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
Q-I	AYJ	41.800	-	-	GGG-	-	-	-	-	-	Zfmsbbfk	3bC	-	-	3sN+255	-	-
U-X	VPY	428.400	-	Faa	EEE	-	-	-	-	-	Ezbpqdyl	3oZ	-	-	3bS+80	-	-
S-U	MND	86.000	-	-	GG-	-	-	-	-	-	Nbqjoksw	3nK	-	-	3bI+520	-	-
G-F	UYK	6.100	-	-	N-	-	-	-	-	-	Xxvwmhyw	3hU	-	-	3kR+675	-	-
A-N	APH	75.400	-	-	MM	-	-	-	-	-	Zczrdwfj	3cU	-	-	3bK+125	-	-
O-Q	JSF	67.000	-	-	U	-	-	-	-	-	Bhbetvtj	3aA	-	-	3wL+150	-	-
Lhaelu	AGI	20.760	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Deal Comments

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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
L-M	FQQ	554.000	-	Lgg	-	EEE	-	-	-	-	Vcewhxun	3kV	-	-	3dQ+115	-	-
Z-V	FRF	34.330	-	R2	-	-	-	-	-	-	Bkvqqdpf	3yK	-	-	3wJ+220	-	-
M-P	YSG	75.000	-	Sl2	-	-	-	-	-	-	Fwjfkexm	3rP	-	-	3cC+150	-	-

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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
D-V	RBC	52.990	-	E2	-	-	-	-	-	-	Imwujtxi	3qF	-	-	3mP+220	-	-
X-1K	HPS	481.000	-	Qxx	-	QQQ	-	-	-	-	Cywurpay	3hX	-	-	3cB+115	-	-
A2L	FPD	84.500	-	Qi2	-	-	-	-	-	-	Cqsfvjsc	3eE	-	-	3dG+150	-	-

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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
N-1N	AEU	982.000	-	Ooo	GGG	-	-	-	-	-	Decupzcz	3nL	-	-	3eW+113	-	-
I-H	BMA	93.000	-	-	D	-	-	-	-	-	Xpjxjbmr	3hS	-	-	3gI+225	-	-
Y2S	WZQ	28.000	-	-	MM	-	-	-	-	-	Skbfrvzi	3pI	-	-	3vC+155	-	-

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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-1Q	PWP	13.000	-	Ev2	-	-	-	-	-	-	Fjphdznq	3eV	-	-	3tZ+180	-	-
B-2H	HWL	28.000	-	Zr2	-	-	-	-	-	-	Mzzqn	-	-	-	0.037%	-	-
Y-J	HVL	441.460	-	Bww	SSS	-	-	-	-	-	Hmlxhejg	3eR	-	-	3hP+132	-	-
G-2B	LAW	88.000	-	F2	-	-	-	-	-	-	Ogybo	-	-	-	0.046%	-	-
K-1R	OGT	52.500	-	X2	-	-	-	-	-	-	Wjrrbblp	3lA	-	-	3pV+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
B	NJL	77.500	-	N2	-	-	-	-	-	-	Afmpuwzb	3pS	-	-	3tJ+260	-	-
D	YKE	31.000	-	Hw3	-	-	-	-	-	-	Okwsltyv	3hX	-	-	3zL+775	-	-
H	ZZR	557.000	-	Pff	PPP	-	-	-	-	-	Erufkszv	3bY	-	-	3uY+145	-	-
F	UTI	36.000	-	Ib2	-	-	-	-	-	-	Wboxyoqy	3xX	-	-	3eB+190	-	-
D	KEW	4.700	-	Aii	YYY	-	-	-	-	-	Ksraawku	3kX	-	-	3mN+100	-	-
Qnchhw	GOU	79.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O	NPI	49.700	-	Jee3	-	-	-	-	-	-	Jlrcpwel	3rH	-	-	3eL+420	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Aranws	ECW	49.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	AMJ	9.500	-	Ezz	ZZZ	-	-	-	-	-	Tvvfefqf	3jN	-	-	3uL+100	-	-
E-1	VTY	71.000	-	Nf2	-	-	-	-	-	-	Ijpctyiq	3yR	-	-	3mH+225	-	-
X-2	PXG	63.000	-	Eg2	-	-	-	-	-	-	Trbztrco	3kX	-	-	3yW+215	-	-
C-1	LLB	39.500	-	Lxx3	-	-	-	-	-	-	Pljhcubt	3iL	-	-	3tG+475	-	-
Z	ZTI	71.000	-	Gp3	-	-	-	-	-	-	Ajcafjpu	3fE	-	-	3lC+890	-	-
W	NYC	61.100	-	Y2	-	-	-	-	-	-	Qhvckszl	3sY	-	-	3kE+325	-	-
X-2	MBK	1.000	-	Gkk3	-	-	-	-	-	-	Tpudkzur	3xX	-	-	3gM+475	-	-
M	KNF	857.000	-	Jcc	XXX	-	-	-	-	-	Eyyzfdzj	3bG	-	-	3oM+150	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	YWH	79.000	-	B2	-	-	-	-	-	-	Omlkxqxa	3dY	-	-	3kQ+275	-	-
Naezkc	PCP	88.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T-2	QVW	86.450	-	Dr2	-	-	-	-	-	-	Qfcnr	-	-	-	0.039%	-	-
K	KGG	57.000	-	Ijj3	-	-	-	-	-	-	Xuvapfrw	3lM	-	-	3qJ+380	-	-
S	LVT	43.000	-	Ti3	-	-	-	-	-	-	Avkrefqx	3kZ	-	-	3gN+555	-	-
N-1	FMB	133.000	-	Ncc	-	GGG	-	-	-	-	Eqlhaavv	3sC	-	-	3kF+140	-	-
O-2	XEN	578.000	-	Nww	-	SSS	-	-	-	-	Quplskjv	3uQ	-	-	3jP+142	-	-
C-1	IAR	32.350	-	Ls2	-	-	-	-	-	-	Lxlvfmdv	3kJ	-	-	3zV+190	-	-
L	ACZ	63.000	-	T3	-	-	-	-	-	-	Fshclrpp	3gU	-	-	3gW+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
J-1D	LOJ	206.000	-	Xnn	NNN	-	-	-	-	-	Imeuvkuw	3mC	-	-	3kQ+124	-	-
J-I	TRK	36.000	-	-	EE	-	-	-	-	-	Rczxuiob	3pF	-	-	3sB+555	-	-
V-M	JMV	44.000	-	-	HHH	-	-	-	-	-	Fkqvocfl	3vF	-	-	3oX+360	-	-
M2W	OCG	28.000	-	-	MM	-	-	-	-	-	Wuwsrxou	3dK	-	-	3qQ+176	-	-
U-H	HEF	78.000	-	-	W	-	-	-	-	-	Pwcmpbji	3iX	-	-	3cC+255	-	-

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Tranche Comments

J-1D: Registration: 144U/Mdn O; M2W: Registration: 144E/Okb G; U-H: Registration: 144A/Umg Y; V-M: Registration: 144D/Evi T; J-I: Registration: 144Z/Xln Z;

Deal Comments

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