FINSIGHT

PPM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	4.000	-	-	AAA	-	-	-	-	-	Floating	SOFR	-	115	SOFR+115	-	-
A-R	USD	221.000	-	-	AAA	-	-	-	37.50%	-	Floating	SOFR	-	150	SOFR+150	-	-
A-LR	USD	29.000	-	-	AAA	-	-	-	37.50%	-	Floating	SOFR	-	150	SOFR+150	-	-
B-R2	USD	54.000	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	225	SOFR+225	-	-
C-R2	USD	24.000	-	-	A	-	-	-	18.00%	-	Floating	SOFR	-	280	SOFR+280	-	-
D-R2A	USD	20.000	-	-	BBB+	-	-	-	13.00%	-	Floating	SOFR	-	475	SOFR+466	-	-
D-R2B	USD	8.000	-	-	BBB-	-	-	-	11.00%	-	Floating	SOFR	-	575	SOFR+557	-	-
E-R	USD	10.000	-	-	BB-	-	-	-	8.50%	-	Floating	SOFR	-	840	SOFR+801	-	-
Sub	USD	48.000	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; A-R: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; A-LR: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; B-R2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; C-R2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; D-R2A: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; D-R2B: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; E-R: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S; Sub: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2027

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GV	BNN	37.000	-	JM	-	YY	-	-	-	-	Klwybkmv	MLEV	265-275	275	QPEH+275	-	-
MX	AVQ	65.000	-	FM	-	VVV-	-	-	-	-	Ujrsbsro	PBGO	550-565	565	MUQI+565	-	-
Ayc	IGY	48.380	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	TSM	3.000	-	Qxx	-	ST	-	-	-	-	Teluluxd	KSQK	150y	150	BUWW+150	-	-
Q2H	QCL	93.000	-	JL	-	B	-	-	-	-	Ciyec	-	-	-	7.290%	-	-
IW	UUB	82.400	-	HE	-	PP-	-	-	-	-	Khdckupz	KEYX	850i	896	WSTK+896	-	-
JM	BEL	1.600	-	I3	-	BK	-	-	-	-	-	-	-	-	-	-	Retained
X1O	MSC	279.000	-	Akk	-	SA	-	-	-	-	Ufralevr	UENM	-	195	IOAO+195	-	-
J2A	QBA	77.000	-	PI	-	OOO	-	-	-	-	Elplwoxv	WHDP	-	215	UAYZ+215	-	-
O1M	VOB	79.000	-	SB	-	V	-	-	-	-	Xbouyczl	MEDM	-	345	KJYB+345	-	-

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Tranche Comments

R: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Aiq X; X1O: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144J/Pex D; J2A: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Haa R; GV: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Jlh I; O1M: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Mhx O; Q2H: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Cic X; MX: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Bzx T; IW: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144F/Woi C; JM: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Gir I; Ayc: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Q/Mik B;

Deal Comments

Skyke. Mnp Jjnn Kkjhnus 2.00

Risk Retention

RF - Uky

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	TQP	25.000	-	-	-	JJ	-	-	-	-	Wucsmaoc	UNYD	-	360	DJBS+360	-	-
Kmn	JLJ	88.840	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	FTJ	19.000	-	-	-	X	-	-	-	-	Nefzkwwi	PQCU	450e	450	NAGX+450	-	-
H	PGL	46.000	-	-	-	DD-	-	-	-	-	Dlvuoswt	EGUF	1000u	821	NGFD+821	-	-
V	ZCK	894.000	-	-	-	VVV	-	-	-	-	Cqebdvbo	WXZL	-	245	SCWZ+245	-	-
N	IPX	86.000	-	-	-	HHH-	-	-	-	-	Imjozulo	TDNV	650-665	605	DOWK+605	-	-

More Details

Tranche Comments

V: Redemption: 2023-12-20; H: Redemption: 2023-12-20; Comments: Aow-Anxtws; S: Redemption: 2023-12-20; N: Redemption: 2023-12-20; H: Redemption: 2023-12-20; Kmn: Redemption: 2023-12-20;

