BlackRock Maroon Bells CLO LLC (BLKMM) XI

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
V-H	QIH	52.000	2.60	-	RRR	-	-	-	57.90%	-	Ckonrsdn	QPTV	-	-	245	3qEMZP+245	-	-
D	MHI	76.975	8.30	-	B-	-	-	-	24.61%	-	Jzzslwiw	KYXS	-	-	475	3aEIUN+475	-	-
K-R	HOJ	5.000	9.50	-	BB	-	-	-	95.20%	-	Wzwgw	-	-	-	350	5.98%	-	-
H	FRI	60.000	1.80	-	KK	-	-	-	46.60%	-	Xzybzbuv	ILQN	-	-	350	3qAYAL+350	-	-
Tamede	LUW	63.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	XHZ	56.000	2.20	-	WW-	-	-	-	77.25%	-	Eqlzohlk	ZCKP	-	-	950	3cGSLV+950	-	-
R	WTS	87.200	7.60	-	ZZZ	-	-	-	-	-	Vwiey	-	-	-	195	4.90%	-	-
T-U	FWL	79.000	5.50	-	HHH	-	-	-	27.90%	-	Ojnoi	-	-	-	-	5.00%	-	-
Z	RSO	18.310	6.60	-	UUU-	-	-	-	67.39%	-	Gzxxexbp	BMAB	-	-	660	3lTJXZ+642	-	-
Z	YMI	532.360	8.20	-	AAA	-	-	-	78.90%	-	Wvsakues	JHIY	-	-	245	3dSYDM+245	-	-

Tranche Comments

R: First Pay: 2023-01-15; Redemption: 2024-10-15; Z: First Pay: 2023-01-15; Redemption: 2024-10-15; V-H: First Pay: 2023-01-15; Redemption: 2024-10-15; T-U: First Pay: 2023-01-15; Redemption: 2024-10-15; H: First Pay: 2023-01-15; Redemption: 2024-10-15; K-R: First Pay: 2023-01-15; Redemption: 2024-10-15; D: First Pay: 2023-01-15; Redemption: 2024-10-15; Z: First Pay: 2023-01-15; Redemption: 2024-10-15; C: First Pay: 2023-01-15; Redemption: 2024-10-15; Tamede: First Pay: 2023-01-15; Redemption: 2024-10-15;

Deal Comments

Jst Rhll Xlfbsbc 2.00

Risk Retention

AW/BA/AB - Vzi

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 1999

Refinancing

Yes