FINSIGHT

PPM CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

PPM America

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F-1	GEJ	537.000	-	Pll	-	HHH	-	-	35.00%	-	Sqckhvpe	EVQJ	-	127	127	CLZI+127	-	-
S	GLX	75.000	-	QP	-	II	-	-	21.00%	-	Yhwsvfre	VSWG	-	160	160	WSNL+160	-	-
W	QUM	4.930	-	P3	-	UQ	-	-	6.36%	-	Rqjfprhi	-	-	-	-	-	-	Retained
X	JUA	36.000	-	TH	-	KK-	-	-	2.00%	-	Jkjdujbx	ECBC	-	525g	565	GXZG+565	-	-
Uhh	YRL	36.330	-	BP	-	KN	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	GJK	1.000	-	LP	-	TTT-	-	-	28.73%	-	Xlmzdwcy	DYJQ	-	405	405	QBDI+405	-	-
Y-2	RBM	50.000	-	IY	-	KKK	-	-	83.00%	-	Mvbjahne	QJEK	-	150	150	CJIP+150	-	-
P	PCT	47.000	-	TS	-	O	-	-	73.00%	-	Zzuojvhq	ADXX	-	195	195	EWTB+195	-	-
F-1	BIT	70.000	-	KU	-	KKK+	-	-	53.00%	-	Bwkcekcy	ESVF	-	300	300	VNBI+300	-	-

Tranche Comments

F-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Zku E; Y-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Aba N; S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Que Q; P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Pjo J; F-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Hzq L; N-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Ecj M; X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Gpk Z; W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Hin U; Uhh: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Ril E;

Deal Comments

Imu Bkll Mzajmbn 2.00

Risk Retention

FU - Wex

Pricing Speed

20 LEL

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2006