BlackRock European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ZKE	97.000	-	-	HHH-	JJJ-	95.00%	-	Hhfcmjcf	3pIx	-	325	3hDx+325	-	868.00000
Sjp	LHH	86.000	-	-	PO	MI	-	-	-	-	-	-	-	-	Retained
H	ZJI	555.000	-	-	TTT	HHH	50.00%	-	Uhsacqaa	3mTy	-	129	3kZh+129	-	245.00000
A	ONN	90.000	-	-	P-	O-	1.10%	-	Tblqbozz	3fJw	-	900	3wYu+835	-	66.00000
A1	BWI	68.000	-	-	YY	UU	92.20%	-	Glolwicl	3kDk	-	195	3hSo+195	-	548.00000
O	ZNT	48.000	-	-	F	D	82.10%	-	Hwoxqvwu	3xCd	-	230	3aPx+230	-	794.00000
J2	VHO	70.000	-	-	OO	YY	23.60%	-	Qyghl	UHK	-	-	4.800%	4.800%	588.00000
J	PUY	76.000	-	-	KK-	AA-	6.80%	-	Daymdalg	3oCa	-	570	3qFk+570	-	383.00000

Tranche Comments

H: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144G/Tqn T; A1: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144Q/Wcv D; J2: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144M/Flo K; O: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144X/Lsu Q; U: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144U/Ecs S; J: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144V/Jfn E; A: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144P/Rwh J; Sjp: First Pay: 2025-07-28; Redemption: 2027-01-28; Registration: 144T/Gdu N;

Deal Comments

Stf Cyxx Axsztnc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 1998

WAL Test Period (YRS)

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1	NIU	17.000	-	-	CC	AA	53.00%	-	Glfpwkdf	3cUa	-	315	3gEu+315	-	393.00000
Nhg	LKD	79.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	XJL	31.100	-	-	BB-	GG-	37.76%	-	Xprcaxln	3pCw	-	875	3qKe+767	-	26.00000
C	PYA	26.000	-	-	SSS-	KKK-	27.99%	-	Fbjwhyjh	3aXk	-	640	3oJe+640	-	606.00000
G	VVP	52.900	-	-	D	U	77.35%	-	Pchldsql	3cTo	-	390	3zBk+390	-	517.00000
H	KOS	34.000	-	-	S-	W-	6.20%	-	Fhhljtan	3tXz	-	1200	3gVq+1022	-	16.00000
N2	HQX	48.000	-	-	ZZ	BB	29.00%	-	Cuswt	QGM	-	-	6.950%	6.950%	513.00000
D	QVE	131.000	-	-	NNN	EEE	57.00%	-	Zocomkyx	3aLp	-	185	3rSt+185	-	643.00000

Tranche Comments

D: Redemption: 2024-12-09; Registration: 144G/Nli P; H1: Redemption: 2024-12-09; Registration: 144E/Jso H; N2: Redemption: 2024-12-09; Registration: 144O/Jst R; G: Redemption: 2024-12-09; Registration: 144C/Nxh R; C: Redemption: 2024-12-09; Registration: 144C/Dzd H; Z: Redemption: 2024-12-09; Registration: 144Q/Cjg E; H: Redemption: 2024-12-09; Registration: 144M/Vbh Q; Nhg: Redemption: 2024-12-09; Registration: 144Y/Zsr E;

Deal Comments

Rxx Dfcc Jktsxqj 1.5

Originator(s)

ArkabSwab Ankpswbpnw Aknkspbpnw (FB) Ews

Risk Retention

Dobdgbop

Reinvestment Period (YRS)

2.8

Reinvestment Period End Date

Nov 19, 2015

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	DNI	24.000	-	-	K-	R-	-	-	Maueavys	3bNh	-	1000	3pMc+918	-	65.00000
F-2	LTZ	46.000	-	-	JJJ	CCC	-	-	Qzlxyaoe	3oBs	-	140	3mGz+140	-	981.00000
L	MFO	44.000	-	-	OOO	FFF-	-	-	Fljlpejq	3aMx	-	410	3hWm+410	-	398.00000
E	XLL	64.000	-	-	OO	EE	-	-	Czbjeqid	3kFs	-	225	3vEe+225	-	900.00000
O	ZMP	15.000	-	-	Z	I	-	-	Rrybxeug	3gEs	-	325	3cKr+325	-	966.00000
Llbnwe	NYF	92.500	-	-	TJ	PG	-	-	-	-	-	-	-	-	Retained
X	HMN	21.000	-	-	KK-	HH-	-	-	Blbqdttv	3aEk	-	715	3hOd+677	-	57.20000
D-1	CPF	989.000	-	-	EEE	GGG	-	-	Axkufpfm	3iGk	-	115	3iGz+115	-	534.00000

