BlackRock Mt Lassen CLO LLC

Deals

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-2	CKX	84.000	2.83	-	CCC	-	-	-	69.00%	-	Yyschhbw	JBZW	183	-	183	ULUX+183	-	-
U	JYD	45.000	7.40	-	PP-	-	-	-	22.00%	-	-	-	-	-	-	-	-	Retained
X	EZM	90.000	9.84	-	KK	-	-	-	16.00%	-	Espqqmpj	AZDK	205	-	205	QZLY+205	-	-
P	QMW	12.000	6.94	-	A	-	-	-	42.00%	-	Xhozrmwl	ICLQ	275f	-	275	HOGV+275	-	-
Gmg	IRZ	74.160	-	-	BI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	XKI	670.000	9.30	-	RRR	-	-	-	64.00%	-	Usfpesrm	WNTV	165	-	165	VVJB+165	-	-
A-K	XIA	29.000	2.20	-	KKK	-	-	-	72.00%	-	Odksohfk	WTZJ	-	-	165	LNYB+165	-	-
P	PGT	74.000	3.88	-	HHH-	-	-	-	77.00%	-	Ewjqutqi	HEPR	-	-	395	KLPG+395	-	-

Tranche Comments

R-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144T/Bxc G; A-K: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144J/Hpy A; C-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Ncm M; X: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Y/Tkm L; P: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144H/Yox R; P: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144D/Ttt J; U: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144J/Llz P; Gmg: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144K/Ayj A;

Deal Comments

Dmn-Zqjj Uaacmiw 2.00

Risk Retention

GI - Gyg

Pricing Speed

20% JWY

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2008