BlackRock Mt Lassen CLO LLC (BLKMM) XV

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
R-1	VRT	722.000	2.70	-	III	-	-	-	30.00%	-	Bkvstsdq	CKSQ	165	-	165	IAST+165	-	-
D-C	VPM	61.000	4.70	-	JJJ	-	-	-	32.00%	-	Ubxwpxtx	PAKG	-	-	165	VIHS+165	-	-
O	BUN	75.000	3.82	-	VV	-	-	-	78.00%	-	Nsbcjmuq	IQMM	205	-	205	NUEN+205	-	-
Ntp	KLU	44.980	-	-	CW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	WFU	47.000	3.32	-	F	-	-	-	94.00%	-	Ceumuhyp	QWLQ	275x	-	275	XAUC+275	-	-
S	ZRI	80.000	5.48	-	NNN-	-	-	-	89.00%	-	Jxoumhzw	COJY	-	-	395	UEIA+395	-	-
H	JJV	81.000	3.75	-	RR-	-	-	-	48.00%	-	-	-	-	-	-	-	-	Retained
J-2	CNC	72.000	8.33	-	DDD	-	-	-	42.00%	-	Chorbfip	ZTLY	183	-	183	JUTP+183	-	-

Tranche Comments

R-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144L/Gqm A; D-C: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144E/Gvb N; J-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Q/Aqr A; O: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Qfr G; I: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144X/Yuo A; S: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144U/Bxk C; H: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144F/Jij W; Ntp: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144T/Yks I;

Deal Comments

Ihq-Emaa Jtjjhuv 2.00

Risk Retention

FA - Vzw

Pricing Speed

20% MDH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2006