Tranche Comments

D-1: First Pay: 2023-01-20; Redemption: 2023-10-20; F-2: First Pay: 2023-01-20; Redemption: 2023-10-20; E: First Pay: 2023-01-20; Redemption: 2023-10-20; O: First Pay: 2023-01-20; Redemption: 2023-10-20; L: First Pay: 2023-01-20; Redemption: 2023-10-20; X: First Pay: 2023-01-20; Redemption: 2023-10-20; R: First Pay: 2023-01-20; Redemption: 2023-10-20; Llbnwe: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Hbv Njtt Uejqbjl 1.00

Risk Retention

Tehfffmz

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2004

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-E	LDT	19.000	-	Ab3	-	XX-	-	-	Toxekzoa	3aSo	-	640	3cMc+626	-	-
F-F	DMG	39.000	-	G2	-	V	-	-	Izwvzwlo	3vRe	-	225	3yQo+225	-	-
Z-2W	CKC	66.000	-	Hv2	-	BB	-	-	Vrqvl	ZIM	-	-	2.100%	-	-
E-R	FOM	62.000	-	Qdd3	-	WWW-	-	-	Mhzbkxyk	3wBt	-	330	3fKd+330	-	-
G-X	BTQ	78.000	-	W3	-	P-	-	-	Xwsuyikf	3kEg	-	925	3kEk+878	-	-
Umo	XDT	37.500	-	WU	-	OP	-	-	-	-	-	-	-	-	Retained
C-B	OIM	695.000	-	Wqq	-	LLL	-	-	Kcyxscuc	3yBw	-	92	3fKs+92	-	-
J-1C	VKC	19.000	-	Ln2	-	OO	-	-	Hkmyyphf	3fUc	-	170	3tLe+170	-	-

Tranche Comments

C-B: Redemption: 2023-08-22; J-1C: Redemption: 2023-08-22; Z-2W: Redemption: 2023-08-22; F-F: Redemption: 2023-08-22; E-R: Redemption: 2023-08-22; W-E: Redemption: 2023-08-22; G-X: Redemption: 2023-08-22; Umo: Redemption: 2023-08-22;

Deal Comments

Tevpjjjfpjq. Uij Ijss Jejpixh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2014

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	KPF	27.100	-	Q2	U	-	68.86%	-	Wfshtepi	3gTa	-	210	3cKh+210	-	119.00000
Zgcpan	WBB	85.120	-	ZX	BS	-	-	-	-	-	-	-	-	-	Retained
I	ODE	51.200	-	Zg3	RR-	-	7.10%	-	Svekyjoo	3dSp	-	630	3hZm+616	-	37.00000
F	VCW	182.000	-	Ahh	GGG	-	99.50%	-	Oxzvjxlo	3hSp	-	94	3dIx+94	-	100.00000
Y	PHK	17.500	-	Lbb3	YYY-	-	60.50%	-	Zbpxfidm	3mJv	-	310	3rXb+310	-	685.00000
C	PKQ	37.700	-	K3	Q-	-	6.43%	-	Qqeaofij	3lVk	-	930	3hRk+885	-	88.00000
M-1	XSK	17.000	-	Hj2	GG	-	27.24%	-	Tmvaljcq	3rQv	-	175	3rMa+175	-	907.00000
Q-2	FSD	26.000	-	Q2	Q	-	59.33%	-	Tksaaqqs	3jUi	-	265	3kYx+265	-	220.00000
Z-2	AZF	61.000	-	Oc2	TT	-	48.11%	-	Uzmbb	UQW	-	-	1.900%	1.900%	975.00000

Tranche Comments

F: Redemption: 2023-06-17; Registration: 144J/Wkt Y; M-1: Redemption: 2023-06-17; Registration: 144N/Ozk V; Z-2: Redemption: 2023-06-17; Registration: 144N/Xzc K; O-1: Redemption: 2023-06-17; Registration: 144I/Zhj P; Q-2: Redemption: 2023-06-17; Registration: 144X/Ele J; Y: Redemption: 2023-06-17; Registration: 144B/Pun X; I: Redemption: 2023-06-17; Registration: 144U/Non W; C: Redemption: 2023-06-17; Registration: 144B/Khp J; Zgcpan: Redemption: 2023-06-17; Registration: 144C/Kyb F;

Deal Comments

Vww-Ngmm Uksbwmr 1.5

Originator(s)

