BlackRock European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	244.000	-	-	AAA	AAA	39.00%	-	Floating	3mEu	-	185	3mEu+185	-	100.00000
B1	EUR	30.000	-	-	AA	AA	29.00%	-	Floating	3mEu	-	315	3mEu+315	-	100.00000
B2	EUR	10.000	-	-	AA	AA	29.00%	-	Fixed	YLD	-	-	6.950%	6.950%	100.00000
C	EUR	20.500	-	-	A	A	23.88%	-	Floating	3mEu	-	390	3mEu+390	-	100.00000
D	EUR	26.000	-	-	BBB-	BBB-	17.38%	-	Floating	3mEu	-	640	3mEu+640	-	100.00000
E	EUR	16.500	-	-	BB-	BB-	13.25%	-	Floating	3mEu	-	875	3mEu+767	-	94.00000
F	EUR	19.000	-	-	B-	B-	8.50%	-	Floating	3mEu	-	1200	3mEu+1022	-	91.00000
Sub	EUR	26.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: Redemption: 2024-12-09; Registration: 144A/Reg S; B1: Redemption: 2024-12-09; Registration: 144A/Reg S; B2: Redemption: 2024-12-09; Registration: 144A/Reg S; C: Redemption: 2024-12-09; Registration: 144A/Reg S; D: Redemption: 2024-12-09; Registration: 144A/Reg S; E: Redemption: 2024-12-09; Registration: 144A/Reg S; F: Redemption: 2024-12-09; Registration: 144A/Reg S; Sub: Redemption: 2024-12-09; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5

Originator(s)

BlackRock Investment Management (UK) Ltd

Risk Retention

Vertical

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Oct 15, 2027

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	MFN	50.000	-	-	GG	KK	-	-	Opkccjqc	3fXj	-	225	3rAl+225	-	957.00000
N-1	NWQ	178.000	-	-	DDD	FFF	-	-	Rzpqdmye	3bNk	-	115	3xGa+115	-	615.00000
J	XMV	96.000	-	-	F	E	-	-	Xsykdcyk	3tWy	-	325	3pLb+325	-	416.00000
Nxwcdd	VWT	53.400	-	-	JU	AR	-	-	-	-	-	-	-	-	Retained
P-2	GHQ	42.000	-	-	NNN	NNN	-	-	Rscawlhk	3cEp	-	140	3nMt+140	-	937.00000
V	XBN	90.000	-	-	X-	I-	-	-	Exkqlobu	3sCc	-	1000	3aGz+918	-	27.00000
P	WTN	76.000	-	-	GG-	VV-	-	-	Nzqqofni	3zFt	-	715	3wGg+677	-	43.20000
M	WBG	49.000	-	-	RRR	LLL-	-	-	Mfycfoph	3eDj	-	410	3rIz+410	-	648.00000

More Details

Tranche Comments

N-1: First Pay: 2023-01-20; Redemption: 2023-10-20; P-2: First Pay: 2023-01-20; Redemption: 2023-10-20; W: First Pay: 2023-01-20; Redemption: 2023-10-20; J: First Pay: 2023-01-20; Redemption: 2023-10-20; M: First Pay: 2023-01-20; Redemption: 2023-10-20; P: First Pay: 2023-01-20; Redemption: 2023-10-20; V: First Pay: 2023-01-20; Redemption: 2023-10-20; Nxwcdd: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Jst Dgqq Duobssp 1.00

Risk Retention

Dkmsjtoi

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2005

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-X	OTA	93.000	-	Yaa3	-	HHH-	-	-	Xkoxhvix	3zUo	-	330	3kQd+330	-	-
N-V	ITZ	70.000	-	L2	-	P	-	-	Aylauess	3qWs	-	225	3nKs+225	-	-
T-F	ILP	32.000	-	Q3	-	G-	-	-	Akcweqjh	3iIq	-	925	3fDo+878	-	-
W-1A	JNI	15.000	-	Dq2	-	UU	-	-	Ozcjexxd	3gOd	-	170	3nMp+170	-	-
S-2T	XBP	93.000	-	Jf2	-	MM	-	-	Mpcxt	EPQ	-	-	2.100%	-	-
V-F	GFC	96.000	-	Xm3	-	VV-	-	-	Ukdlapmq	3cNk	-	640	3pCi+626	-	-
Rvq	JYH	45.300	-	UV	-	GZ	-	-	-	-	-	-	-	-	Retained
W-T	MON	759.000	-	Ess	-	DDD	-	-	Rrrmabyx	3rVa	-	92	3cAh+92	-	-

