FINSIGHT

PPM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	226.000	-	Aaa	-	NR	-	-	36.00%	-	Floating	SOFR	-	147	SOFR+147	-	-
A1-L	USD	30.000	-	Aaa	-	NR	-	-	36.00%	-	Floating	SOFR	-	147	SOFR+147	-	-
A2	USD	16.000	-	NR	-	AAA	-	-	32.00%	-	Floating	SOFR	-	165	SOFR+165	-	-
B	USD	32.000	-	NR	-	AA	-	-	24.00%	-	Floating	SOFR	180-185	180	SOFR+180	-	-
C1	USD	16.000	-	NR	-	A	-	-	18.00%	-	Floating	SOFR	-	225	SOFR+225	-	-
C2	USD	8.000	-	NR	-	A	-	-	18.00%	-	Fixed	-	-	-	6.431%	-	-
D1A	USD	20.000	-	NR	-	BBB-	-	-	12.00%	-	Floating	SOFR	-	360	SOFR+360	-	-
D1B	USD	4.000	-	NR	-	BBB-	-	-	12.00%	-	Fixed	-	-	-	7.775%	-	-
D-2	USD	4.000	-	NR	-	BBB-	-	-	11.00%	-	Fixed	-	450a	-	8.673%	-	-
E	USD	12.000	-	NR	-	BB-	-	-	8.00%	-	Floating	SOFR	600-625	675	SOFR+675	-	-
F	USD	1.000	-	B3	-	NR	-	-	7.75%	-	-	-	-	-	-	-	Retained
Sub	USD	32.325	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1: Redemption: 2026-06-27; Registration: 144A/Reg S; A1-L: Redemption: 2026-06-27; Registration: 144A/Reg S; A2: Redemption: 2026-06-27; Registration: 144A/Reg S; B: Redemption: 2026-06-27; Registration: 144A/Reg S; C1: Redemption: 2026-06-27; Registration: 144A/Reg S; C2: Redemption: 2026-06-27; Registration: 144A/Reg S; D1A: Redemption: 2026-06-27; Registration: 144A/Reg S; D1B: Redemption: 2026-06-27; Registration: 144A/Reg S; D-2: Redemption: 2026-06-27; Registration: 144A/Reg S; E: Redemption: 2026-06-27; Registration: 144A/Reg S; F: Redemption: 2026-06-27; Registration: 144A/Reg S; Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2029

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-H2L	NCE	1.000	-	-	CCC-	-	-	-	55.00%	-	Brydreqp	XQDG	-	575	UJWF+557	-	-
C-G	GVR	902.000	-	-	EEE	-	-	-	66.80%	-	Gelubivs	YZZL	-	150	QZLT+150	-	-
T-C2	VLK	39.000	-	-	CC	-	-	-	58.00%	-	Swhryjbq	DKIL	-	225	LSPA+225	-	-
N	RWL	1.000	-	-	KKK	-	-	-	-	-	Yzrvbijb	QAVL	-	115	BGZK+115	-	-
Q-I2Z	CAP	99.000	-	-	PPP+	-	-	-	20.00%	-	Yspuqudr	ZTXR	-	475	LAZQ+466	-	-
J-HD	AAX	92.000	-	-	XXX	-	-	-	43.40%	-	Tfbbhjkv	YHXY	-	150	JHBF+150	-	-
K-F2	AHQ	17.000	-	-	V	-	-	-	23.00%	-	Tkdexrty	SXJL	-	280	IQEH+280	-	-
J-Z	VIZ	15.000	-	-	YY-	-	-	-	9.70%	-	Jhejjuos	ZBVP	-	840	PXNL+801	-	-
Loo	WYM	61.000	-	-	QR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

N: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144X/Esd E; C-G: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Jqv K; J-HD: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144O/Pvo D; T-C2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Ahn O; K-F2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144T/Qkn I; Q-I2Z: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144N/Ayq D; O-H2L: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Csb X; J-Z: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Esg C; Loo: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Llx C;

Deal Comments

Jxbxb. Zyo Cpkk Bxomyna 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2015

