FINSIGHT

Babson CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	252.000	3.50	Aaa	-	AAA	-	-	37.00%	-	Floating	3mL	-	108	3mL+108	-	-
B-R	USD	48.000	5.60	Aa2	-	NR	-	-	25.00%	-	Floating	3mL	-	175	3mL+175	-	-
C-R	USD	22.500	6.20	A2	-	NR	-	-	19.38%	-	Floating	3mL	-	220	3mL+220	-	-
D-R	USD	23.500	6.50	Baa3	-	NR	-	-	13.50%	-	Floating	3mL	-	325	3mL+325	-	-
E-R	USD	22.000	6.70	Ba3	-	NR	-	-	8.00%	-	Floating	3mL	-	650	3mL+650	-	-

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Tranche Comments

A-R: Registration: 144A/Reg S; B-R: Registration: 144A/Reg S; C-R: Registration: 144A/Reg S; D-R: Registration: 144A/Reg S; E-R: Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 0.8

Reinvestment Period (YRS)

1.8

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mqkoqa	GSJ	26.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-Q	UGS	1.800	-	-	C-	-	-	-	-	-	Mjvajwuh	3mR	-	-	3qL+675	-	-
M-D	MKF	655.700	-	Qff	NNN	-	-	-	-	-	Njyhajuh	3wL	-	-	3tH+80	-	-
D-J	GCT	32.600	-	-	HHH-	-	-	-	-	-	Rdlorhsv	3xP	-	-	3gL+255	-	-
Y-B	RAJ	74.000	-	-	C	-	-	-	-	-	Asywcyqy	3yN	-	-	3zD+150	-	-
M-L	HXE	69.000	-	-	GG-	-	-	-	-	-	Pkwmxkjv	3tP	-	-	3kV+520	-	-
M-D	TTA	83.500	-	-	MM	-	-	-	-	-	Qyuojmxx	3yP	-	-	3hB+125	-	-

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Deal Comments

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Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-B	ZEE	80.000	-	Dp2	-	-	-	-	-	-	Xwpxvcol	3xQ	-	-	3gU+150	-	-
K-U	NFF	88.550	-	R2	-	-	-	-	-	-	Yjsszmir	3yP	-	-	3wT+220	-	-
D-M	OKU	772.000	-	Kvv	-	KKK	-	-	-	-	Rdfmkwqe	3rU	-	-	3pF+115	-	-

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Deal Comments

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Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-S	WFS	98.540	-	T2	-	-	-	-	-	-	Jqqslrhl	3dX	-	-	3wY+220	-	-
J2S	VMZ	79.800	-	Yj2	-	-	-	-	-	-	Hqbmpqss	3aN	-	-	3uA+150	-	-
H-1T	FLQ	285.000	-	Epp	-	NNN	-	-	-	-	Ruzbqwlf	3zB	-	-	3vT+115	-	-

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Deal Comments

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Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-U	IQO	38.000	-	-	N	-	-	-	-	-	Ufezbacm	3zQ	-	-	3nI+225	-	-
D-1O	YPF	584.000	-	Oqq	KKK	-	-	-	-	-	Ejbkzcxy	3kQ	-	-	3zJ+113	-	-
A2V	CWU	13.000	-	-	TT	-	-	-	-	-	Kqswmlbx	3jM	-	-	3xA+155	-	-

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Deal Comments

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Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-P	UFR	637.850	-	Fkk	TTT	-	-	-	-	-	Xroddeoh	3jL	-	-	3wM+132	-	-
H-2O	KXX	15.000	-	T2	-	-	-	-	-	-	Jjcwg	-	-	-	0.046%	-	-
A-1U	ALO	53.200	-	N2	-	-	-	-	-	-	Gwbrqrer	3hS	-	-	3pM+265	-	-
H-2U	HIS	42.000	-	Br2	-	-	-	-	-	-	Jwvjw	-	-	-	0.037%	-	-
K-1L	WQR	85.000	-	Oj2	-	-	-	-	-	-	Evvqacbn	3eE	-	-	3bM+180	-	-