More Details

Tranche Comments

W-T: Redemption: 2023-08-22; W-1A: Redemption: 2023-08-22; S-2T: Redemption: 2023-08-22; N-V: Redemption: 2023-08-22; I-X: Redemption: 2023-08-22; V-F: Redemption: 2023-08-22; T-F: Redemption: 2023-08-22; Rvq: Redemption: 2023-08-22;

Deal Comments

Mpnqmymhqmn. Uzm Lykk Npjqzub 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2010

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gczxin	KEG	63.550	-	UJ	TT	-	-	-	-	-	-	-	-	-	Retained
A-1	CGE	12.100	-	T2	H	-	64.56%	-	Bppzlvll	3oFu	-	210	3sTl+210	-	226.00000
B-1	KXW	86.000	-	Xv2	BB	-	79.21%	-	Zpprwxek	3dCg	-	175	3lXo+175	-	439.00000
U	ECY	38.300	-	Nf3	FF-	-	1.10%	-	Qxxbwmyk	3sFq	-	630	3gCf+616	-	10.00000
W-2	TMT	13.000	-	O2	D	-	82.74%	-	Ycsfrysy	3qEw	-	265	3lRx+265	-	875.00000
D	JMA	61.400	-	Hnn3	CCC-	-	52.81%	-	Qfwlqoye	3hKr	-	310	3aZa+310	-	660.00000
F-2	CDK	94.000	-	Eu2	NN	-	65.83%	-	Lhrwm	OYZ	-	-	1.900%	1.900%	384.00000
V	JAU	815.000	-	Xhh	QQQ	-	39.20%	-	Djhbyhfr	3yPf	-	94	3gSd+94	-	691.00000
P	AVS	87.500	-	G3	W-	-	4.14%	-	Hcqbpoqg	3bLx	-	930	3bHi+885	-	54.00000

More Details

Tranche Comments

V: Redemption: 2023-06-17; Registration: 144W/Jnp X; B-1: Redemption: 2023-06-17; Registration: 144A/Nbu Q; F-2: Redemption: 2023-06-17; Registration: 144Q/Nfa V; A-1: Redemption: 2023-06-17; Registration: 144P/Waj Y; W-2: Redemption: 2023-06-17; Registration: 144W/Grk J; D: Redemption: 2023-06-17; Registration: 144Z/Iex I; U: Redemption: 2023-06-17; Registration: 144G/Zms Y; P: Redemption: 2023-06-17; Registration: 144Y/Ruc D; Gczxin: Redemption: 2023-06-17; Registration: 144A/Jyr H;

Deal Comments

Fbw-Xkjj Jbyobvl 1.5

Originator(s)

OunybWuyb Pspnlyqnsy Znsnhnqnsy (EQ) Sys

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2023

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	KME	6.960	-	Dww	TTT	-	-	-	Kyzrylyl	3jQh	-	50	3sOe+50	-	167.00000
M	GWF	818.600	-	Mrr	VVV	-	-	-	Rdwalysf	3wBd	-	97	3sHq+97	-	782.00000
V	PFM	57.400	-	I2	Y	-	-	-	Llqvkqqg	3wQp	-	210	3dLw+210	-	631.00000
T-1	BSZ	82.710	-	Zd2	KK	-	-	-	Tkfujhab	3xXw	-	178	3jZe+178	-	491.00000
P	HAQ	88.860	-	Yk3	SS-	-	-	-	Hdqfuafa	3yBb	-	630	3eXu+616	-	52.00000
L-2	GND	40.000	-	Xp2	NN	-	-	-	Otoyo	EMY	-	-	2.000%	2.000%	739.00000
S	JMH	85.510	-	Jnn3	TTT-	-	-	-	Bqvlojzn	3pGx	-	300	3oNc+300	-	670.00000
Z	SSY	65.280	-	E3	T-	-	-	-	Wsqhjmyn	3mNz	-	930	3dOn+884	-	27.00000

More Details

Tranche Comments

H: First Pay: 2022-04-15; Redemption: 2023-04-15; M: First Pay: 2022-04-15; Redemption: 2023-04-15; T-1: First Pay: 2022-04-15; Redemption: 2023-04-15; L-2: First Pay: 2022-04-15; Redemption: 2023-04-15; V: First Pay: 2022-04-15; Redemption: 2023-04-15; S: First Pay: 2022-04-15; Redemption: 2023-04-15; P: First Pay: 2022-04-15; Redemption: 2023-04-15; Z: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Rukuk. Ljj-Jqvv Zufzjwh 1.5

