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
E	PRI	59.500	5.20	-	OOO	-	-	-	-	-	Daayi	-	-	-	195	4.90%	-	-
S-G	NTA	7.000	8.20	-	TT	-	-	-	66.40%	-	Swgct	-	-	-	350	5.98%	-	-
F	HJF	70.000	7.10	-	DD	-	-	-	65.70%	-	Ofqokctm	TXTI	-	-	350	3dHEJR+350	-	-
D	GRD	134.450	8.80	-	MMM	-	-	-	98.90%	-	Ecqpluxx	TNKB	-	-	245	3pUHFX+245	-	-
X-E	NFL	74.000	2.70	-	DDD	-	-	-	21.60%	-	Cwmpzkub	CLKH	-	-	245	3dTEKO+245	-	-
N	ITG	95.000	3.50	-	JJ-	-	-	-	70.44%	-	Jkdppakl	NMJH	-	-	950	3mGTKA+950	-	-
Ljgwlw	UVG	33.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-U	ZFP	45.000	2.10	-	LLL	-	-	-	29.50%	-	Jhatk	-	-	-	-	5.00%	-	-
E	AJW	78.338	6.50	-	H-	-	-	-	89.87%	-	Ayjoxdiu	DCWT	-	-	475	3nXNSR+475	-	-
T	WJG	76.740	3.30	-	OOO-	-	-	-	36.20%	-	Vycpzswv	HXKH	-	-	660	3iWUGY+642	-	-

Tranche Comments

E: First Pay: 2023-01-15; Redemption: 2024-10-15; D: First Pay: 2023-01-15; Redemption: 2024-10-15; X-E: First Pay: 2023-01-15; Redemption: 2024-10-15; Y-U: First Pay: 2023-01-15; Redemption: 2024-10-15; F: First Pay: 2023-01-15; Redemption: 2024-10-15; S-G: First Pay: 2023-01-15; Redemption: 2024-10-15; E: First Pay: 2023-01-15; Redemption: 2024-10-15; T: First Pay: 2023-01-15; Redemption: 2024-10-15; N: First Pay: 2023-01-15; Redemption: 2024-10-15; Ljgwlw: First Pay: 2023-01-15; Redemption: 2024-10-15;

Deal Comments

Bhg Cfqq Qznshft 2.00

Risk Retention

DH/PD/DB - Rrn

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2004

Reset

Yes