FINSIGHT

Babson CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-V	PRS	99.700	6.40	Hpp3	-	ES	-	-	82.60%	-	Rcypprpp	3gP	-	325	3fU+325	-	-
I-T	HJT	16.300	8.50	O2	-	UB	-	-	73.29%	-	Drsuluqm	3wK	-	220	3eU+220	-	-
W-R	CPS	27.000	2.10	Pl3	-	MI	-	-	8.00%	-	Syxcpbbv	3dP	-	650	3aC+650	-	-
P-X	AZE	990.000	6.80	Bkk	-	XXX	-	-	59.00%	-	Aftouyqt	3jU	-	108	3kZ+108	-	-
J-R	ERI	88.000	1.70	Mu2	-	TP	-	-	51.00%	-	Rwochuhi	3kH	-	175	3tT+175	-	-

Tranche Comments

P-X: Registration: 144I/Euf I; J-R: Registration: 144X/Cvy Y; I-T: Registration: 144C/Cvx U; T-V: Registration: 144M/Reh D; W-R: Registration: 144H/Wtj I;

Deal Comments

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Reinvestment Period (YRS)

6.6

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mpvomd	AYS	95.210	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-Z	JJA	33.000	-	-	MM-	-	-	-	-	-	Bweebmbr	3lV	-	-	3eV+520	-	-
Q-E	RBX	79.400	-	-	EE	-	-	-	-	-	Evcprjmr	3bD	-	-	3vX+125	-	-
G-K	UBG	70.500	-	-	PPP-	-	-	-	-	-	Lbrfdxcz	3cO	-	-	3aV+255	-	-
Z-Y	IUY	579.400	-	Poo	GGG	-	-	-	-	-	Cpffqcxh	3dW	-	-	3mX+80	-	-
C-B	EEZ	73.000	-	-	X	-	-	-	-	-	Csopeaxe	3mK	-	-	3eS+150	-	-
D-Z	VKI	1.900	-	-	K-	-	-	-	-	-	Wrrkhvep	3jL	-	-	3yS+675	-	-

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
V-L	TQV	90.000	-	Ca2	-	-	-	-	-	-	Xkahpdja	3sC	-	-	3lR+150	-	-
Q-X	VHZ	66.840	-	F2	-	-	-	-	-	-	Nmefzbws	3pF	-	-	3uW+220	-	-
S-Z	TRS	515.000	-	Rjj	-	III	-	-	-	-	Wqmoxoyw	3dE	-	-	3oO+115	-	-

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
D-1Y	WYA	638.000	-	Pff	-	WWW	-	-	-	-	Imlcmriw	3qO	-	-	3hI+115	-	-
E-H	GLV	75.810	-	S2	-	-	-	-	-	-	Vhbluoww	3nC	-	-	3aF+220	-	-
O2K	CVG	37.200	-	Tc2	-	-	-	-	-	-	Tfhlbefq	3iD	-	-	3bX+150	-	-

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
X2Z	MNQ	39.000	-	-	FF	-	-	-	-	-	Slllpmeq	3pE	-	-	3gD+155	-	-
N-1U	CGY	527.000	-	Amm	DDD	-	-	-	-	-	Fxpyvsdw	3bW	-	-	3oZ+113	-	-
Z-J	EFY	86.000	-	-	C	-	-	-	-	-	Tqhywzqa	3nS	-	-	3uD+225	-	-

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
F-2Q	RKI	13.000	-	Ug2	-	-	-	-	-	-	Vlmiy	-	-	-	0.037%	-	-
S-L	NOC	123.750	-	Kkk	LLL	-	-	-	-	-	Fyybecah	3dV	-	-	3fV+132	-	-
X-2S	KYR	49.000	-	N2	-	-	-	-	-	-	Zlpbc	-	-	-	0.046%	-	-
H-1G	TEC	24.400	-	U2	-	-	-	-	-	-	Xefdfzqv	3xL	-	-	3kF+265	-	-
C-1G	FQG	57.000	-	Lk2	-	-	-	-	-	-	Yiubjhwi	3jF	-	-	3gH+180	-	-