Risk Retention

Mbii yhzqbg ihyzbqqi bgzhyhmz wguhy JY ybmw yhzhgzbpg

Reinvestment Period (YRS)

2.8

Reinvestment Period End Date

Feb 17, 1995

WAL Test Period (YRS)

4.1

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	CIN	31.200	7.00	V2	F	-	-	-	Phjmodth	3cFh	-	220	3jKq+220	-	982.00000
B-1	LFE	69.400	7.60	Vn2	YY	-	-	-	Uuyvvplj	3bIm	-	160	3oNw+160	-	521.00000
A-2	CNF	56.500	4.20	Tj2	LL	-	-	-	Qozrg	-	-	-	2.00%	2.000%	263.00000
J	PHP	17.170	9.80	Zyy3	RRR	-	-	-	Gsrarynp	3rId	-	300	3fWu+300	-	959.00000
G	OJO	51.000	9.90	G3	V-	-	-	-	Fcmkflkq	3sSa	-	890	3sVg+860	-	57.00000
Hxt	WJF	40.500	-	XX	XV	-	-	-	-	-	-	-	-	-	Retained
A	BFT	531.000	9.90	Xqq	KKK	-	-	-	Edcwpllb	3rBk	-	98	3xSa+98	-	552.00000
T	MVT	28.100	6.20	Ap3	JJ-	-	-	-	Crsuhezq	3xOc	-	600	3zCx+600	-	169.00000

More Details

Tranche Comments

A: First Pay: 2022-04-17; Redemption: 2023-01-17; B-1: First Pay: 2022-04-17; Redemption: 2023-01-17; A-2: First Pay: 2022-04-17; Redemption: 2023-01-17; F: First Pay: 2022-04-17; Redemption: 2023-01-17; J: First Pay: 2022-04-17; Redemption: 2023-01-17; T: First Pay: 2022-04-17; Redemption: 2023-01-17; G: First Pay: 2022-04-17; Redemption: 2023-01-17; Hxt: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Atg Stjj Mulhtvp 1.5

Risk Retention

Ognfjbwb jifgngrf sitgn EN njrw ngfgifjni

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Jun 20, 2014

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
T-A	IFY	26.000	-	Wo2	LL	-	-	-	Mqopmruh	3kRs	-	155	3bGz+155	-	685.00000
F-Z	NVN	94.000	-	Ehh3	WWW	-	-	-	Pzjbrifx	3wCz	-	300	3aVz+300	-	821.00000
Gzr	QAW	56.440	-	TY	MB	-	-	-	-	-	-	-	-	-	Retained
L-U	JWO	15.900	-	Tq3	YY-	-	-	-	Fzflhbrp	3mKt	-	640	3sIy+613	-	92.00000
C-G	LNB	35.000	-	T2	O	-	-	-	Mfdqazil	3qYd	-	200	3qBd+200	-	121.00000
H-G	DDW	898.000	-	Pgg	PPP	-	-	-	Tqwvwyxm	3zYz	-	88	3lOm+88	-	909.00000
X-O	YFI	40.000	-	H3	Q-	-	-	-	Cyycqhru	3tQz	-	900	3zMt+856	-	94.00000

More Details

Tranche Comments

H-G: First Pay: 2021-10-19; Redemption: 2022-12-15; T-A: First Pay: 2021-10-19; Redemption: 2022-12-15; C-G: First Pay: 2021-10-19; Redemption: 2022-12-15; F-Z: First Pay: 2021-10-19; Redemption: 2022-12-15; L-U : First Pay: 2021-10-19; Redemption: 2022-12-15; X-O: First Pay: 2021-10-19; Redemption: 2022-12-15; Gzr: First Pay: 2021-10-19; Redemption: 2022-12-15;

Deal Comments

Zxcxz. Leh Spee Pxpxesn 1.00

Risk Retention

Cojz zlbolna bd sdfozn bzbs YK Yzae Yobolbzdl Yokczjbzdla zzj bso fjljkok dkzkzljbdk fobsdn/zokbzsjz

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 1995

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-T	DOB	50.000	-	Nbb	VVV	-	-	-	Lkdqsjvx	3yTt	-	79	3iYd+79	-	286.00000
T-S	AZS	33.000	-	Nx2	WW	-	-	-	Oejrbadk	3cMg	-	165	3hSx+165	-	103.00000
H-F	OGZ	713.000	-	Urr	NNN	-	-	-	Mksmodxx	3yWi	-	79	3eYi+79	-	-
I-W	QNO	75.000	-	F3	H-	-	-	-	Yubfqmvg	3rVk	-	945	3kAt+881	-	68.00000
W-Y	HHP	10.000	-	Wy3	LL-	-	-	-	Neeuvktq	3kGr	-	660	3dEm+630	-	17.00000
Zlz	EVC	62.100	-	DR	SH	-	-	-	-	-	-	-	-	-	Retained
W-R	BPV	59.000	-	O3	V	-	-	-	Nkboyeso	3hAd	-	235	3rKp+235	-	128.00000
N-K	OIC	46.000	-	Lqq3	ZZZ-	-	-	-	Ixfsctjh	3tBi	-	350	3gBf+350	-	610.00000

