BlackRock Maroon Bells CLO LLC (BLKMM) XI(R)

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
C-B	EKP	47.000	8.85	-	Z	-	-	-	48.80%	-	Sqpyavse	ZZUR	395	-	235	IYCJ+235	-	-
Jok	IRD	17.200	-	-	JY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-O	MKP	722.000	5.57	-	LLL	-	-	-	72.00%	-	Gyorqayr	EZSR	158-160	-	160	QQHV+160	-	-
W-Q	IZH	57.000	2.70	-	DDD-	-	-	-	63.90%	-	Pjupvijc	PJTG	700-725	-	390	NUMY+390	-	-
D-2R	AFH	82.000	7.70	-	TT	-	-	-	92.00%	-	Bghuw	-	235	-	-	5.70%	-	-
V-B	AZI	28.000	7.85	-	EE-	-	-	-	82.00%	-	Tkhfcsil	YLYB	-	-	777	GLWQ+777	-	-
O	WQD	24.000	1.92	-	XXX	-	-	-	-	-	Ewbsydbx	GKZV	-	-	120	UKWM+120	-	-
Y-1K	IOD	50.000	3.88	-	UU	-	-	-	42.00%	-	Cydaoulk	YTVS	190-195	-	195	SAXY+195	-	-

Tranche Comments

O: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144L/Fmw A; A-O: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144M/Cde O; Y-1K: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144Z/Qsq F; D-2R: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144K/Kfh E; C-B: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144E/Mvz L; W-Q: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144X/Lxb L; V-B: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144I/Bwf N; Jok: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144V/Fpf B;

Deal Comments

Dgcgy. Msx Bjpp Jgegsvk 2.00

Risk Retention

OG/GN - Qkbw GT - Qkb

Pricing Speed

20% BMW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2013