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
E-C	VQT	72.000	-	-	MM-	-	-	-	4.90%	-	Khdekjfa	DMZX	-	840	DKCY+801	-	-
L	OJJ	4.000	-	-	GGG	-	-	-	-	-	Awbmvpcm	ABON	-	115	ZVVL+115	-	-
N-J	NQS	962.000	-	-	MMM	-	-	-	54.40%	-	Uudrjvir	ZKJC	-	150	DYJO+150	-	-
A-L2	NAY	68.000	-	-	W	-	-	-	17.00%	-	Hkchkosf	PNMW	-	280	KNQX+280	-	-
U-U2V	GXQ	2.000	-	-	EEE-	-	-	-	94.00%	-	Cwobmjpz	SLKY	-	575	QLSC+557	-	-
S-T2A	PPA	45.000	-	-	PPP+	-	-	-	64.00%	-	Fzvxocbe	KIDR	-	475	AOEV+466	-	-
M-X2	RUK	71.000	-	-	CC	-	-	-	57.00%	-	Vmvkaqhf	AGZZ	-	225	WSBA+225	-	-
Euq	KYX	61.000	-	-	KW	-	-	-	-	-	-	-	-	-	-	-	Retained
D-EA	ULD	93.000	-	-	LLL	-	-	-	81.50%	-	Uuvrjhho	DZTI	-	150	JNGS+150	-	-

More Details

Tranche Comments

L: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144O/Jnp J; N-J: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Vli Y; D-EA: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144X/Uye Q; M-X2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144X/Bwt T; A-L2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Ddj H; S-T2A: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Z/Jfo K; U-U2V: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144J/Miz V; E-C: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144O/Eax P; Euq: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Nad P;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 4, 2009

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KI	ZIN	35.000	-	VB	-	RR	-	-	-	-	Rfpayzdi	MAUM	265-275	275	IUGR+275	-	-
B2A	FJV	42.000	-	UZ	-	LLL	-	-	-	-	Hvxumyff	EDKV	-	215	BOIG+215	-	-
Dpt	WAH	32.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
TG	KAF	5.600	-	V3	-	NW	-	-	-	-	-	-	-	-	-	-	Retained
P2F	WOC	45.000	-	IX	-	Y	-	-	-	-	Efsxv	-	-	-	7.290%	-	-
T	TXG	9.000	-	Jxx	-	VC	-	-	-	-	Lwkxyfki	ZOLV	150b	150	PJDR+150	-	-
CX	POT	92.500	-	GZ	-	CC-	-	-	-	-	Tvcsvwsm	KHZF	850m	896	IIHP+896	-	-
A1C	LSB	73.000	-	BZ	-	P	-	-	-	-	Rlsuordf	LINR	-	345	WCVG+345	-	-
FW	JCN	54.000	-	MI	-	RRR-	-	-	-	-	Ljkdjiid	MACV	550-565	565	PIZQ+565	-	-
I1R	QKB	735.000	-	Rll	-	SF	-	-	-	-	Gchfcdam	PIXV	-	195	IVUD+195	-	-

More Details

Tranche Comments

T: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Icx H; I1R: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Wba Z; B2A: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144J/Iex R; KI: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144D/Zzn Q; A1C: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Ecy G; P2F: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Iao X; FW: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Xxl R; CX: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Htu P; TG: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Eml L; Dpt: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144G/Xqu P;

Deal Comments

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Risk Retention

LH - Uij

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 4, 1998

Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	CPY	741.000	-	-	-	VVV	-	-	-	-	Hzfcjawk	UZGP	-	245	DSED+245	-	-
B	RCP	60.000	-	-	-	I	-	-	-	-	Bfuxuqmx	NQAU	450b	450	HCEY+450	-	-
N	EOW	42.000	-	-	-	FF-	-	-	-	-	Iycvmlzf	KHJF	1000t	821	LUMW+821	-	-
Nkt	QKS	66.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	YJF	65.000	-	-	-	QQ	-	-	-	-	Hvkjqrbx	VLMR	-	360	IGTW+360	-	-
H	UGM	41.000	-	-	-	LLL-	-	-	-	-	Pymvsulc	KKEQ	650-665	605	MXZF+605	-	-

More Details

Tranche Comments

O: Redemption: 2023-12-20; C: Redemption: 2023-12-20; Comments: Qgu-Qohzut; B: Redemption: 2023-12-20; H: Redemption: 2023-12-20; N: Redemption: 2023-12-20; Nkt: Redemption: 2023-12-20;

Deal Comments

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Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	EPK	55.000	-	Rh2	-	-	-	-	-	-	Qbpybpwm	3eX	-	165	3mV+165	-	-
S-O	BSF	33.622	-	Cg3	-	-	-	-	-	-	Ycweautu	3yB	-	650	3yE+650	-	-
X-Q	ZRB	693.000	-	Pyy	-	-	-	-	-	-	Mzbrxjou	3gV	-	119	3nQ+119	-	-
L-Z	LSO	15.570	-	C2	-	-	-	-	-	-	Jfukvqkq	3zF	-	210	3aT+210	-	-
Z-I	FOM	36.000	-	Mkk3	-	-	-	-	-	-	Abskpfcv	3cS	-	315	3pR+315	-	-
Lpu	XQB	13.500	-	CM	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-Q: First Pay: 2022-01-18; Redemption: 2023-10-18; X-R: First Pay: 2022-01-18; Redemption: 2023-10-18; L-Z: First Pay: 2022-01-18; Redemption: 2023-10-18; Z-I: First Pay: 2022-01-18; Redemption: 2023-10-18; S-O: First Pay: 2022-01-18; Redemption: 2023-10-18; Lpu: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2007

Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jpv	PEN	69.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	NUX	72.000	-	Qp2	-	-	-	-	-	-	Tfedfbob	3nW	-	170	3zH+170	-	-
F	ATB	45.200	-	Woo3	-	-	-	-	-	-	Pnpynyxn	3yS	-	305	3dD+305	-	-
I	LHR	60.400	-	Z2	-	-	-	-	-	-	Uhmptyuv	3fN	-	200	3eL+200	-	-
N	QRM	70.800	-	Sd3	-	-	-	-	-	-	Bzebmbrz	3dX	-	650	3aO+650	-	-
L	MKL	770.000	-	Wvv	-	-	-	-	-	-	Cpfdqjzv	3bQ	-	120	3xR+120	-	-

More Details

Tranche Comments

L: Redemption: 2023-10-18; H: Redemption: 2023-10-18; I: Redemption: 2023-10-18; F: Redemption: 2023-10-18; N: Redemption: 2023-10-18;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 2020

Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
VE	MWB	29.600	-	L2	-	FJ	-	-	68.91%	-	Njwebasd	3pA	-	220	3lD+220	-	-
DC	JCP	56.100	-	Pq2	-	CL	-	-	86.10%	-	Kiyyruim	3gA	-	175	3zH+175	-	-
FQ	AFU	90.000	-	Ggg3	-	EG	-	-	60.37%	-	Ddwyjpia	3jO	-	340	3mE+340	-	-

More Details

Tranche Comments

DC: Redemption: 2021-10-16; Registration: 144V/Vbl L; VE: Redemption: 2021-10-16; Registration: 144T/Pqm P; FQ: Redemption: 2021-10-16; Registration: 144Q/Trf E;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2001

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Svm	QRK	60.890	-	JK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-R	OQK	17.000	-	A2	-	-	-	-	60.40%	-	Sxbvkbwd	3xE	-	195	3sR+195	-	-
K-I	ZAH	98.000	-	Xq3	-	-	-	-	9.00%	-	Cfuvtkkv	3mG	-	675	3xU+661	-	-
H	VRI	8.000	-	Obb	-	-	-	-	-	-	Zfwbzote	3bJ	-	80	3tZ+80	-	-
D-K	GRU	815.000	-	Nbb	-	-	-	-	63.00%	-	Pjbrvoby	3hX	-	109	3hW+109	-	-
S-B	GCT	46.000	-	Pd2	-	-	-	-	67.00%	-	Vkjmdzar	3eA	-	155	3vE+155	-	-
B-F	ZGE	77.000	-	Qbb3	-	-	-	-	38.00%	-	Vbhhmujv	3eQ	-	310	3kA+310	-	-

More Details

Tranche Comments

H: Redemption: 2023-04-17; Registration: 144M/Pjx T; D-K: Redemption: 2023-04-17; Registration: 144Y/Mdk F; S-B: Redemption: 2023-04-17; Registration: 144D/Qil K; D-R: Redemption: 2023-04-17; Registration: 144E/Ytj Z; B-F: Redemption: 2023-04-17; Registration: 144K/Ton Q; K-I: Redemption: 2023-04-17; Registration: 144T/Xrg A; Svm: Redemption: 2023-04-17; Registration: 144V/Oyy T;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 2, 2010

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Keb	NPL	62.600	-	ME	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	WQQ	21.500	-	Irr	-	-	-	-	-	-	Oxqyvmbq	3mM	-	177	3tK+177	-	-
C	XED	36.500	-	Hd2	-	-	-	-	-	-	Qbwmxpxe	3oW	-	190	3eK+190	-	-
E	YZZ	25.200	-	Xu3	-	-	-	-	-	-	Fbdqdboy	3kJ	-	804	3vJ+804	-	-
Z-1	LFT	909.000	-	Scc	-	-	-	-	-	-	Gzcpkroi	3hH	-	142	3gS+142	-	-
A	BFA	53.100	-	M2	-	-	-	-	-	-	Rhrxjeyg	3mI	-	265	3iD+265	-	-
O	HMT	83.900	-	Iff3	-	-	-	-	-	-	Wmjptszb	3eX	-	410	3hC+410	-	-

More Details

Tranche Comments

Z-1: First Pay: 2021-04-18; Redemption: 2021-10-18; M-2: First Pay: 2021-04-18; Redemption: 2021-10-18; C: First Pay: 2021-04-18; Redemption: 2021-10-18; A: First Pay: 2021-04-18; Redemption: 2021-10-18; O: First Pay: 2021-04-18; Redemption: 2021-10-18; E: First Pay: 2021-04-18; Redemption: 2021-10-18; Keb: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2012

PPM America