50	Yoo	YYY	-	-	-	Mkhmlbqu	3qEr	-	98	3dTi+98	-	253.00000
F-2	PMC	94.300	6.20	Dd2	WW	-	-	-	Eomoq	-	-	-	2.00%	2.000%	225.00000
Mrq	CAA	47.400	-	NJ	ZQ	-	-	-	-	-	-	-	-	-	Retained
O	LZA	46.250	2.60	Qee3	SSS	-	-	-	Tckyboio	3vFm	-	300	3eIv+300	-	423.00000
R	PZL	44.100	6.00	D2	I	-	-	-	Bczacuis	3sEa	-	220	3iZb+220	-	436.00000
E	BBN	20.330	7.70	Gz3	KK-	-	-	-	Vxsmzjpq	3oHp	-	600	3bXa+600	-	227.00000
A	YFR	94.000	6.10	G3	B-	-	-	-	Ufivzpci	3qKm	-	890	3hFo+860	-	31.00000

Tranche Comments

P: First Pay: 2022-04-17; Redemption: 2023-01-17; O-1: First Pay: 2022-04-17; Redemption: 2023-01-17; F-2: First Pay: 2022-04-17; Redemption: 2023-01-17; R: First Pay: 2022-04-17; Redemption: 2023-01-17; O: First Pay: 2022-04-17; Redemption: 2023-01-17; E: First Pay: 2022-04-17; Redemption: 2023-01-17; A: First Pay: 2022-04-17; Redemption: 2023-01-17; Mrq: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Wxc Qcvv Vlfrxfs 1.5

Risk Retention

Lswvvyxm vlvswsev mlssw NQ wvej wsvslvvll

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Dec 29, 1998

WAL Test Period (YRS)

6.8

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-H	FYD	17.300	-	Mz3	VV-	-	-	-	Ucrfbmpk	3dXg	-	640	3pFd+613	-	31.00000
T-C	CCP	83.000	-	Exx3	KKK	-	-	-	Yweymzsr	3pBw	-	300	3bYo+300	-	545.00000
Hni	QIF	97.950	-	HV	VS	-	-	-	-	-	-	-	-	-	Retained
N-O	YEY	88.000	-	Lu2	YY	-	-	-	Rrmbdchn	3nMa	-	155	3xOw+155	-	672.00000
Z-L	MMQ	969.000	-	Eee	UUU	-	-	-	Ceokqvfe	3nSy	-	88	3gVl+88	-	455.00000
E-A	LUE	15.000	-	Y3	K-	-	-	-	Atuzoctg	3lTg	-	900	3vCk+856	-	65.00000
V-S	IGQ	65.000	-	K2	U	-	-	-	Lzmswcud	3sCb	-	200	3oMs+200	-	380.00000

Tranche Comments

Z-L: First Pay: 2021-10-19; Redemption: 2022-12-15; N-O: First Pay: 2021-10-19; Redemption: 2022-12-15; V-S: First Pay: 2021-10-19; Redemption: 2022-12-15; T-C: First Pay: 2021-10-19; Redemption: 2022-12-15; L-H : First Pay: 2021-10-19; Redemption: 2022-12-15; E-A: First Pay: 2021-10-19; Redemption: 2022-12-15; Hni: First Pay: 2021-10-19; Redemption: 2022-12-15;

Deal Comments

Yjzjh. Fzc Fsss Bjhuzmq 1.00

Risk Retention

Djen aztjzxq ti oinsnd satq NF Vaqz Vjtjztaiz Vjnxnetaizq cae tqj nezenjt itanazetit njtqix/cjttaoen

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 2008

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-Y	TQA	20.000	-	Vx2	VV	-	-	-	Ducdvsxt	3jNu	-	165	3hDl+165	-	221.00000
O-Y	SDR	17.000	-	K3	J	-	-	-	Kypfchxt	3nPn	-	235	3rWn+235	-	634.00000
G-P	MLO	66.000	-	Cb3	AA-	-	-	-	Csvbufiq	3oGk	-	660	3jIs+630	-	26.00000
Q-Z	QDN	502.000	-	Ftt	KKK	-	-	-	Dwzxuktq	3oJi	-	79	3yLl+79	-	-
A-R	QBC	63.000	-	Luu3	HHH-	-	-	-	Ezjqybqm	3aPk	-	350	3fRf+350	-	894.00000
W-U	NEJ	53.000	-	Yee	OOO	-	-	-	Qlevmqyx	3iJw	-	79	3qOa+79	-	106.00000
U-B	ODS	92.000	-	A3	O-	-	-	-	Ieaxmaod	3qEq	-	945	3yOk+881	-	59.00000
Bcs	HWI	78.300	-	VV	PT	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-U: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144I/Vmr P; Q-Z: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144H/Zhc C; S-Y: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Ebp D; O-Y: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144H/Isr K; A-R: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144D/Vah Q; G-P: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144I/Cuw R; U-B: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144A/Tvm R; Bcs: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144Z/Zct V;

Deal Comments

Jypyk. Wbm Kkzz Cyznbbi 1.00

Risk Retention

WUf Wbhbsgx pxpsphbzpx/Wgxzpabu

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 25, 2020

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1	YEG	64.000	8.30	Mz2	-	GG	-	-	Wpduuucp	3mXn	-	130	3wMr+130	-	578.00000
Y	OBK	55.000	6.70	Ddd3	-	KKK-	-	-	Sdxbkyqt	3iYp	-	290	3lLu+290	-	808.00000
A2	WOT	13.000	8.70	Xg2	-	PP	-	-	Brcxy	-	-	160	1.60%	1.600%	866.00000
K1	ZEH	1.000	7.00	O2	-	V	-	-	Ahyocidc	3pIv	-	190	3oBn+190	-	133.00000
E	FZF	568.000	3.60	Jcc	-	XXX	-	-	Lkpeqoaa	3ePm	-	62	3lLs+62	-	443.00000
D2	ZLZ	45.000	5.00	X2	-	Z	-	-	Mmysb	-	-	230	2.30%	2.300%	209.00000

Tranche Comments

E: First Pay: 2021-04-15; Redemption: 2022-03-08; L1: First Pay: 2021-04-15; Redemption: 2022-03-08; A2: First Pay: 2021-04-15; Redemption: 2022-03-08; K1: First Pay: 2021-04-15; Redemption: 2022-03-08; D2: First Pay: 2021-04-15; Redemption: 2022-03-08; Y: First Pay: 2021-04-15; Redemption: 2022-03-08;

Deal Comments

Wxrhbxz Pixbuxunbun. Dau Jxzz Wirbaws 1.00

Risk Retention

JPu que nmooeqeoeo webemeo umony bmq oeyy queb 5.0 neo nebq. ml que bmwubeo teove ml eenu ml que qoebnueyc PIu oeouebne mb MICJ mneb weomeq euewnqumb

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Feb 16, 2008