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-H	EQK	68.400	-	-	NNN-	-	-	-	-	-	Znwjumsn	3aP	-	-	3xW+255	-	-
W-G	JYB	61.000	-	-	OO-	-	-	-	-	-	Kckjcuhc	3qG	-	-	3cD+520	-	-
W-K	ESJ	77.600	-	-	GG	-	-	-	-	-	Kplpzwif	3rV	-	-	3qT+125	-	-
F-D	GEW	8.100	-	-	L-	-	-	-	-	-	Xtesyxtw	3zK	-	-	3vT+675	-	-
H-E	ZWL	503.600	-	Brr	UUU	-	-	-	-	-	Uyvfpwbd	3aH	-	-	3sT+80	-	-
Jehlsv	XWR	91.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D-Y	RCN	12.000	-	-	G	-	-	-	-	-	Brfrxisp	3aL	-	-	3bY+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
C-H	UEE	231.000	-	Enn	-	SSS	-	-	-	-	Kmofxdbq	3tM	-	-	3uV+115	-	-
G-I	IMN	47.500	-	S2	-	-	-	-	-	-	Amdppjzm	3bB	-	-	3mW+220	-	-
O-O	BNU	60.000	-	Ml2	-	-	-	-	-	-	Bcvccuex	3jA	-	-	3qQ+150	-	-

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Deal Comments

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Refinancing

Yes

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1G	OOG	923.000	-	Tee	-	EEE	-	-	-	-	Ouulkvqu	3zF	-	-	3hI+115	-	-
Z-Y	EWH	21.870	-	Z2	-	-	-	-	-	-	Ycxxjfvb	3iY	-	-	3fU+220	-	-
D2C	ONJ	55.100	-	Ny2	-	-	-	-	-	-	Asccrqng	3lI	-	-	3zW+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
C-1Z	BUV	329.000	-	Css	HHH	-	-	-	-	-	Puovhced	3qF	-	-	3mW+113	-	-
I2V	VQD	46.000	-	-	XX	-	-	-	-	-	Zvceowmb	3yN	-	-	3bY+155	-	-
L-O	QSO	26.000	-	-	E	-	-	-	-	-	Rltbelty	3vK	-	-	3tA+225	-	-

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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
W-1T	PIU	88.200	-	U2	-	-	-	-	-	-	Ipvzalwe	3uR	-	-	3pG+265	-	-
T-1E	HVV	35.000	-	Pu2	-	-	-	-	-	-	Spvjdzjt	3gY	-	-	3hZ+180	-	-
W-J	TGT	953.900	-	Nmm	QQQ	-	-	-	-	-	Lmmjjpfn	3oD	-	-	3fU+132	-	-
S-2Z	BHM	21.000	-	Di2	-	-	-	-	-	-	Zhwmw	-	-	-	0.037%	-	-
T-2Q	ZJO	54.000	-	P2	-	-	-	-	-	-	Xhxsd	-	-	-	0.046%	-	-

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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
R	BVA	2.500	-	Nff	KKK	-	-	-	-	-	Shybymcp	3pO	-	-	3cY+100	-	-
H	KQH	78.000	-	Zw2	-	-	-	-	-	-	Gvshxmkj	3sM	-	-	3fH+190	-	-
Z	HVX	724.000	-	Xyy	YYY	-	-	-	-	-	Rxebahkf	3sY	-	-	3rW+145	-	-
T	WTK	13.000	-	Tc3	-	-	-	-	-	-	Kuofvxxj	3jZ	-	-	3qY+775	-	-
Zcumxh	ESL	28.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	IJN	33.800	-	L2	-	-	-	-	-	-	Oyfjupnb	3rQ	-	-	3dD+260	-	-
P	ILX	45.200	-	Gtt3	-	-	-	-	-	-	Ukcbudwq	3cW	-	-	3zJ+420	-	-

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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
I-2	TIV	91.000	-	Wy2	-	-	-	-	-	-	Bxkzwobj	3cH	-	-	3iM+215	-	-
D-2	CVU	3.000	-	Hjj3	-	-	-	-	-	-	Brehbcxt	3wT	-	-	3mX+475	-	-
X	COC	647.000	-	Wee	JJJ	-	-	-	-	-	Ozyxtwsv	3sE	-	-	3eG+150	-	-
T-1	ZKJ	74.400	-	Fii3	-	-	-	-	-	-	Ubzdxwrc	3aV	-	-	3wB+475	-	-
B	QCH	34.600	-	Y2	-	-	-	-	-	-	Jkvbobeo	3bJ	-	-	3oJ+325	-	-
H-1	BXH	55.000	-	Gu2	-	-	-	-	-	-	Ukwoveyp	3vX	-	-	3mM+225	-	-
Lrpiml	YZJ	39.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	ZXK	5.400	-	Mii	HHH	-	-	-	-	-	Fwmpvhii	3mV	-	-	3bR+100	-	-
K	LTJ	80.000	-	Qb3	-	-	-	-	-	-	Rwjcfaoo	3wU	-	-	3nT+890	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	PTY	71.000	-	Yzz3	-	-	-	-	-	-	Njybqyro	3tX	-	-	3zU+380	-	-
T	VTM	44.000	-	Rz3	-	-	-	-	-	-	Vjwcbemy	3hT	-	-	3cM+555	-	-
Dmhgbz	RVJ	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N-1	MRU	33.220	-	Do2	-	-	-	-	-	-	Oqqaekvp	3mI	-	-	3uM+190	-	-
H-2	TTB	20.870	-	Rb2	-	-	-	-	-	-	Dgrla	-	-	-	0.039%	-	-
R-1	JPY	402.000	-	Iff	-	QQQ	-	-	-	-	Nfekletl	3dC	-	-	3gK+140	-	-
Q	ETX	79.000	-	N2	-	-	-	-	-	-	Rpudvxsh	3tR	-	-	3cK+275	-	-
U	PQU	32.000	-	Y3	-	-	-	-	-	-	Dujsklfx	3tB	-	-	3hV+675	-	-
U-2	WFQ	753.000	-	Tjj	-	UUU	-	-	-	-	Oxdowpsb	3oN	-	-	3bY+142	-	-

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L2Q	MLY	21.000	-	-	PP	-	-	-	-	-	Idxrzqff	3bS	-	-	3yS+176	-	-
I-K	XSN	81.000	-	-	III	-	-	-	-	-	Tykzbsdn	3dX	-	-	3gX+360	-	-
X-1R	XLB	225.000	-	Joo	LLL	-	-	-	-	-	Bskldyie	3nO	-	-	3dC+124	-	-
F-P	YQB	83.000	-	-	V	-	-	-	-	-	Qulmeiag	3eV	-	-	3kS+255	-	-
A-J	FYH	34.000	-	-	II	-	-	-	-	-	Gyfhwdoe	3bQ	-	-	3pC+555	-	-

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Tranche Comments

X-1R: Registration: 144Q/Ewv Z; L2Q: Registration: 144O/Qcx F; F-P: Registration: 144U/Dpv Z; I-K: Registration: 144V/Ion E; A-J: Registration: 144C/Dtt B;

Deal Comments

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