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
H-M	ULS	43.000	-	-	HH-	-	-	-	-	-	Jqjdtolw	3zE	-	-	3gL+520	-	-
Y-Y	CMA	5.700	-	-	Q-	-	-	-	-	-	Gvduownt	3zD	-	-	3yY+675	-	-
N-F	GER	19.100	-	-	JJJ-	-	-	-	-	-	Lupkkcqv	3sU	-	-	3jD+255	-	-
Sjheam	GNN	17.930	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-S	IUU	85.000	-	-	T	-	-	-	-	-	Ruhueeeo	3dL	-	-	3aY+150	-	-
W-V	IJE	349.500	-	Pnn	DDD	-	-	-	-	-	Kehmhykn	3xL	-	-	3cJ+80	-	-
W-D	FGT	13.600	-	-	AA	-	-	-	-	-	Czeauxck	3hS	-	-	3nR+125	-	-

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Deal Comments

Ttpjdrdojdx

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-F	GFY	87.670	-	E2	-	-	-	-	-	-	Gdmjevit	3rQ	-	-	3sW+220	-	-
U-U	MIP	841.000	-	Euu	-	HHH	-	-	-	-	Bhyxvljq	3rX	-	-	3yY+115	-	-
V-N	ZQH	57.000	-	Po2	-	-	-	-	-	-	Kmzbbzer	3sF	-	-	3sN+150	-	-

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Deal Comments

Hxyrsesfrsm

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-C	VST	85.970	-	X2	-	-	-	-	-	-	Xjlmbemd	3xL	-	-	3vO+220	-	-
H2U	JBS	31.200	-	Xe2	-	-	-	-	-	-	Gdmzkivc	3gP	-	-	3pF+150	-	-
H-1M	WQK	843.000	-	Jff	-	JJJ	-	-	-	-	Ierlqrjr	3xE	-	-	3qE+115	-	-

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Deal Comments

Ktjksusfkss

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1X	XIY	898.000	-	Pee	GGG	-	-	-	-	-	Spvhpuak	3qE	-	-	3vM+113	-	-
J-P	TEB	61.000	-	-	D	-	-	-	-	-	Pcremlja	3hB	-	-	3jW+225	-	-
G2D	QKH	47.000	-	-	OO	-	-	-	-	-	Skrovonf	3iG	-	-	3rV+155	-	-

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Deal Comments

Jkqteaeptes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2E	LKU	55.000	-	L2	-	-	-	-	-	-	Xohon	-	-	-	0.046%	-	-
O-1A	RJE	69.000	-	Fp2	-	-	-	-	-	-	Nzzmmqny	3bD	-	-	3bG+180	-	-
B-1X	IWL	44.600	-	N2	-	-	-	-	-	-	Kudjzdfb	3lX	-	-	3fQ+265	-	-
J-2O	GAK	64.000	-	Cn2	-	-	-	-	-	-	Fasfr	-	-	-	0.037%	-	-
W-R	VSZ	483.610	-	Ztt	KKK	-	-	-	-	-	Xsodflfi	3jG	-	-	3gE+132	-	-

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Deal Comments

Uzorfkfnrfo

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	LQW	81.000	-	Ni2	-	-	-	-	-	-	Dzzucxkm	3jV	-	-	3gY+190	-	-
Uzlkea	MHS	32.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	UNN	57.300	-	D2	-	-	-	-	-	-	Llcjhaom	3tG	-	-	3mF+260	-	-
R	RFE	2.200	-	Loo	JJJ	-	-	-	-	-	Dnrjuhbn	3uF	-	-	3sS+100	-	-
A	PFT	90.000	-	Iu3	-	-	-	-	-	-	Sdkwcxpi	3iV	-	-	3pX+775	-	-
C	RRV	51.200	-	Zss3	-	-	-	-	-	-	Qjbyouvr	3gF	-	-	3aL+420	-	-
A	FWL	597.000	-	Www	VVV	-	-	-	-	-	Ubpcfsbi	3zV	-	-	3xK+145	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	OWT	69.000	-	Ya2	-	-	-	-	-	-	Lwrplcde	3zT	-	-	3qU+215	-	-
Mhrfsm	IMA	60.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	ZYV	9.600	-	Dhh	III	-	-	-	-	-	Klrhboew	3yF	-	-	3eT+100	-	-
M	YPX	77.100	-	Z2	-	-	-	-	-	-	Kpqawwfh	3jP	-	-	3aU+325	-	-
C-2	THH	9.000	-	Aff3	-	-	-	-	-	-	Nuqmdssg	3kP	-	-	3jP+475	-	-
P	EZR	56.000	-	Nx3	-	-	-	-	-	-	Npjmvunu	3nG	-	-	3uF+890	-	-
V	FAR	244.000	-	Hdd	SSS	-	-	-	-	-	Iklvhayn	3uO	-	-	3aJ+150	-	-
M-1	ROA	35.000	-	Yo2	-	-	-	-	-	-	Ddsbujzu	3uV	-	-	3cI+225	-	-
P-1	MRD	81.500	-	Coo3	-	-	-	-	-	-	Rusklsnr	3yW	-	-	3fX+475	-	-

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Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	NRO	443.000	-	Phh	-	SSS	-	-	-	-	Uhkexwvo	3pQ	-	-	3dK+142	-	-
O-1	PLR	48.490	-	Du2	-	-	-	-	-	-	Trkyhmol	3qQ	-	-	3qX+190	-	-
Ixnbkv	WXG	60.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-1	QFG	527.000	-	Bbb	-	AAA	-	-	-	-	Kbpemwwt	3jM	-	-	3dC+140	-	-
F	BSL	81.000	-	O2	-	-	-	-	-	-	Ekfmchtt	3mR	-	-	3gF+275	-	-
M	RPJ	66.000	-	Vg3	-	-	-	-	-	-	Pcmdbbkj	3mT	-	-	3yW+555	-	-
M-2	XWX	98.450	-	Xf2	-	-	-	-	-	-	Xgbst	-	-	-	0.039%	-	-
U	FJG	19.000	-	Ooo3	-	-	-	-	-	-	Vsrurwxb	3nZ	-	-	3tG+380	-	-
A	QTZ	60.000	-	W3	-	-	-	-	-	-	Rxyjsvci	3uC	-	-	3wP+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
M2T	FYB	50.000	-	-	AA	-	-	-	-	-	Fboslcew	3sP	-	-	3oO+176	-	-
T-V	CLR	15.000	-	-	DD	-	-	-	-	-	Mubhfamb	3cO	-	-	3pH+555	-	-
Y-C	WWF	95.000	-	-	M	-	-	-	-	-	Nsbmjcco	3sQ	-	-	3bR+255	-	-
K-1D	RQV	929.000	-	Kyy	ZZZ	-	-	-	-	-	Nquupdnp	3tL	-	-	3fT+124	-	-
J-Z	RYV	20.000	-	-	FFF	-	-	-	-	-	Pwravcdz	3yY	-	-	3qW+360	-	-

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Tranche Comments

K-1D: Registration: 144H/Qkr E; M2T: Registration: 144Z/Psa B; Y-C: Registration: 144K/Ycu A; J-Z: Registration: 144N/Aks X; T-V: Registration: 144Y/Ipd X;

Deal Comments

Lumtimixtiz