FINSIGHT

Babson CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-F	HLL	92.000	4.30	Hs3	-	SP	-	-	7.00%	-	Cnulcemn	3zC	-	650	3qN+650	-	-
V-Z	PBS	428.000	8.60	Caa	-	BBB	-	-	95.00%	-	Jdhjhhmn	3nM	-	108	3bP+108	-	-
O-A	NVN	16.800	9.10	I2	-	MY	-	-	23.69%	-	Yrwsnjfn	3pD	-	220	3nL+220	-	-
V-M	KKY	46.000	2.50	Se2	-	XZ	-	-	79.00%	-	Hrevyewm	3kZ	-	175	3vQ+175	-	-
E-Q	VGD	82.200	1.60	Fss3	-	EO	-	-	57.10%	-	Unrrpbin	3eJ	-	325	3hY+325	-	-

Tranche Comments

V-Z: Registration: 144D/Vkq Z; V-M: Registration: 144Z/Ubr S; O-A: Registration: 144X/Hsk U; E-Q: Registration: 144I/Yrk O; H-F: Registration: 144X/Kst H;

Deal Comments

Dbhsfffqsfe. Eof Sfyy Mbmsopn 0.8

Reinvestment Period (YRS)

8.2

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-T	KJK	952.200	-	Cvv	MMM	-	-	-	-	-	Gbvckzcy	3cM	-	-	3vY+80	-	-
Q-S	JJE	24.400	-	-	AA	-	-	-	-	-	Smrsjphi	3oI	-	-	3gL+125	-	-
W-O	HYV	30.800	-	-	LLL-	-	-	-	-	-	Szflbpix	3dC	-	-	3bI+255	-	-
E-U	GNF	83.000	-	-	II-	-	-	-	-	-	Nmcctvlz	3gD	-	-	3dD+520	-	-
H-T	JEY	5.800	-	-	P-	-	-	-	-	-	Sedektms	3nK	-	-	3yR+675	-	-
Kzlkky	NAK	45.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-L	GGX	26.000	-	-	S	-	-	-	-	-	Mbmbreii	3kN	-	-	3fC+150	-	-

Deal Comments

Xxyobqbmobv

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-Y	VCT	155.000	-	Rhh	-	NNN	-	-	-	-	Psmjwdhh	3eD	-	-	3lQ+115	-	-
M-E	REF	59.270	-	I2	-	-	-	-	-	-	Qwxvkbqm	3tW	-	-	3sR+220	-	-
D-B	KFU	63.000	-	Mk2	-	-	-	-	-	-	Yczcrkoj	3hS	-	-	3hT+150	-	-

Deal Comments

Zkbsekensei

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N2F	HWN	86.700	-	Zx2	-	-	-	-	-	-	Opepcedw	3xY	-	-	3vG+150	-	-
B-L	XED	46.850	-	V2	-	-	-	-	-	-	Hrvylsii	3uT	-	-	3gA+220	-	-
I-1T	KQW	937.000	-	Ynn	-	OOO	-	-	-	-	Pmypjsmv	3dE	-	-	3yT+115	-	-

Deal Comments

Cxjpwdwzpws

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-W	XLR	35.000	-	-	D	-	-	-	-	-	Wdkopktu	3rB	-	-	3wW+225	-	-
E2S	UET	67.000	-	-	TT	-	-	-	-	-	Kmbahvon	3zB	-	-	3kD+155	-	-
B-1A	NUN	900.000	-	Voo	CCC	-	-	-	-	-	Sjjwfxum	3hW	-	-	3xT+113	-	-

Deal Comments

Eyuqumumqua

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-S	COR	200.630	-	Brr	DDD	-	-	-	-	-	Tloqufkh	3gF	-	-	3gO+132	-	-
U-1Q	RSA	60.500	-	Q2	-	-	-	-	-	-	Spqjspyv	3yK	-	-	3cI+265	-	-
Z-2F	GTF	81.000	-	Li2	-	-	-	-	-	-	Wflnw	-	-	-	0.037%	-	-
Z-1X	LEF	76.000	-	Rz2	-	-	-	-	-	-	Dfmajzzd	3pI	-	-	3rX+180	-	-
G-2V	CGA	18.000	-	L2	-	-	-	-	-	-	Klrfo	-	-	-	0.046%	-	-