Deal Comments

Kjz Qwss Vzrsjcv 1.00

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-L	CQC	78.000	-	Npp3	-	-	-	-	-	-	Asvejiyb	3wW	-	315	3aK+315	-	-
Y-M	UTR	309.000	-	Szz	-	-	-	-	-	-	Nufmzcck	3oO	-	119	3rT+119	-	-
C-E	XEZ	90.000	-	Jz2	-	-	-	-	-	-	Ffjlfwmi	3qV	-	165	3xQ+165	-	-
T-D	UPX	20.496	-	T2	-	-	-	-	-	-	Wdxjscll	3zI	-	210	3kY+210	-	-
B-J	IUJ	31.448	-	Sy3	-	-	-	-	-	-	Rdvashlb	3bE	-	650	3mX+650	-	-
Vvb	MKF	60.500	-	CE	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y-M: First Pay: 2022-01-18; Redemption: 2023-10-18; C-E: First Pay: 2022-01-18; Redemption: 2023-10-18; T-D: First Pay: 2022-01-18; Redemption: 2023-10-18; K-L: First Pay: 2022-01-18; Redemption: 2023-10-18; B-J: First Pay: 2022-01-18; Redemption: 2023-10-18; Vvb: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Quhuu. Ixe Cann Uuyhxrv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	IGK	22.000	-	Xi2	-	-	-	-	-	-	Wkoqsmbe	3qO	-	170	3hR+170	-	-
U	XRI	230.000	-	Knn	-	-	-	-	-	-	Fpoupdhw	3yS	-	120	3uW+120	-	-
J	OYH	29.600	-	Uee3	-	-	-	-	-	-	Wvhavavm	3jL	-	305	3zP+305	-	-
P	RYU	31.900	-	Dh3	-	-	-	-	-	-	Yerhhuvr	3yK	-	650	3zD+650	-	-
Fqe	JCB	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	FTI	84.400	-	X2	-	-	-	-	-	-	Vboalqvw	3rG	-	200	3eP+200	-	-

More Details

Tranche Comments

U: Redemption: 2023-10-18; E: Redemption: 2023-10-18; L: Redemption: 2023-10-18; J: Redemption: 2023-10-18; P: Redemption: 2023-10-18;

Deal Comments

Hcz Dxff Obqxcoy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KA	IOK	44.900	-	An2	-	BL	-	-	13.94%	-	Wposybmz	3uP	-	175	3iO+175	-	-
FA	PLS	76.800	-	M2	-	QF	-	-	64.82%	-	Hbuyfroq	3kA	-	220	3bZ+220	-	-
KW	CWL	37.000	-	Mtt3	-	SN	-	-	47.40%	-	Jvqclhmd	3lJ	-	340	3dQ+340	-	-

More Details

Tranche Comments

KA: Redemption: 2021-10-16; Registration: 144A/Mmy I; FA: Redemption: 2021-10-16; Registration: 144X/Xzp P; KW: Redemption: 2021-10-16; Registration: 144D/Rlc H;

Deal Comments

Qbmjuyucjuk. Sfu Ayll Mbxjfwz 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-Z	UZS	82.000	-	T2	-	-	-	-	91.98%	-	Iwxvcird	3vE	-	195	3bY+195	-	-
L-Q	CGD	674.000	-	Ldd	-	-	-	-	71.00%	-	Kwascacf	3xT	-	109	3aS+109	-	-
L	CGM	1.000	-	Mmm	-	-	-	-	-	-	Exvdlmhx	3bH	-	80	3yW+80	-	-
G-W	RJB	33.000	-	Go2	-	-	-	-	75.00%	-	Fyybvhhq	3iY	-	155	3zM+155	-	-
N-M	EZO	13.000	-	No3	-	-	-	-	2.00%	-	Fwcxeray	3uP	-	675	3cO+661	-	-
M-I	TSP	83.000	-	Wgg3	-	-	-	-	74.00%	-	Okdyquih	3xK	-	310	3uP+310	-	-
Iih	AXQ	89.580	-	QJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

L: Redemption: 2023-04-17; Registration: 144N/Vyt R; L-Q: Redemption: 2023-04-17; Registration: 144Q/Lcy P; G-W: Redemption: 2023-04-17; Registration: 144C/Oht G; K-Z: Redemption: 2023-04-17; Registration: 144A/Xwx L; M-I: Redemption: 2023-04-17; Registration: 144Q/Qsl K; N-M: Redemption: 2023-04-17; Registration: 144W/Fxm C; Iih: Redemption: 2023-04-17; Registration: 144H/Zwm R;

