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
C	YQS	15.340	8.80	-	CC	-	-	-	87.10%	-	Kleqqong	3jQ	-	-	190	3uS+190	-	763.00000
I	JMW	20.100	7.40	-	LLL-	-	-	-	87.16%	-	Tpykabbp	3zT	-	-	350	3vF+350	-	780.00000
K-M	JTQ	91.000	4.90	-	CCC	-	-	-	85.80%	-	Apcmb	-	-	-	147	2.86%	-	391.00000
E-J	UJJ	68.000	1.40	-	XXX	-	-	-	99.80%	-	Vphqoyjp	3sC	-	-	147	3qI+147	-	210.00000
O	QHW	44.800	8.40	-	SSS	-	-	-	-	-	Ehbzfxau	3sK	-	-	105	3zX+105	-	802.00000
C	QZK	448.800	8.60	-	RRR	-	-	-	92.40%	-	Cbfjfosr	3dB	-	-	147	3oW+147	-	707.00000
F	BOM	46.400	3.70	-	JJ-	-	-	-	6.49%	-	Xjeofjyo	3zE	-	-	800	3iL+800	-	451.00000
Flvczs	BPR	12.000	-	-	ZL	-	-	-	-	-	Oqqjfjak	3gZ	-	-	-	-	-	Retained
A	OOR	81.770	1.50	-	K-	-	-	-	58.20%	-	Tpzedjav	3gT	-	-	260	3fE+260	-	559.00000

Tranche Comments

O: First Pay: 2022-07-15; Redemption: 2024-01-15; C: First Pay: 2022-07-15; Redemption: 2024-01-15; K-M: First Pay: 2022-07-15; Redemption: 2024-01-15; E-J: First Pay: 2022-07-15; Redemption: 2024-01-15; C: First Pay: 2022-07-15; Redemption: 2024-01-15; A: First Pay: 2022-07-15; Redemption: 2024-01-15; I: First Pay: 2022-07-15; Redemption: 2024-01-15; F: First Pay: 2022-07-15; Redemption: 2024-01-15; Flvczs: First Pay: 2022-07-15; Redemption: 2024-01-15;

Deal Comments

Bzw Smqq Nyruzib 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2000