Although the season recently ended, there are already holes to fill for the Nittany Lions next season.
Lilley entered the transfer portal on March 20.
Zach Hicks led the charge with 20 points and six three-pointers.
Baldwin has tallied 84 steals this season, which is the fourth-best in the country.
Penn State opens the first round of the Big Ten Tournament on Wednesday night against Michigan on Peacock.
The Nittany Lions take on Michigan in a rematch of The Palestra game in the opening round of the Big Ten Tournament.