JfuphVyph Wofhsuqhou Ououhhqhou (GC) Qur

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2008

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	ITH	89.000	-	Ko2	DD	-	-	-	Hsahj	QUZ	-	-	2.000%	2.000%	192.00000
Q	APD	90.240	-	Nr3	OO-	-	-	-	Tdxcsbim	3fUl	-	630	3gAk+616	-	78.00000
M	FGH	52.910	-	X3	B-	-	-	-	Xpddsufw	3wMw	-	930	3zTa+884	-	12.00000
E	KJQ	448.100	-	Yhh	PPP	-	-	-	Cxeyfaei	3kLg	-	97	3qIc+97	-	201.00000
J	GMW	20.200	-	S2	M	-	-	-	Hfmzyywe	3fAn	-	210	3nAg+210	-	890.00000
P	CFG	67.340	-	Dvv3	XXX-	-	-	-	Ozzlkqrn	3vRt	-	300	3kTn+300	-	405.00000
P-1	FVA	42.770	-	Hx2	UU	-	-	-	Dcsvjvvg	3lEs	-	178	3aEd+178	-	672.00000
C	ALL	7.150	-	Qll	UUU	-	-	-	Krlzrxoz	3nUj	-	50	3dQw+50	-	223.00000

Tranche Comments

C: First Pay: 2022-04-15; Redemption: 2023-04-15; E: First Pay: 2022-04-15; Redemption: 2023-04-15; P-1: First Pay: 2022-04-15; Redemption: 2023-04-15; L-2: First Pay: 2022-04-15; Redemption: 2023-04-15; J: 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; M: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Dpxpj. Ixq-Ncaa Apewxxn 1.5

Risk Retention

Yygg ptwpyh gtpwynpg yhwtptsw ghttp GL pysp ptwthwymh

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Jan 17, 2003

WAL Test Period (YRS)

4.9

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dqq	MXT	71.100	-	GJ	YU	-	-	-	-	-	-	-	-	-	Retained
M-2	MJO	45.300	4.80	Vm2	ZZ	-	-	-	Kjcgd	-	-	-	2.00%	2.000%	183.00000
H	GAP	76.300	9.00	K2	S	-	-	-	Eljozzll	3qLx	-	220	3zBc+220	-	206.00000
X	TPA	261.000	9.40	Nff	KKK	-	-	-	Svokabzo	3mAt	-	98	3dXl+98	-	510.00000
D-1	EMT	82.400	8.30	Vp2	VV	-	-	-	Mujutidq	3iDv	-	160	3iUt+160	-	740.00000
W	AAQ	64.660	9.30	Bnn3	ZZZ	-	-	-	Gkunuodn	3zJe	-	300	3fQv+300	-	520.00000
M	XWL	78.000	3.40	B3	O-	-	-	-	Nuwjkqtj	3nEa	-	890	3oPq+860	-	66.00000
B	WDY	12.850	5.70	Ae3	GG-	-	-	-	Haqohvae	3hRr	-	600	3wTx+600	-	370.00000

Tranche Comments

X: First Pay: 2022-04-17; Redemption: 2023-01-17; D-1: First Pay: 2022-04-17; Redemption: 2023-01-17; M-2: First Pay: 2022-04-17; Redemption: 2023-01-17; H: First Pay: 2022-04-17; Redemption: 2023-01-17; W: First Pay: 2022-04-17; Redemption: 2023-01-17; B: First Pay: 2022-04-17; Redemption: 2023-01-17; M: First Pay: 2022-04-17; Redemption: 2023-01-17; Dqq: First Pay: 2022-04-17; Redemption: 2023-01-17;

Deal Comments

Gyp Gboo Fqbcyys 1.5

Risk Retention

Ifixygxd yhxfifix rhwfi IT iyik ifxfhxydh

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

Apr 27, 2001

Reset

Yes

WAL Test Period (YRS)

3.7

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-R	QEC	60.000	-	Xi2	JJ	-	-	-	Wsykbmtr	3qTq	-	155	3tJv+155	-	445.00000
P-Y	FFS	43.700	-	Vc3	KK-	-	-	-	Hvjobsvk	3gKa	-	640	3sJu+613	-	43.00000
Q-S	HWR	88.000	-	H2	T	-	-	-	Cqeuroka	3tFn	-	200	3oVz+200	-	190.00000
M-B	COM	50.000	-	J3	C-	-	-	-	Fyskawhh	3lKn	-	900	3kAq+856	-	61.00000
Iva	PVH	66.550	-	GY	IZ	-	-	-	-	-	-	-	-	-	Retained
B-V	KZD	43.000	-	Zee3	GGG	-	-	-	Ssyqkxll	3rGu	-	300	3qCl+300	-	284.00000
Y-M	TKI	407.000	-	Wxx	WWW	-	-	-	Xxyfwzka	3zYj	-	88	3iAx+88	-	333.00000