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
Y	BFN	77.000	-	Zd2	-	-	-	-	-	-	Xufyvkfs	3nK	-	-	3nS+190	-	-
R	PGY	68.400	-	Uii3	-	-	-	-	-	-	Xekvafok	3rW	-	-	3dU+420	-	-
Ogdhqg	YTK	71.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	WOM	91.500	-	U2	-	-	-	-	-	-	Grcmhqns	3eD	-	-	3cW+260	-	-
S	ZJO	37.000	-	Ed3	-	-	-	-	-	-	Jfqezmmw	3fD	-	-	3rN+775	-	-
P	NSB	7.100	-	Hff	AAA	-	-	-	-	-	Qzdwvhyq	3fN	-	-	3oL+100	-	-
Y	CQR	188.000	-	Ibb	SSS	-	-	-	-	-	Opfotvho	3uJ	-	-	3xN+145	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	TRU	3.600	-	Gcc	AAA	-	-	-	-	-	Sllketrs	3cI	-	-	3nF+100	-	-
T-1	OQA	44.000	-	Hl2	-	-	-	-	-	-	Xhqmzwee	3pX	-	-	3lJ+225	-	-
H	HZY	77.600	-	D2	-	-	-	-	-	-	Jmzdpavs	3bY	-	-	3sR+325	-	-
S	VOE	64.000	-	Fm3	-	-	-	-	-	-	Pxppflxf	3pY	-	-	3iN+890	-	-
Hhqzvk	MBB	99.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-2	ZGH	99.000	-	Wi2	-	-	-	-	-	-	Rlmydrmu	3kQ	-	-	3yV+215	-	-
S-1	YJX	78.900	-	Yaa3	-	-	-	-	-	-	Wyveczkb	3sA	-	-	3pM+475	-	-
U	EWC	920.000	-	Prr	QQQ	-	-	-	-	-	Sckkfcck	3sS	-	-	3fC+150	-	-
A-2	ZML	5.000	-	Uff3	-	-	-	-	-	-	Kyrcbjio	3tF	-	-	3qK+475	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	GSI	47.770	-	Xb2	-	-	-	-	-	-	Eprva	-	-	-	0.039%	-	-
X-2	PXU	869.000	-	Wkk	-	PPP	-	-	-	-	Bqxlcvkf	3oZ	-	-	3fH+142	-	-
Lefhdz	CQW	87.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-1	CBI	659.000	-	Ftt	-	VVV	-	-	-	-	Lcwedhhq	3wE	-	-	3gI+140	-	-
D	ENQ	93.000	-	Q2	-	-	-	-	-	-	Gmzqadab	3tU	-	-	3oG+275	-	-
N	MVH	51.000	-	Aq3	-	-	-	-	-	-	Iwdbdeaq	3vL	-	-	3vO+555	-	-
S-1	GFC	48.840	-	Uq2	-	-	-	-	-	-	Nmysabdz	3rN	-	-	3pI+190	-	-
Z	ESW	67.000	-	Tll3	-	-	-	-	-	-	Xdpytjkd	3mH	-	-	3jJ+380	-	-
M	UGD	24.000	-	Z3	-	-	-	-	-	-	Xjmjfwyh	3gL	-	-	3gS+675	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-K	VUB	59.000	-	-	PP	-	-	-	-	-	Bxwsxyfx	3qT	-	-	3gH+555	-	-
U-1I	BWH	523.000	-	Cuu	RRR	-	-	-	-	-	Iujzbqfy	3pA	-	-	3oG+124	-	-
E2U	CMF	40.000	-	-	EE	-	-	-	-	-	Gwklsmuy	3eI	-	-	3tS+176	-	-
U-S	MPX	38.000	-	-	T	-	-	-	-	-	Cevwhjyz	3xT	-	-	3mA+255	-	-
D-R	CHM	69.000	-	-	III	-	-	-	-	-	Wbxyjpxv	3cL	-	-	3gU+360	-	-

Tranche Comments

U-1I: Registration: 144X/Tof U; E2U: Registration: 144A/Pwp C; U-S: Registration: 144R/Das R; D-R: Registration: 144U/Ezj G; X-K: Registration: 144W/Iry U;

Deal Comments

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