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
A	MTR	74.000	5.86	-	MM	-	-	-	17.00%	-	Loxeponz	KOEC	205	-	205	PEGZ+205	-	-
H	NXQ	13.000	9.15	-	OOO-	-	-	-	69.00%	-	Bzlzcwzp	GLMU	-	-	395	SZUP+395	-	-
M	ERP	90.000	6.50	-	AA-	-	-	-	83.00%	-	-	-	-	-	-	-	-	Retained
Ynn	UYK	77.600	-	-	LK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1	VOZ	982.000	4.10	-	MMM	-	-	-	45.00%	-	Vcxbopcc	JGDV	165	-	165	GTGV+165	-	-
K-2	PEF	18.000	4.66	-	PPP	-	-	-	81.00%	-	Tcevddst	QCBM	183	-	183	BDGA+183	-	-
M	GMZ	84.000	4.39	-	C	-	-	-	56.00%	-	Kkqefsmn	LYXU	275k	-	275	YYQW+275	-	-
A-A	QLR	48.000	6.30	-	LLL	-	-	-	83.00%	-	Grdmppof	JAHM	-	-	165	WEVP+165	-	-

Tranche Comments

X-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144L/Qyg W; A-A: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144X/Kxz E; K-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144X/Ijj E; A: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Dpc T; M: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144N/Riv T; H: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Ejy W; M: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144F/Jrp V; Ynn: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144J/Ciz N;

Deal Comments

Mxp-Syrr Ojarxke 2.00

Risk Retention

KG - Snd

Pricing Speed

20% YJI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2003