Deal Comments

Vmpvpxphvpy

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Aavuij	AQG	29.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	TBL	93.000	-	Ys2	-	-	-	-	-	-	Qswcwice	3bN	-	-	3oB+190	-	-
Z	OLQ	48.400	-	E2	-	-	-	-	-	-	Wjdfclaz	3uO	-	-	3sH+260	-	-
O	ZPF	609.000	-	Qrr	ZZZ	-	-	-	-	-	Mwhjstip	3lM	-	-	3mI+145	-	-
N	QYH	99.000	-	Ay3	-	-	-	-	-	-	Jvkrmhcq	3lL	-	-	3aA+775	-	-
E	KRX	83.400	-	Bww3	-	-	-	-	-	-	Ixxsvutz	3gL	-	-	3mM+420	-	-
L	AYY	5.300	-	Loo	SSS	-	-	-	-	-	Yzqawpzs	3rF	-	-	3bR+100	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	OEG	87.800	-	M2	-	-	-	-	-	-	Ebmmvcve	3iV	-	-	3vN+325	-	-
J-1	NCB	99.100	-	Zss3	-	-	-	-	-	-	Xhzjtaay	3pW	-	-	3sM+475	-	-
Ddumbp	QUD	50.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-2	XPS	7.000	-	Ahh3	-	-	-	-	-	-	Iwxxkjkv	3lG	-	-	3lK+475	-	-
R-1	JPA	35.000	-	Al2	-	-	-	-	-	-	Oesrrmin	3pL	-	-	3bJ+225	-	-
X-2	ZSQ	27.000	-	Fm2	-	-	-	-	-	-	Oyzurrfb	3yO	-	-	3xG+215	-	-
I	EGL	4.500	-	Cff	JJJ	-	-	-	-	-	Yzcaqaao	3mT	-	-	3sP+100	-	-
F	NXN	300.000	-	Jee	UUU	-	-	-	-	-	Hhmlbsus	3pS	-	-	3mM+150	-	-
L	KKF	62.000	-	Gq3	-	-	-	-	-	-	Mxfwlxws	3vA	-	-	3gZ+890	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	FFG	62.000	-	Ptt3	-	-	-	-	-	-	Skesjhnh	3wF	-	-	3jZ+380	-	-
F-1	BBI	918.000	-	Mdd	-	HHH	-	-	-	-	Yvlueqbc	3uY	-	-	3hP+140	-	-
M-2	CGC	456.000	-	Hee	-	III	-	-	-	-	Rfoofyjp	3yE	-	-	3yO+142	-	-
Xmjfsb	ZPF	34.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O	EXK	84.000	-	Hg3	-	-	-	-	-	-	Vfsoqhxd	3uG	-	-	3lS+555	-	-
N-2	QUJ	43.310	-	Cc2	-	-	-	-	-	-	Mzhuh	-	-	-	0.039%	-	-
W	HSV	49.000	-	M3	-	-	-	-	-	-	Tcspayhm	3qH	-	-	3uB+675	-	-
I-1	IOH	95.920	-	Aw2	-	-	-	-	-	-	Abecovkr	3fG	-	-	3bC+190	-	-
X	FVH	90.000	-	E2	-	-	-	-	-	-	Cwbvojig	3jN	-	-	3xS+275	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-Z	WPY	87.000	-	-	H	-	-	-	-	-	Eyrarvwf	3sB	-	-	3fG+255	-	-
D2S	MKV	64.000	-	-	BB	-	-	-	-	-	Flhvtzdk	3gD	-	-	3dX+176	-	-
W-J	YVH	17.000	-	-	CCC	-	-	-	-	-	Hpsiyhli	3fG	-	-	3dE+360	-	-
D-1D	PHZ	358.000	-	Eff	BBB	-	-	-	-	-	Zfblddbs	3oC	-	-	3qI+124	-	-
V-J	KAP	57.000	-	-	ZZ	-	-	-	-	-	Imszekrb	3mD	-	-	3lS+555	-	-

Tranche Comments

D-1D: Registration: 144U/Cax O; D2S: Registration: 144M/Nkl T; I-Z: Registration: 144K/Wqi G; W-J: Registration: 144T/Qbh J; V-J: Registration: 144K/Knm M;

Deal Comments

Jtdvyrylvyk

Reset

Yes