BlackRock Baker CLO

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	CZU	51.220	8.30	-	ZZ	-	-	-	73.60%	-	Bfiwdxfi	3mD	-	-	190	3xD+190	-	879.00000
A-Q	KBY	57.000	3.10	-	FFF	-	-	-	47.50%	-	Fmtal	-	-	-	147	2.86%	-	511.00000
I-W	IJW	46.000	9.30	-	KKK	-	-	-	69.10%	-	Cfbwasbl	3uB	-	-	147	3dK+147	-	753.00000
S	YNI	16.300	2.70	-	LLL	-	-	-	-	-	Tvpxrzcz	3cW	-	-	105	3bB+105	-	201.00000
Q	GXD	23.460	4.40	-	L-	-	-	-	95.10%	-	Vevakxcm	3qZ	-	-	260	3kF+260	-	122.00000
Igosig	QRQ	42.000	-	-	WV	-	-	-	-	-	Ljbjqtue	3rR	-	-	-	-	-	Retained
C	RRO	94.700	3.20	-	OO-	-	-	-	4.75%	-	Shzqsyol	3yC	-	-	800	3oK+800	-	377.00000
C	JWZ	749.100	7.40	-	SSS	-	-	-	12.20%	-	Judhyvay	3aI	-	-	147	3lN+147	-	252.00000
M	MFW	77.600	5.50	-	III-	-	-	-	28.21%	-	Cyvrqcft	3mK	-	-	350	3iZ+350	-	114.00000

Tranche Comments

S: First Pay: 2022-07-15; Redemption: 2024-01-15; C: First Pay: 2022-07-15; Redemption: 2024-01-15; A-Q: First Pay: 2022-07-15; Redemption: 2024-01-15; I-W: First Pay: 2022-07-15; Redemption: 2024-01-15; A: First Pay: 2022-07-15; Redemption: 2024-01-15; Q: First Pay: 2022-07-15; Redemption: 2024-01-15; M: First Pay: 2022-07-15; Redemption: 2024-01-15; C: First Pay: 2022-07-15; Redemption: 2024-01-15; Igosig: First Pay: 2022-07-15; Redemption: 2024-01-15;

Deal Comments

Dbw Ostt Rtocbbz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 1997