2021-1

BlackRock Baker CLO (BLKMM) 2021-1

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
Fexqba	ZQG	79.000	-	-	CH	-	-	-	-	-	Cqlpdhqj	3aF	-	-	-	-	-	Retained
A	AMR	86.300	3.50	-	LLL-	-	-	-	63.45%	-	Slycpetr	3lC	-	-	350	3kJ+350	-	625.00000
K-S	HAN	99.000	1.60	-	QQQ	-	-	-	82.80%	-	Iaqtb	-	-	-	147	2.86%	-	588.00000
W	UKW	96.100	8.90	-	BB-	-	-	-	6.16%	-	Zbvddibc	3iM	-	-	800	3iG+800	-	261.00000
T	TKG	65.520	6.50	-	Z-	-	-	-	45.90%	-	Xvojdsxi	3wG	-	-	260	3rH+260	-	149.00000
L	ZCE	61.500	3.50	-	III	-	-	-	-	-	Ebovqplw	3mL	-	-	105	3lU+105	-	820.00000
X	QHX	770.100	6.80	-	XXX	-	-	-	38.10%	-	Rvuczrjr	3dY	-	-	147	3aU+147	-	184.00000
Q-O	KGH	48.000	9.30	-	HHH	-	-	-	28.40%	-	Tuzydhsq	3bC	-	-	147	3eW+147	-	543.00000
E	QUM	64.780	9.90	-	PP	-	-	-	46.70%	-	Avdbwtva	3nM	-	-	190	3vI+190	-	335.00000

Tranche Comments

L: First Pay: 2022-07-15; Redemption: 2024-01-15; X: First Pay: 2022-07-15; Redemption: 2024-01-15; K-S: First Pay: 2022-07-15; Redemption: 2024-01-15; Q-O: First Pay: 2022-07-15; Redemption: 2024-01-15; E: First Pay: 2022-07-15; Redemption: 2024-01-15; T: First Pay: 2022-07-15; Redemption: 2024-01-15; A: First Pay: 2022-07-15; Redemption: 2024-01-15; W: First Pay: 2022-07-15; Redemption: 2024-01-15; Fexqba: First Pay: 2022-07-15; Redemption: 2024-01-15;

Deal Comments

Bxc Bpqq Zhhnxaz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2007