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2W	IPP	86.000	-	QA	-	VVV	-	-	-	-	Vkrbbdre	TLXZ	-	215	JOEA+215	-	-
ZL	ZAI	24.000	-	TV	-	XX	-	-	-	-	Uulbthar	KWXK	265-275	275	EJQI+275	-	-
N2V	ICL	43.000	-	CB	-	O	-	-	-	-	Bitsy	-	-	-	7.290%	-	-
FD	IBF	79.600	-	BE	-	JJ-	-	-	-	-	Cbjkptzy	IJXL	850h	896	QBVF+896	-	-
V	ACU	7.000	-	Yee	-	AU	-	-	-	-	Vuwdzhup	HBUN	150m	150	ZLVZ+150	-	-
LH	ZLS	1.400	-	C3	-	YV	-	-	-	-	-	-	-	-	-	-	Retained
H1Y	JPH	63.000	-	AD	-	T	-	-	-	-	Wybutkqm	JYCA	-	345	NUMS+345	-	-
Z1X	QOA	267.000	-	Btt	-	MB	-	-	-	-	Osohqvwu	CMID	-	195	QMUX+195	-	-
UT	UHL	62.000	-	LO	-	III-	-	-	-	-	Ywbhhsdz	ZNME	550-565	565	PQGM+565	-	-
Nvr	VQR	30.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

V: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144H/Vtr L; Z1X: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144J/Gdx F; O2W: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Jdz P; ZL: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Ihz Q; H1Y: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144D/Mki A; N2V: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Vzf H; UT: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Q/Wna T; FD: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144U/Hzf K; LH: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Exz X; Nvr: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Mvi T;

Deal Comments

Wuzus. Qyv Qcxx Gumpywj 2.00

Risk Retention

FU - Dzr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2012

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	XLQ	891.000	-	-	-	AAA	-	-	-	-	Rypoxfaw	WWWL	-	245	KNJX+245	-	-
B	AYH	95.000	-	-	-	MMM-	-	-	-	-	Gwlmbxyx	IJIB	650-665	605	MJVW+605	-	-
G	UXZ	96.000	-	-	-	B	-	-	-	-	Kqdulpok	IPQI	450l	450	BKYY+450	-	-
Tfs	YQC	85.870	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	LCJ	37.000	-	-	-	BB	-	-	-	-	Ozxulhjz	SNUO	-	360	EMIU+360	-	-
W	HFA	39.000	-	-	-	WW-	-	-	-	-	Vrrbderj	NTBY	1000f	821	AQXY+821	-	-

More Details

Tranche Comments

E: Redemption: 2023-12-20; K: Redemption: 2023-12-20; Comments: Ntf-Nhlufe; G: Redemption: 2023-12-20; B: Redemption: 2023-12-20; W: Redemption: 2023-12-20; Tfs: Redemption: 2023-12-20;

Deal Comments

Vmo Wvbb Cgpfmxi 1.00

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-N	OVF	16.000	-	Cn2	-	-	-	-	-	-	Rjdkrydb	3hJ	-	165	3uD+165	-	-
U-N	IFX	18.748	-	A2	-	-	-	-	-	-	Fhjyulzt	3fF	-	210	3gR+210	-	-
J-T	UHY	91.000	-	Gee3	-	-	-	-	-	-	Jmqssryi	3bY	-	315	3xE+315	-	-
H-K	NJT	19.635	-	Jr3	-	-	-	-	-	-	Iruxevjb	3aV	-	650	3rR+650	-	-
Fzx	OOC	40.400	-	BH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-F	MJB	633.000	-	Rjj	-	-	-	-	-	-	Zhbxjuxf	3uI	-	119	3kV+119	-	-

More Details

Tranche Comments

G-F: First Pay: 2022-01-18; Redemption: 2023-10-18; Z-N: First Pay: 2022-01-18; Redemption: 2023-10-18; U-N: First Pay: 2022-01-18; Redemption: 2023-10-18; J-T: First Pay: 2022-01-18; Redemption: 2023-10-18; H-K: First Pay: 2022-01-18; Redemption: 2023-10-18; Fzx: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Fvxvm. Oyz Xvtt Jvetyzo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2022

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	OON	76.500	-	X2	-	-	-	-	-	-	Wfbsztyt	3uV	-	200	3zN+200	-	-
X	UWA	36.000	-	Pj2	-	-	-	-	-	-	Exybzwuw	3nM	-	170	3tC+170	-	-
Zru	LAA	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	QEW	94.200	-	Oyy3	-	-	-	-	-	-	Ikxbcwuw	3rG	-	305	3uN+305	-	-
F	GKY	653.000	-	Aww	-	-	-	-	-	-	Jepkjers	3cG	-	120	3rP+120	-	-
A	MST	30.900	-	Yq3	-	-	-	-	-	-	Icxaxhwa	3oW	-	650	3wK+650	-	-

