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
U-M	FTO	21.000	3.57	-	II	-	-	-	47.00%	-	Xdecxsea	WDSI	-	-	225	3gDWZA+225	-	-
F-Y	BMM	19.000	7.18	-	T	-	-	-	34.00%	-	Kkkluzph	UWJF	-	-	315	3yTMMX+315	-	-
I-H	VVE	55.000	4.65	-	QQ-	-	-	-	41.00%	-	Dddytfca	WYJL	-	-	925	3rZMLE+870	-	-
L-L-X	HVS	31.000	4.60	-	JJJ	-	-	-	44.80%	-	Nakqd	-	-	-	175	4.48%	-	-
N-C	KYZ	42.000	8.80	-	KKK-	-	-	-	35.00%	-	Xsrbcyri	SHZM	-	-	445	3gMEIJ+445	-	-
Lvfzpj	VTW	59.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-O-X	RLV	35.000	5.31	-	SSS	-	-	-	41.90%	-	Ywobemcs	MAAV	-	-	185	3uVMHI+185	-	-
Z	HNH	4.000	6.65	-	DDD	-	-	-	-	-	Zrubvohd	MHKW	-	-	125	3dNSQJ+125	-	-
A-Q	ICQ	583.000	1.42	-	DDD	-	-	-	51.50%	-	Dzrqblty	DAVV	-	-	185	3nGUAP+185	-	-

Tranche Comments

Z: First Pay: 2022-09-15; Redemption: 2024-06-15; A-Q: First Pay: 2022-09-15; Redemption: 2024-06-15; X-O-X: First Pay: 2022-09-15; Redemption: 2024-06-15; L-L-X: First Pay: 2022-09-15; Redemption: 2024-06-15; U-M: First Pay: 2022-09-15; Redemption: 2024-06-15; F-Y: First Pay: 2022-09-15; Redemption: 2024-06-15; N-C: First Pay: 2022-09-15; Redemption: 2024-06-15; I-H: First Pay: 2022-09-15; Redemption: 2024-06-15; Lvfzpj: First Pay: 2022-09-15; Redemption: 2024-06-15;

Deal Comments

Lxgxp. Vbo Yycc Bxtnbaf 2.00

Risk Retention

NR - Zjpd GN/NA - Zjp

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2021