FINSIGHT

Babson CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-I	RUK	572.000	6.80	Snn	-	TTT	-	-	38.00%	-	Dxskasbj	3jM	-	108	3xY+108	-	-
T-I	YMI	26.700	2.70	Q2	-	CF	-	-	87.40%	-	Mjxmrpll	3xM	-	220	3rA+220	-	-
D-V	VBZ	52.000	9.50	Zx3	-	GL	-	-	8.00%	-	Tupohlcd	3yR	-	650	3aN+650	-	-
S-D	URO	61.000	2.60	Ma2	-	AQ	-	-	97.00%	-	Jyvfodib	3oK	-	175	3tZ+175	-	-
T-H	UAS	87.100	7.50	Bll3	-	OW	-	-	45.60%	-	Whlkqrqo	3zU	-	325	3rO+325	-	-

Tranche Comments

J-I: Registration: 144M/Ikd G; S-D: Registration: 144E/Pxz B; T-I: Registration: 144B/Dpd R; T-H: Registration: 144N/Cab Q; D-V: Registration: 144C/Awc X;

Deal Comments

Txpfyhyqfyv. Zyy Bhaa Bxzfyuj 0.8

Reinvestment Period (YRS)

2.4

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-F	KXG	516.700	-	Ecc	NNN	-	-	-	-	-	Lcozwicm	3yN	-	-	3mC+80	-	-
N-T	HOF	69.200	-	-	OOO-	-	-	-	-	-	Glhkxmch	3wW	-	-	3hB+255	-	-
Z-W	TIH	65.200	-	-	OO	-	-	-	-	-	Lsmkqcsd	3pA	-	-	3bL+125	-	-
Mzoput	ANP	89.930	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-R	BWF	96.000	-	-	EE-	-	-	-	-	-	Ghlvpqhj	3vB	-	-	3wH+520	-	-
G-A	BAR	3.800	-	-	S-	-	-	-	-	-	Abmfdhot	3mH	-	-	3lL+675	-	-
B-F	ROW	50.000	-	-	A	-	-	-	-	-	Vokdqevo	3eJ	-	-	3bQ+150	-	-

Deal Comments

Mhmkykynkyi

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-W	QRL	61.840	-	H2	-	-	-	-	-	-	Gqubsueg	3jI	-	-	3qD+220	-	-
V-N	QZO	14.000	-	Os2	-	-	-	-	-	-	Mbyldklo	3bF	-	-	3zA+150	-	-
H-W	GFN	503.000	-	Bee	-	EEE	-	-	-	-	Ndlysmbo	3oR	-	-	3cC+115	-	-

Deal Comments

Vtekhjhjkhl

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1Q	KPD	965.000	-	Nrr	-	LLL	-	-	-	-	Mjxpzmsc	3aV	-	-	3iX+115	-	-
Z-N	YMT	18.510	-	N2	-	-	-	-	-	-	Xhskbjas	3hQ	-	-	3dY+220	-	-
M2O	VKF	17.600	-	Lk2	-	-	-	-	-	-	Dvjrvfio	3oQ	-	-	3eU+150	-	-

Deal Comments

Wdbwzqzlwzy

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2T	BCN	66.000	-	-	JJ	-	-	-	-	-	Zwpdwfxn	3iL	-	-	3iR+155	-	-
L-1U	JBW	362.000	-	Rkk	III	-	-	-	-	-	Dzmvepne	3oT	-	-	3uM+113	-	-
E-G	XOJ	48.000	-	-	I	-	-	-	-	-	Bzsquprv	3hI	-	-	3hT+225	-	-

Deal Comments

Jomydtduydj

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2E	NEO	45.000	-	E2	-	-	-	-	-	-	Flkbj	-	-	-	0.046%	-	-
A-1L	VUC	23.000	-	Lf2	-	-	-	-	-	-	Lhbooenm	3dQ	-	-	3wA+180	-	-
Y-2G	FPL	12.000	-	Dm2	-	-	-	-	-	-	Dfxfd	-	-	-	0.037%	-	-
O-1O	OGX	87.400	-	S2	-	-	-	-	-	-	Yqdualyo	3wU	-	-	3oY+265	-	-
Q-N	ICA	667.720	-	Lrr	RRR	-	-	-	-	-	Cwbhhiij	3eF	-	-	3kK+132	-	-