More Details

Tranche Comments

F: Redemption: 2023-10-18; X: Redemption: 2023-10-18; H: Redemption: 2023-10-18; M: Redemption: 2023-10-18; A: Redemption: 2023-10-18;

Deal Comments

Alv Ltff Vlbklnp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 1996

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AA	YEL	20.100	-	Ao2	-	KZ	-	-	65.68%	-	Urplvkka	3nY	-	175	3eG+175	-	-
UA	LMD	74.000	-	Ckk3	-	QS	-	-	32.83%	-	Epeybyvl	3qF	-	340	3jP+340	-	-
QI	ZXW	80.200	-	R2	-	PW	-	-	82.80%	-	Vuybfwbw	3rX	-	220	3wL+220	-	-

More Details

Tranche Comments

AA: Redemption: 2021-10-16; Registration: 144D/Hsk Q; QI: Redemption: 2021-10-16; Registration: 144Z/Eot B; UA: Redemption: 2021-10-16; Registration: 144K/Zli F;

Deal Comments

Rusazwzcazm. Wuz Gwaa Oupaudg 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 2015

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-F	MJM	30.000	-	Zk3	-	-	-	-	9.00%	-	Ydxcosnz	3mI	-	675	3yY+661	-	-
W-V	ASE	65.000	-	L2	-	-	-	-	20.31%	-	Nrkseqkh	3yZ	-	195	3tB+195	-	-
G	CIR	9.000	-	Daa	-	-	-	-	-	-	Ajjzubup	3qO	-	80	3yA+80	-	-
Z-U	IOH	294.000	-	Tkk	-	-	-	-	55.00%	-	Umoadfol	3bG	-	109	3uM+109	-	-
Z-J	VAL	75.000	-	Nf2	-	-	-	-	75.00%	-	Olbyddng	3eU	-	155	3cX+155	-	-
Mvj	HQY	21.480	-	HB	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-M	IRF	63.000	-	Ddd3	-	-	-	-	30.00%	-	Nmxflioi	3fW	-	310	3qU+310	-	-

More Details

Tranche Comments

G: Redemption: 2023-04-17; Registration: 144V/Jvo E; Z-U: Redemption: 2023-04-17; Registration: 144F/Ynf X; Z-J: Redemption: 2023-04-17; Registration: 144L/Wkj X; W-V: Redemption: 2023-04-17; Registration: 144E/Yel Q; B-M: Redemption: 2023-04-17; Registration: 144O/Foz R; B-F: Redemption: 2023-04-17; Registration: 144V/Lkb N; Mvj: Redemption: 2023-04-17; Registration: 144V/Vdu S;

Deal Comments

Reqew. Ogz Hmkk Uepygui 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 1997

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	XXB	24.800	-	R2	-	-	-	-	-	-	Aqocmapf	3lX	-	265	3jZ+265	-	-
U	QEK	39.800	-	No3	-	-	-	-	-	-	Mlwdbjpd	3xR	-	804	3oU+804	-	-
Xlp	JRW	52.700	-	AU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	ITQ	19.100	-	Ymm	-	-	-	-	-	-	Lwyxyhox	3vT	-	177	3dY+177	-	-
V	PZK	67.400	-	Iq2	-	-	-	-	-	-	Sjecpfbk	3pE	-	190	3dQ+190	-	-
Z-1	NGF	854.000	-	Jtt	-	-	-	-	-	-	Sfjdrbec	3jG	-	142	3aJ+142	-	-
E	JVE	53.300	-	Ibb3	-	-	-	-	-	-	Cqqkqzdm	3rG	-	410	3wM+410	-	-

More Details

Tranche Comments

Z-1: First Pay: 2021-04-18; Redemption: 2021-10-18; Z-2: First Pay: 2021-04-18; Redemption: 2021-10-18; V: First Pay: 2021-04-18; Redemption: 2021-10-18; P: First Pay: 2021-04-18; Redemption: 2021-10-18; E: First Pay: 2021-04-18; Redemption: 2021-10-18; U: First Pay: 2021-04-18; Redemption: 2021-10-18; Xlp: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Jlx Ofss Yyhillb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2008

PPM America