XI(R)

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
U	JTB	33.000	2.46	-	RRR	-	-	-	-	-	Lvdpopjv	COLZ	-	-	120	KVUB+120	-	-
F-B	CVW	831.000	9.74	-	HHH	-	-	-	45.00%	-	Sxmbjkfw	CJCK	158-160	-	160	KOEM+160	-	-
U-M	QHC	39.000	8.10	-	R	-	-	-	22.80%	-	Ircwuqzj	JVMI	395	-	235	CIYJ+235	-	-
N-1E	JNV	89.000	4.83	-	OO	-	-	-	18.00%	-	Yjdythkw	YHBG	190-195	-	195	QKAP+195	-	-
Y-L	APG	81.000	5.36	-	VV-	-	-	-	86.00%	-	Ezvsfjzc	POAT	-	-	777	ETSG+777	-	-
Ggt	XHU	13.800	-	-	TA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-V	ZZA	39.000	8.70	-	DDD-	-	-	-	92.80%	-	Meoxfhrg	MLIS	700-725	-	390	UINB+390	-	-
T-2Q	YRE	92.000	5.49	-	JJ	-	-	-	60.00%	-	Hluxp	-	235	-	-	5.70%	-	-

Tranche Comments

U: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144H/Vli D; F-B: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144U/Nwz J; N-1E: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144B/Voi H; T-2Q: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144T/Hkj V; U-M: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144E/Uzn U; I-V: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144O/Qek X; Y-L: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144U/Yvg U; Ggt: First Pay: 2025-04-15; Redemption: 2026-12-11; Registration: 144N/Ray G;

Deal Comments

Gfwfj. Wsw Zfpp Zfyrsse 2.00

Risk Retention

OB/BJ - Gnib BM - Gni

Pricing Speed

20% SPO

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 25, 2015