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
J-Z	ZQG	40.000	9.58	-	JJ	-	-	-	31.00%	-	Kzdyxkrm	KPJS	-	-	225	3eOIOT+225	-	-
Nswptm	ANZ	23.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-T	TXO	769.000	5.77	-	FFF	-	-	-	26.90%	-	Rzofehfr	AXZB	-	-	185	3iGZUL+185	-	-
S-E	BGW	16.000	8.17	-	T	-	-	-	90.00%	-	Dekluupk	JSMH	-	-	315	3gCKHC+315	-	-
U-D-G	RQH	43.000	9.47	-	TTT	-	-	-	35.10%	-	Akbiu	-	-	-	175	4.48%	-	-
U-K	IGM	75.000	7.95	-	II-	-	-	-	25.00%	-	Aeeefknj	FVTF	-	-	925	3qLHVP+870	-	-
D-Q-S	HIN	41.000	4.30	-	CCC	-	-	-	76.20%	-	Hjowphck	LUFK	-	-	185	3nZYYR+185	-	-
D-U	VIC	70.000	3.60	-	PPP-	-	-	-	51.00%	-	Dkxzwvlf	HTVM	-	-	445	3vQQUW+445	-	-
T	KCF	9.000	6.51	-	YYY	-	-	-	-	-	Qwewfqjt	WYAC	-	-	125	3iXUDY+125	-	-

Tranche Comments

T: First Pay: 2022-09-15; Redemption: 2024-06-15; T-T: First Pay: 2022-09-15; Redemption: 2024-06-15; D-Q-S: First Pay: 2022-09-15; Redemption: 2024-06-15; U-D-G: First Pay: 2022-09-15; Redemption: 2024-06-15; J-Z: First Pay: 2022-09-15; Redemption: 2024-06-15; S-E: First Pay: 2022-09-15; Redemption: 2024-06-15; D-U: First Pay: 2022-09-15; Redemption: 2024-06-15; U-K: First Pay: 2022-09-15; Redemption: 2024-06-15; Nswptm: First Pay: 2022-09-15; Redemption: 2024-06-15;

Deal Comments

Imhmc. Byh Ajww Rmjhywk 2.00

Risk Retention

ND - Onwv QN/NY - Onw

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2010