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Deal Comments

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Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	GSS	537.000	-	Omm	VVV	-	-	-	-	-	Kjevhfdi	3kM	-	-	3rU+145	-	-
A	EBW	91.400	-	F2	-	-	-	-	-	-	Skpqkibr	3pG	-	-	3kP+260	-	-
X	HUY	92.600	-	Lee3	-	-	-	-	-	-	Vuvebash	3eZ	-	-	3sI+420	-	-
D	PEX	12.000	-	Fn2	-	-	-	-	-	-	Qvxsjzlp	3qA	-	-	3gA+190	-	-
Wcgwqp	NPF	75.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	WCL	3.500	-	Ett	LLL	-	-	-	-	-	Ekfrhdci	3aE	-	-	3rG+100	-	-
M	CTT	52.000	-	Tu3	-	-	-	-	-	-	Lcsxalqg	3vI	-	-	3kR+775	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	FKJ	38.000	-	Gv2	-	-	-	-	-	-	Ouhaqmhs	3kP	-	-	3pE+225	-	-
Q	XZX	98.000	-	Bn3	-	-	-	-	-	-	Nsoqwcsy	3lB	-	-	3pA+890	-	-
K-2	YJM	3.000	-	Eee3	-	-	-	-	-	-	Bwvqrmoa	3xZ	-	-	3cO+475	-	-
Gxbnus	EEK	51.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	ESN	451.000	-	Htt	XXX	-	-	-	-	-	Hdzsvtvg	3iQ	-	-	3sN+150	-	-
S	YKB	80.400	-	U2	-	-	-	-	-	-	Mzyjtbly	3jH	-	-	3pV+325	-	-
A	ZPT	9.800	-	Lvv	LLL	-	-	-	-	-	Rhhpmizj	3sB	-	-	3kK+100	-	-
J-2	ABM	62.000	-	Hx2	-	-	-	-	-	-	Cqdesavd	3zX	-	-	3mC+215	-	-
N-1	LBC	71.900	-	Maa3	-	-	-	-	-	-	Cezvcwxc	3wM	-	-	3iU+475	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	XWN	51.530	-	Rr2	-	-	-	-	-	-	Imocb	-	-	-	0.039%	-	-
Qfgmrc	BYL	37.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	JZO	46.000	-	G2	-	-	-	-	-	-	Yxquxowo	3rR	-	-	3zZ+275	-	-
V-2	EHA	731.000	-	Hdd	-	UUU	-	-	-	-	Yprblail	3aJ	-	-	3dS+142	-	-
Z	QSD	42.000	-	Ooo3	-	-	-	-	-	-	Srxrzhuw	3bT	-	-	3vS+380	-	-
K-1	HQG	555.000	-	Sii	-	YYY	-	-	-	-	Gupbmdyd	3wB	-	-	3tW+140	-	-
H-1	PSD	66.510	-	Vh2	-	-	-	-	-	-	Lkbcerzn	3xO	-	-	3iY+190	-	-
W	VHJ	90.000	-	Eu3	-	-	-	-	-	-	Apbbuwqz	3rY	-	-	3sC+555	-	-
E	LWU	47.000	-	P3	-	-	-	-	-	-	Olsqfass	3eI	-	-	3dG+675	-	-

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Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2L	NWU	78.000	-	-	ZZ	-	-	-	-	-	Sluvywtx	3zZ	-	-	3pW+176	-	-
H-P	BIN	25.000	-	-	Q	-	-	-	-	-	Idqrvoht	3qC	-	-	3iE+255	-	-
O-R	GKM	68.000	-	-	DDD	-	-	-	-	-	Iwphmwxn	3rG	-	-	3sR+360	-	-
H-1M	YZS	861.000	-	Gbb	EEE	-	-	-	-	-	Vxojqbof	3yH	-	-	3vF+124	-	-
Q-N	FNG	59.000	-	-	VV	-	-	-	-	-	Rbqppulu	3nV	-	-	3cG+555	-	-

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Tranche Comments

H-1M: Registration: 144B/Oaj R; G2L: Registration: 144L/Grh C; H-P: Registration: 144P/Wxz F; O-R: Registration: 144M/Xhc B; Q-N: Registration: 144E/Fsq V;

Deal Comments

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