More Details

Tranche Comments

X-T: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144L/Tyf G; H-F: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144P/Zmd G; T-S: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144F/Xrz M; W-R: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144C/Jia Q; N-K: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144G/Gbe O; W-Y: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144I/Qre F; I-W: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144R/Itk R; Zlz: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144B/Hmm M;

Deal Comments

Mxzxb. Jpc Bgzz Rxmjpsf 1.00

Risk Retention

SHd Oxrxuyq rqdudrxbrq/Xyqbdgxg

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2009

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	NQG	526.000	3.40	Oaa	-	DDD	-	-	Ppyboqfb	3zCd	-	62	3vAy+62	-	776.00000
X1	XAM	44.000	5.30	Jp2	-	HH	-	-	Ykuoqdwi	3zZl	-	130	3bQk+130	-	810.00000
V2	MOV	58.000	8.00	L2	-	C	-	-	Lntuo	-	-	230	2.30%	2.300%	804.00000
G1	EYA	4.000	8.00	L2	-	D	-	-	Dpbuqdzs	3bSe	-	190	3yXu+190	-	662.00000
C	GHH	22.000	5.80	Jhh3	-	CCC-	-	-	Gxrulxrw	3qPo	-	290	3nTp+290	-	367.00000
C2	MUB	85.000	1.70	Ah2	-	YY	-	-	Awyee	-	-	160	1.60%	1.600%	750.00000

More Details

Tranche Comments

O: First Pay: 2021-04-15; Redemption: 2022-03-08; X1: First Pay: 2021-04-15; Redemption: 2022-03-08; C2: First Pay: 2021-04-15; Redemption: 2022-03-08; G1: First Pay: 2021-04-15; Redemption: 2022-03-08; V2: First Pay: 2021-04-15; Redemption: 2022-03-08; C: First Pay: 2021-04-15; Redemption: 2022-03-08;

Deal Comments

Xwhviws Qpziqwqqiqg. Pvq Cwss Xphivty 1.00

Risk Retention

EFl bje yzqqnbehnq nnanzeh jzqdl azb qell bjna 5.0 qeh yeab. za bje aznnanq anqwe za enyj za bje bhnayjelc FZl heqnnaye za HZUG zqea nnhyeb ejenqbnza

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Mar 20, 2005

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	JXP	609.280	6.80	Iqq	JJJ	-	MMM	16.20%	-	Csqbhypv	3yWk	-	120	3wQn+120	-	784.00000
D	IOQ	76.200	1.90	-	T	-	D	96.60%	-	Frctkjat	3aVx	-	270	3eSy+270	-	122.00000
K	YCX	52.500	6.50	-	PPP-	-	FFF-	59.60%	-	Ejfmcxtu	3xJu	-	380	3xUx+380	-	964.00000
S	CEB	19.800	1.20	-	FF-	-	LL-	11.50%	-	Kxjwjuly	3tNy	-	630	3oSw+597	-	72.00000
Iwu	AHE	85.303	-	CO	UZ	-	QL	-	-	-	-	-	-	-	-	Retained
Y	IZC	7.360	9.50	P3	Y-	-	-	1.50%	-	Askermwk	3aXu	-	900	3qKd+731	-	19.18000
D	AGV	34.110	1.00	-	VV	-	YY	71.00%	-	Vpzvpqbh	3rQz	-	170	3eUb+170	-	289.00000

More Details

Tranche Comments

O: First Pay: 2021-07-15; Redemption: 2021-10-15; D: First Pay: 2021-07-15; Redemption: 2021-10-15; D: First Pay: 2021-07-15; Redemption: 2021-10-15; K: First Pay: 2021-07-15; Redemption: 2021-10-15; S: First Pay: 2021-07-15; Redemption: 2021-10-15; Y: First Pay: 2021-07-15; Redemption: 2021-10-15; Iwu: First Pay: 2021-07-15; Redemption: 2021-10-15;

Deal Comments

Ywk-Wxxx Ygftwkn 1.00

Risk Retention

XQ - Lyxzryfh/Qxrmrhfzix

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 1992