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
Y-1	GAS	446.000	4.30	-	ZZZ	-	-	-	70.00%	-	Pckbyevq	AUPU	165	-	165	TZYZ+165	-	-
Geg	FVK	23.440	-	-	BL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	QFO	29.000	7.96	-	KKK	-	-	-	88.00%	-	Dhzherkm	TJBW	183	-	183	YBAN+183	-	-
A	EVN	89.000	4.83	-	TT-	-	-	-	45.00%	-	-	-	-	-	-	-	-	Retained
K-K	KAL	99.000	6.50	-	EEE	-	-	-	19.00%	-	Tzwdpmsg	SXQZ	-	-	165	QBNK+165	-	-
E	KAK	34.000	9.47	-	C	-	-	-	47.00%	-	Mlkbqkod	KTCI	275m	-	275	WWZP+275	-	-
N	UBM	14.000	9.33	-	EEE-	-	-	-	77.00%	-	Tsxxfcbm	GBOC	-	-	395	PUOK+395	-	-
C	NBT	38.000	1.43	-	PP	-	-	-	53.00%	-	Wjppmyoq	AOPZ	205	-	205	MGVT+205	-	-

Tranche Comments

Y-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144J/Zbl J; K-K: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144H/Bnw E; K-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144U/Eok D; C: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144C/Bhk K; E: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144K/Gxq Y; N: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144F/Jln K; A: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Y/Xve N; Geg: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144E/Gwf K;

Deal Comments

Htb-Ejff Clnbtzq 2.00

Risk Retention

OO - Xhw

Pricing Speed

20% NCH

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 25, 2001