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

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-I	HZT	4.200	-	-	A-	-	-	-	-	-	Ccljfidy	3fS	-	-	3fS+675	-	-
H-Y	HEK	96.000	-	-	SS-	-	-	-	-	-	Erwdbyaz	3xL	-	-	3uV+520	-	-
A-D	JRY	842.500	-	Yhh	AAA	-	-	-	-	-	Scuhtvho	3tD	-	-	3wV+80	-	-
C-S	NIG	94.400	-	-	ZZ	-	-	-	-	-	Wofqzozf	3oQ	-	-	3xA+125	-	-
E-W	WWI	81.000	-	-	M	-	-	-	-	-	Eqwkofds	3pP	-	-	3kO+150	-	-
V-U	MAB	13.900	-	-	ZZZ-	-	-	-	-	-	Gxjrauzx	3qD	-	-	3zT+255	-	-
Xjfecl	OGJ	48.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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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
O-R	VFY	623.000	-	Goo	-	FFF	-	-	-	-	Qdjdoxed	3kO	-	-	3iZ+115	-	-
C-S	KFP	73.000	-	Ow2	-	-	-	-	-	-	Fackzvai	3aX	-	-	3bT+150	-	-
V-P	WXM	23.170	-	E2	-	-	-	-	-	-	Uxjwzsjw	3gT	-	-	3xB+220	-	-

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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
C-1E	CNJ	617.000	-	Yoo	-	HHH	-	-	-	-	Lskulpbg	3wY	-	-	3zQ+115	-	-
Z2I	YZN	76.900	-	Cr2	-	-	-	-	-	-	Zsrfbtxz	3dP	-	-	3eE+150	-	-
Z-W	WQC	76.340	-	L2	-	-	-	-	-	-	Nkuzsjsv	3bM	-	-	3kD+220	-	-

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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
J-O	JYZ	89.000	-	-	Y	-	-	-	-	-	Fuxsxccd	3sQ	-	-	3vG+225	-	-
D-1L	TXH	176.000	-	Akk	RRR	-	-	-	-	-	Jvrukmrm	3yL	-	-	3bD+113	-	-
Y2K	ULS	74.000	-	-	MM	-	-	-	-	-	Cupfrtbr	3vF	-	-	3rG+155	-	-

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Deal Comments

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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
S-2D	EZK	50.000	-	Ej2	-	-	-	-	-	-	Lshlt	-	-	-	0.037%	-	-
W-E	TGQ	988.140	-	Nkk	PPP	-	-	-	-	-	Xeyezbpq	3wU	-	-	3dA+132	-	-
O-1G	QNV	47.000	-	Im2	-	-	-	-	-	-	Nvpbtsrl	3jS	-	-	3sY+180	-	-
V-2G	VLN	15.000	-	W2	-	-	-	-	-	-	Lmjbi	-	-	-	0.046%	-	-
M-1N	JKY	52.400	-	L2	-	-	-	-	-	-	Ivvmjqhk	3iA	-	-	3wQ+265	-	-

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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
M	JZM	862.000	-	Uzz	DDD	-	-	-	-	-	Vxuykuzz	3fZ	-	-	3oU+145	-	-
P	TPA	95.100	-	Kww3	-	-	-	-	-	-	Evsewsfv	3xQ	-	-	3xI+420	-	-
Scblub	URC	71.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	OLA	89.500	-	J2	-	-	-	-	-	-	Rwuxpsrk	3sN	-	-	3rX+260	-	-
D	TQR	94.000	-	Hy3	-	-	-	-	-	-	Vxyuydho	3aT	-	-	3mP+775	-	-
S	HZD	9.100	-	Pww	LLL	-	-	-	-	-	Nrbycqsx	3cP	-	-	3pT+100	-	-
F	HYC	11.000	-	Zd2	-	-	-	-	-	-	Mfdptmtk	3kI	-	-	3yL+190	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	ROD	39.000	-	Ts3	-	-	-	-	-	-	Weyjpdzq	3fH	-	-	3tL+890	-	-
C	HEG	2.800	-	Ekk	JJJ	-	-	-	-	-	Afsfwmbh	3gL	-	-	3rU+100	-	-
Kexgwt	AEX	83.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-2	QNZ	98.000	-	Rv2	-	-	-	-	-	-	Tcpeofqv	3yX	-	-	3bR+215	-	-
I	VBN	990.000	-	Vll	LLL	-	-	-	-	-	Pzhuywxi	3uL	-	-	3gL+150	-	-
Q-1	CAA	96.000	-	Gl2	-	-	-	-	-	-	Rvdwwmih	3hN	-	-	3xE+225	-	-
L-2	MKG	4.000	-	Uww3	-	-	-	-	-	-	Vyqvsydm	3hB	-	-	3fK+475	-	-
M	ZBB	23.200	-	M2	-	-	-	-	-	-	Zxeusriv	3qW	-	-	3fC+325	-	-
C-1	JUY	93.200	-	Izz3	-	-	-	-	-	-	Amzohlpt	3cB	-	-	3tF+475	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	OHU	80.000	-	Jx3	-	-	-	-	-	-	Mwcuyqzt	3sT	-	-	3eT+555	-	-
L-2	NTI	899.000	-	Eff	-	RRR	-	-	-	-	Jjmwmqei	3iA	-	-	3gH+142	-	-
W-1	NHZ	809.000	-	Acc	-	XXX	-	-	-	-	Cxuwpiwy	3mL	-	-	3hS+140	-	-
U-2	PFH	67.220	-	Hp2	-	-	-	-	-	-	Ftvbd	-	-	-	0.039%	-	-
Iorsmb	MJJ	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	OEB	35.000	-	N3	-	-	-	-	-	-	Gzddpqxn	3oW	-	-	3dJ+675	-	-
O	QBL	40.000	-	Mgg3	-	-	-	-	-	-	Tbczqfsk	3cD	-	-	3bN+380	-	-
Q	NFI	58.000	-	N2	-	-	-	-	-	-	Nbfzatqp	3sH	-	-	3qK+275	-	-
S-1	MNB	96.590	-	Df2	-	-	-	-	-	-	Msjkqmye	3qP	-	-	3zB+190	-	-

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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
D-K	VKI	46.000	-	-	U	-	-	-	-	-	Ydywdrwj	3sM	-	-	3nK+255	-	-
O-1C	PCX	370.000	-	Dll	CCC	-	-	-	-	-	Asdjsmse	3sJ	-	-	3wW+124	-	-
L2P	XFZ	24.000	-	-	EE	-	-	-	-	-	Pkkxtdzp	3aR	-	-	3vD+176	-	-
A-U	RKK	65.000	-	-	GGG	-	-	-	-	-	Gfffyvvt	3aR	-	-	3tU+360	-	-
O-Z	RPY	65.000	-	-	QQ	-	-	-	-	-	Qjzoxlto	3wM	-	-	3dG+555	-	-

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Tranche Comments

O-1C: Registration: 144E/Hzh L; L2P: Registration: 144H/Yof W; D-K: Registration: 144L/Tzz J; A-U: Registration: 144G/Fol Q; O-Z: Registration: 144G/Rvx W;

Deal Comments

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