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
E-2	CJW	60.000	9.87	-	PPP	-	-	-	68.00%	-	Nbjkcotk	JQXF	183	-	183	XUVI+183	-	-
J	RQE	73.000	4.19	-	OO	-	-	-	91.00%	-	Omrxhqjc	SGCS	205	-	205	TXWJ+205	-	-
I-U	CYF	31.000	3.50	-	SSS	-	-	-	68.00%	-	Wekodssd	IWNG	-	-	165	PZFK+165	-	-
N	PMB	17.000	8.99	-	SSS-	-	-	-	16.00%	-	Goklocdk	IOEH	-	-	395	UXTK+395	-	-
Bmn	JUL	58.680	-	-	IY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	NZM	825.000	9.60	-	CCC	-	-	-	23.00%	-	Bfklabxt	TBEW	165	-	165	XYYU+165	-	-
L	OVT	57.000	9.87	-	S	-	-	-	20.00%	-	Uwduzleh	XNWB	275u	-	275	CYHL+275	-	-
O	XRN	43.000	9.64	-	GG-	-	-	-	50.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Kzi P; I-U: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Bhg J; E-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144A/Yyh H; J: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144L/Rcq I; L: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144B/Bif H; N: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144E/Cal E; O: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144K/Cuj D; Bmn: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144N/Mro L;

Deal Comments

Igv-Isff Nclzgym 2.00

Risk Retention

FS - Mhq

Pricing Speed

20% NHX

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2008