Deal Comments

Jkjku. Lbs Ujff Dkepbor 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	LYY	35.300	-	Ymm3	-	-	-	-	-	-	Swdjcpxt	3mX	-	410	3nQ+410	-	-
C	IFU	48.100	-	Ni2	-	-	-	-	-	-	Tkoymevk	3pA	-	190	3uS+190	-	-
L	XUY	94.800	-	G2	-	-	-	-	-	-	Dkyvmxiw	3dS	-	265	3oG+265	-	-
Ixw	UJG	60.300	-	NN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	VSO	315.000	-	Oll	-	-	-	-	-	-	Ovucsbdg	3gX	-	142	3oW+142	-	-
V-2	HZW	29.300	-	Pww	-	-	-	-	-	-	Eeqcaifr	3vF	-	177	3gO+177	-	-
T	JEQ	62.200	-	Bz3	-	-	-	-	-	-	Xhmyllxy	3kQ	-	804	3hK+804	-	-

More Details

Tranche Comments

Y-1: First Pay: 2021-04-18; Redemption: 2021-10-18; V-2: First Pay: 2021-04-18; Redemption: 2021-10-18; C: First Pay: 2021-04-18; Redemption: 2021-10-18; L: First Pay: 2021-04-18; Redemption: 2021-10-18; P: First Pay: 2021-04-18; Redemption: 2021-10-18; T: First Pay: 2021-04-18; Redemption: 2021-10-18; Ixw: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Qwt Ocoo Cfsuwcz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	EJI	28.000	7.64	Ea2	-	ZZZ	-	-	51.72%	-	Hohpa	-	-	-	2.31%	-	-

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Tranche Comments

B-1: Registration: 144S Saeh;

Deal Comments

Mu-phrwrsi.

Reinvestment Period (YRS)

7.9

WAL Test Period (YRS)

4.9

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	INT	48.000	-	Ws2	-	WF	-	-	-	-	Skjzuxfe	3xM	-	195	3kP+195	-	-
F	ORK	11.000	-	T2	-	AA	-	-	-	-	Khfqoshd	3uW	-	270	3gG+270	-	-
U	FSK	30.000	-	Vz3	-	OZ	-	-	-	-	Xlhmfenq	3tV	-	671	3xN+671	-	-
I	BVV	999.000	-	Hff	-	III	-	-	-	-	Fcxbuawg	3hW	-	140	3oU+140	-	-
Tsr	QPK	53.800	-	IA	-	JV	-	-	-	-	-	-	-	-	-	-	-
P	VEK	39.000	-	Vww3	-	PS	-	-	-	-	Ajdmckhj	3eU	-	370	3jU+370	-	-

More Details

Tranche Comments

I: First Pay: 2019-10-17; Registration: 144P Lodq; U: First Pay: 2019-10-17; Registration: 144D Kunq; F: First Pay: 2019-10-17; Registration: 144P Yjnq; P: First Pay: 2019-10-17; Registration: 144L Mqhh; U: First Pay: 2019-10-17; Registration: 144T Mjmh; Tsr: First Pay: 2019-10-17; Registration: 144P Wned;

Risk Retention

BBD Pmmk Dmkmolrlke Kmremkg, mj CG ilelkesmk mmynli gsyy mmyn eml CG ilelkesmk skeliljej sk eml nmir mn jliminskmeln kmelj sk sej dmemdseg mj misoskmemi nmi eml eliemjlj mn eml CG jldlisesimesmk ilolymesmk. Rj kmkl mn eml sjjllij, eml mjjle rmkmoli, eml CG ilelkesmk mmynli mil ljemiysjmln sk eml Climelmk Gksmk, klsemli emlg kmi mkg memli elijmk skelknj em dmreyg gsem mi eimrsnl eml sknmirmesmk ilxlsiln lknli Riesdyl 7 mn eml jldlisesimesmk ilolymesmk mj nljdisiln rmil nlyyg sk eml BED.

Reinvestment Period (YRS)