BlackRock Elbert CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BlackRock Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A-J-S	IMF	99.000	3.92	-	OOO	-	-	-	58.50%	-	Zwmesmjv	UQEB	-	-	185	3bDDBS+185	-	-
X-Y	KNS	26.000	6.90	-	WW-	-	-	-	48.00%	-	Qdmbdcjq	JDDC	-	-	925	3nLIWM+870	-	-
B-P	XGE	46.000	9.81	-	KK	-	-	-	24.00%	-	Ezlxlwsy	HALS	-	-	225	3fQPQB+225	-	-
X-N	TYB	93.000	7.86	-	L	-	-	-	74.00%	-	Gjvqztab	XUSP	-	-	315	3vYELG+315	-	-
E-X	IHB	812.000	1.81	-	XXX	-	-	-	46.10%	-	Jmbjddmg	LANB	-	-	185	3cHMAR+185	-	-
G-U	HUP	72.000	9.10	-	FFF-	-	-	-	42.00%	-	Wuoqyeut	XVPD	-	-	445	3jITED+445	-	-
K	TIJ	8.000	6.16	-	UUU	-	-	-	-	-	Zvbmlvyp	IUQJ	-	-	125	3xWCWR+125	-	-
G-Z-H	VPK	47.000	6.41	-	DDD	-	-	-	45.10%	-	Hbwtx	-	-	-	175	4.48%	-	-
Ysvddy	FSK	31.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2022-09-15; Redemption: 2024-06-15; E-X: First Pay: 2022-09-15; Redemption: 2024-06-15; A-J-S: First Pay: 2022-09-15; Redemption: 2024-06-15; G-Z-H: First Pay: 2022-09-15; Redemption: 2024-06-15; B-P: First Pay: 2022-09-15; Redemption: 2024-06-15; X-N: First Pay: 2022-09-15; Redemption: 2024-06-15; G-U: First Pay: 2022-09-15; Redemption: 2024-06-15; X-Y: First Pay: 2022-09-15; Redemption: 2024-06-15; Ysvddy: First Pay: 2022-09-15; Redemption: 2024-06-15;

Deal Comments

Uvyvc. Kuc Wagg Rvkluzq 2.00

Risk Retention

FW - Tlso EF/FW - Tls

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2017