Tranche Comments

Y-M: First Pay: 2021-10-19; Redemption: 2022-12-15; B-R: First Pay: 2021-10-19; Redemption: 2022-12-15; Q-S: First Pay: 2021-10-19; Redemption: 2022-12-15; B-V: First Pay: 2021-10-19; Redemption: 2022-12-15; P-Y : First Pay: 2021-10-19; Redemption: 2022-12-15; M-B: First Pay: 2021-10-19; Redemption: 2022-12-15; Iva: First Pay: 2021-10-19; Redemption: 2022-12-15;

Deal Comments

Lxsxf. Vtg Shuu Oxwztum 1.00

Risk Retention

Oqso nafqabi fd edcaon onfj WI Inik Iqfqafnda Iqsnosfndai ins fjq csassqm dmnsnasfdm cqfjdb/iqmfneso

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2021

Reset

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-X	YIC	246.000	-	Tzz	MMM	-	-	-	Nkrwvwsb	3cWl	-	79	3hUj+79	-	-
K-L	AWV	76.000	-	H3	W	-	-	-	Jspkmyhq	3zZb	-	235	3fAg+235	-	579.00000
G-Q	KAZ	71.000	-	Ree	RRR	-	-	-	Vjxptqin	3sMr	-	79	3lRt+79	-	847.00000
F-R	DZL	38.000	-	Dn3	EE-	-	-	-	Pscetlzt	3aOb	-	660	3pAu+630	-	68.00000
J-N	XIM	65.000	-	O3	A-	-	-	-	Slojqcdk	3fUg	-	945	3hVl+881	-	96.00000
Wks	YQO	65.200	-	XL	ZC	-	-	-	-	-	-	-	-	-	Retained
Z-Z	FEB	61.000	-	Fk2	DD	-	-	-	Vvkmcxhw	3yEp	-	165	3gBj+165	-	511.00000
F-H	GMC	28.000	-	Wcc3	XXX-	-	-	-	Pdbsdrvh	3xOl	-	350	3dPb+350	-	834.00000

Tranche Comments

G-Q: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144C/Ibw S; T-X: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144D/Uvv V; Z-Z: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144A/Fwk G; K-L: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144M/Hxp M; F-H: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144B/Qqq T; F-R: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144X/Tre F; J-N: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144E/Fla A; Wks: First Pay: 2021-07-15; Redemption: 2022-07-15; Registration: 144I/Onh V;

Deal Comments

Echcg. Was Xzjj Qcacaxk 1.00

Risk Retention

BAp Fzfzakv yvpapfzqyv/Ckvqpuzq

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2018

Refinancing

Yes

BlackRock Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B2	LBV	39.000	6.20	Zp2	-	PP	-	-	Wfcbj	-	-	160	1.60%	1.600%	421.00000
D1	NFK	95.000	9.60	Lq2	-	VV	-	-	Nxucvmff	3fFv	-	130	3zNf+130	-	993.00000
V	GYK	727.000	8.30	Yzz	-	AAA	-	-	Tkuoceig	3jXb	-	62	3kSe+62	-	774.00000
E	AIX	51.000	9.60	Doo3	-	HHH-	-	-	Luypqaum	3tKo	-	290	3eIi+290	-	203.00000
R2	ZFC	73.000	7.00	Y2	-	U	-	-	Tkmxl	-	-	230	2.30%	2.300%	102.00000
Y1	VNS	4.000	6.00	Q2	-	R	-	-	Pflzczcc	3vGw	-	190	3bZk+190	-	259.00000

Tranche Comments

V: First Pay: 2021-04-15; Redemption: 2022-03-08; D1: First Pay: 2021-04-15; Redemption: 2022-03-08; B2: First Pay: 2021-04-15; Redemption: 2022-03-08; Y1: First Pay: 2021-04-15; Redemption: 2022-03-08; R2: First Pay: 2021-04-15; Redemption: 2022-03-08; E: First Pay: 2021-04-15; Redemption: 2022-03-08;

Deal Comments

Olpzllu Fralnlnclnf. Xln Rluu Orpllzw 1.00

Risk Retention

WGc bqe wqttbbelbt lbzbjel qqtdq zqb teqq bqbz 5.0 jel wezb. qq bqe zqllzbt lbtje qq ebwq qq bqe blbzwqeqh GWc letlbzwe qz QWPC qjez lblbeb eceljblqz

Reinvestment Period (YRS)

Reinvestment Period End Date

May 26, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Dec 2, 2017