Deal Comments

Kuyqkpkpqka

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	QJI	57.500	-	Vyy3	-	-	-	-	-	-	Ssbbdkeo	3dI	-	-	3tP+420	-	-
A	FSU	478.000	-	Nff	AAA	-	-	-	-	-	Spmokoha	3rF	-	-	3mP+145	-	-
Ohmwhx	KMY	91.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	CKV	70.000	-	Gc2	-	-	-	-	-	-	Bwkmteeb	3fE	-	-	3cE+190	-	-
M	WTF	89.300	-	R2	-	-	-	-	-	-	Zazetita	3mU	-	-	3oE+260	-	-
X	XOV	6.100	-	Cvv	PPP	-	-	-	-	-	Wjdywzbw	3vL	-	-	3aO+100	-	-
Z	IXE	54.000	-	Zg3	-	-	-	-	-	-	Vvzyrwai	3uB	-	-	3uM+775	-	-

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	QKG	92.200	-	Krr3	-	-	-	-	-	-	Mqrffqpm	3mN	-	-	3gR+475	-	-
I	ZQL	56.000	-	Dx3	-	-	-	-	-	-	Wjshlcwk	3sN	-	-	3rO+890	-	-
P-2	CES	88.000	-	Ep2	-	-	-	-	-	-	Puqldmor	3qJ	-	-	3yE+215	-	-
X-2	IAW	7.000	-	Jii3	-	-	-	-	-	-	Jcxxlsde	3tM	-	-	3nK+475	-	-
Zhcgch	ILJ	43.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	EMR	16.300	-	W2	-	-	-	-	-	-	Wlejcqcx	3xT	-	-	3hI+325	-	-
K-1	AVR	70.000	-	Cu2	-	-	-	-	-	-	Jfucvdqm	3dO	-	-	3zU+225	-	-
Q	YBF	551.000	-	Inn	KKK	-	-	-	-	-	Pmsofivc	3gT	-	-	3oB+150	-	-
O	PLP	1.900	-	Xcc	DDD	-	-	-	-	-	Xjchodkj	3dV	-	-	3yX+100	-	-

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	WMJ	170.000	-	Kuu	-	WWW	-	-	-	-	Thfczlil	3hH	-	-	3uX+142	-	-
U	ZVP	89.000	-	Abb3	-	-	-	-	-	-	Ejuhoxps	3gQ	-	-	3sQ+380	-	-
Y-1	OLJ	795.000	-	Frr	-	HHH	-	-	-	-	Ilwmxlqk	3wN	-	-	3pF+140	-	-
Fcbmnq	JRC	81.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	NGJ	22.000	-	C3	-	-	-	-	-	-	Ubzjelde	3rN	-	-	3hE+675	-	-
V-1	NXU	66.100	-	Hi2	-	-	-	-	-	-	Ibuhljlg	3uQ	-	-	3lE+190	-	-
V	BHZ	10.000	-	L2	-	-	-	-	-	-	Mrjsdsvz	3rI	-	-	3lF+275	-	-
T-2	UQJ	85.170	-	Xt2	-	-	-	-	-	-	Kvfww	-	-	-	0.039%	-	-
Z	ZNW	46.000	-	Oz3	-	-	-	-	-	-	Afpjaqof	3sB	-	-	3yO+555	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-A	KTI	87.000	-	-	UU	-	-	-	-	-	Klsfyfes	3jB	-	-	3gM+555	-	-
J-1I	IMH	578.000	-	Wii	JJJ	-	-	-	-	-	Emohqcbe	3eF	-	-	3bI+124	-	-
E2Z	LEA	52.000	-	-	RR	-	-	-	-	-	Zqsvdima	3dH	-	-	3mJ+176	-	-
V-N	KHN	59.000	-	-	LLL	-	-	-	-	-	Wmbyqmsw	3wI	-	-	3oM+360	-	-
D-V	CEN	36.000	-	-	J	-	-	-	-	-	Odefhwjt	3uH	-	-	3vR+255	-	-

Tranche Comments

J-1I: Registration: 144J/Tio P; E2Z: Registration: 144U/Qxy H; D-V: Registration: 144K/Dox H; V-N: Registration: 144D/Dsx Z; H-A: Registration: 144A/Kft Q;

Deal Comments

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