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
X	VVP	72.000	-	WN	-	UU	-	-	54.00%	-	Rdzvcsie	DMNS	-	160	160	SIOW+160	-	-
I-1	AWT	10.000	-	QE	-	HHH+	-	-	30.00%	-	Exfmhkfa	CXMY	-	300	300	HLFS+300	-	-
E	LRC	88.000	-	GS	-	EE-	-	-	3.00%	-	Sjrdhtsa	LTON	-	525v	565	AEFU+565	-	-
I	TBE	7.760	-	S3	-	DK	-	-	2.87%	-	Yzwktynh	-	-	-	-	-	-	Retained
Lfs	CMF	64.530	-	FR	-	UZ	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1	BSE	651.000	-	Pww	-	KKK	-	-	30.00%	-	Gfbmczvz	HITV	-	127	127	GOMU+127	-	-
Z	UAQ	17.000	-	AZ	-	M	-	-	52.00%	-	Qwymrafy	QTVM	-	195	195	YLCV+195	-	-
C-2	RMQ	6.000	-	TG	-	YYY-	-	-	35.78%	-	Achfwlrz	KBNM	-	405	405	LGAR+405	-	-
F-2	PFQ	12.000	-	SO	-	JJJ	-	-	15.00%	-	Rzjkauvr	TKLH	-	150	150	HOAV+150	-	-

Tranche Comments

J-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Rcs P; F-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Mnm I; X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Nwy M; Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Hjt H; I-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Ccr M; C-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Bsj F; E: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Oun P; I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Aqn A; Lfs: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Zik Y;

Deal Comments

Bfc Aagg Qyaxfvl 2.00

Risk Retention

BE - Rcy

Pricing Speed

20 EIL

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2013