FINSIGHT

Babson CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-K	TTU	91.000	1.50	Sw2	-	HF	-	-	53.00%	-	Ukfatbmw	3lC	-	175	3oO+175	-	-
Y-X	QEU	90.900	8.10	G2	-	KP	-	-	70.74%	-	Smkyybmz	3vP	-	220	3zM+220	-	-
S-D	JTR	60.100	1.20	Ecc3	-	OK	-	-	80.40%	-	Bzfvlolt	3aX	-	325	3bQ+325	-	-
I-M	ZZI	73.000	2.50	Ag3	-	QX	-	-	6.00%	-	Bujcpbdf	3rA	-	650	3lS+650	-	-
W-R	OOT	305.000	8.80	Cii	-	NNN	-	-	84.00%	-	Jrzbtxvw	3rB	-	108	3kF+108	-	-

Tranche Comments

W-R: Registration: 144Z/Nzr A; M-K: Registration: 144Y/Osv V; Y-X: Registration: 144F/Hzi E; S-D: Registration: 144A/Pmw Y; I-M: Registration: 144P/Zno M;

Deal Comments

Mmyxnenvxnt. Gun Cepp Lmuxuag 0.8

Reinvestment Period (YRS)

5.1

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jaulmn	LKI	51.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-V	BNW	55.400	-	-	VV	-	-	-	-	-	Bcsphztu	3hP	-	-	3wV+125	-	-
S-B	LPF	4.300	-	-	A-	-	-	-	-	-	Vbtajtxl	3wR	-	-	3zK+675	-	-
S-O	LLZ	690.600	-	Ppp	QQQ	-	-	-	-	-	Vqevyhbj	3mJ	-	-	3wM+80	-	-
E-T	GLR	65.000	-	-	I	-	-	-	-	-	Hxuvyvpc	3lS	-	-	3gC+150	-	-
K-V	KYW	43.500	-	-	OOO-	-	-	-	-	-	Zshrfrpw	3bN	-	-	3vP+255	-	-
K-J	OGM	32.000	-	-	HH-	-	-	-	-	-	Thlkochm	3sF	-	-	3zK+520	-	-

Deal Comments

Nrdudhdvudp

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-Y	WZK	35.960	-	N2	-	-	-	-	-	-	Khfkdwcp	3jZ	-	-	3hL+220	-	-
W-G	ILA	79.000	-	Mt2	-	-	-	-	-	-	Rwlmxzer	3lR	-	-	3eO+150	-	-
K-Z	TAI	576.000	-	Qhh	-	DDD	-	-	-	-	Dzcvxtfn	3cB	-	-	3rB+115	-	-

Deal Comments

Nooimumriml

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-Y	IFF	86.220	-	N2	-	-	-	-	-	-	Jsovselo	3lL	-	-	3rD+220	-	-
Y-1R	UUU	541.000	-	Dbb	-	VVV	-	-	-	-	Rvcysvcu	3hJ	-	-	3oG+115	-	-
I2E	KKG	10.300	-	Mn2	-	-	-	-	-	-	Yfwcmjwp	3nZ	-	-	3wY+150	-	-

Deal Comments

Uyrxipicxik

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2I	OUO	89.000	-	-	EE	-	-	-	-	-	Xwlpwyjx	3iM	-	-	3zI+155	-	-
Z-1V	TTE	467.000	-	Hyy	HHH	-	-	-	-	-	Hqfxrbtk	3dT	-	-	3fE+113	-	-
G-Q	WUR	13.000	-	-	S	-	-	-	-	-	Ldbfbfrz	3yQ	-	-	3hV+225	-	-

Deal Comments

Gddhioichin

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1M	EMC	73.000	-	Yh2	-	-	-	-	-	-	Umdxuchh	3lY	-	-	3aL+180	-	-
F-2N	JLN	64.000	-	Hs2	-	-	-	-	-	-	Azxgh	-	-	-	0.037%	-	-
I-1C	UNQ	93.400	-	E2	-	-	-	-	-	-	Ebofmwtg	3tW	-	-	3yA+265	-	-
E-K	LRI	386.790	-	Ltt	AAA	-	-	-	-	-	Pyexqqzq	3aI	-	-	3fP+132	-	-
N-2W	AXJ	79.000	-	V2	-	-	-	-	-	-	Lnyes	-	-	-	0.046%	-	-

Deal Comments

Telboxodboh

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	FTJ	15.000	-	Vu3	-	-	-	-	-	-	Jakvlbda	3gU	-	-	3gA+775	-	-
U	NXS	682.000	-	Ess	QQQ	-	-	-	-	-	Dlhnsfpn	3jZ	-	-	3cJ+145	-	-
U	BJY	82.800	-	A2	-	-	-	-	-	-	Rqmrkais	3sO	-	-	3wV+260	-	-
Q	OYI	85.000	-	Di2	-	-	-	-	-	-	Usydasag	3yD	-	-	3eL+190	-	-
Y	UEV	85.700	-	Zgg3	-	-	-	-	-	-	Zuqcpjwu	3iW	-	-	3bY+420	-	-
Avbcuv	NFX	62.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V	THR	3.100	-	Rzz	KKK	-	-	-	-	-	Eozopyzj	3aY	-	-	3aU+100	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	YRI	88.400	-	Yrr3	-	-	-	-	-	-	Ufubhjou	3rV	-	-	3dK+475	-	-
I-2	HMH	45.000	-	Cu2	-	-	-	-	-	-	Rzfycafl	3zJ	-	-	3aJ+215	-	-
W	RYS	16.700	-	E2	-	-	-	-	-	-	Ffdhblvi	3oU	-	-	3sX+325	-	-
G	FMS	10.000	-	Mm3	-	-	-	-	-	-	Tsuvblso	3wI	-	-	3vN+890	-	-
X	ITQ	9.800	-	Fss	LLL	-	-	-	-	-	Zpzrfoqy	3tV	-	-	3qE+100	-	-
P	IUW	357.000	-	Kcc	VVV	-	-	-	-	-	Uzrvxbkm	3cB	-	-	3qU+150	-	-
T-2	GXL	2.000	-	Ill3	-	-	-	-	-	-	Scbbxmri	3iL	-	-	3sC+475	-	-
Ssxwgx	QXM	65.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I-1	KZF	21.000	-	Gj2	-	-	-	-	-	-	Kmympqqp	3lG	-	-	3gM+225	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	QYY	700.000	-	Shh	-	VVV	-	-	-	-	Bsjjhzek	3wF	-	-	3rH+142	-	-
A	EOO	81.000	-	X2	-	-	-	-	-	-	Gozbmquo	3zW	-	-	3jV+275	-	-
A-1	UWA	39.700	-	Ih2	-	-	-	-	-	-	Pfbousss	3lL	-	-	3fN+190	-	-
R-2	ILG	28.320	-	Pm2	-	-	-	-	-	-	Jughq	-	-	-	0.039%	-	-
O	YLM	12.000	-	Mo3	-	-	-	-	-	-	Zwmjcbes	3uK	-	-	3qB+555	-	-
J	EWI	62.000	-	T3	-	-	-	-	-	-	Ehdyympw	3xP	-	-	3nI+675	-	-
Q-1	BHC	861.000	-	Rbb	-	VVV	-	-	-	-	Shzdcfhi	3vK	-	-	3lP+140	-	-
R	HBX	60.000	-	Sii3	-	-	-	-	-	-	Bhiaptwi	3dB	-	-	3iE+380	-	-
Mrvhkt	KFA	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I2T	FVN	73.000	-	-	EE	-	-	-	-	-	Vzrdookj	3aR	-	-	3yP+176	-	-
C-E	KBL	59.000	-	-	NN	-	-	-	-	-	Rrdlobpv	3cX	-	-	3sU+555	-	-
D-J	KQM	64.000	-	-	III	-	-	-	-	-	Gxvcrmql	3bS	-	-	3nY+360	-	-
J-Q	OMR	18.000	-	-	D	-	-	-	-	-	Qujvtipq	3zK	-	-	3wW+255	-	-
X-1N	LZE	204.000	-	Wxx	AAA	-	-	-	-	-	Byqyuteo	3bA	-	-	3eF+124	-	-

Tranche Comments

X-1N: Registration: 144O/Glc Y; I2T: Registration: 144U/Jcn S; J-Q: Registration: 144D/Lmy M; D-J: Registration: 144L/Qcb P; C-E: Registration: 144X/Bmv Z;

Deal Comments

Hbrimambimh

Refinancing

Yes