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	TVD	52.000	-	PH	-	V	-	-	64.00%	-	Phwwqkjz	VBMC	195	195	LJIB+195	-	-
O-2	JHW	7.000	-	BD	-	AAA-	-	-	12.98%	-	Nuuktttu	LICG	405	405	SXDB+405	-	-
U-1	RLP	51.000	-	VC	-	FFF+	-	-	50.00%	-	Jpkcavbg	CWAO	300	300	MAAC+300	-	-
Z	TOB	29.000	-	DR	-	QQ-	-	-	9.00%	-	Zrczkyiu	WXWG	525b	565	JABN+565	-	-
X	CLW	5.470	-	B3	-	SL	-	-	4.65%	-	Obfqrytc	-	-	-	-	-	Retained
S-1	XXB	901.000	-	Bqq	-	EEE	-	-	84.00%	-	Kybehqqy	ETKQ	127	127	KAYD+127	-	-
X	IRQ	11.000	-	SJ	-	SS	-	-	11.00%	-	Hpecaypd	GZUS	160	160	UXEW+160	-	-
H-2	CEJ	73.000	-	OO	-	MMM	-	-	75.00%	-	Mopozvlq	HPWL	150	150	NPNA+150	-	-
Lcu	ULU	91.420	-	PO	-	AB	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Mhc N; H-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Lzi N; X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Hrf W; X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Irw W; U-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Rrt I; O-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Hqx H; Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Qrn F; X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Cyh J; Lcu: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Nuc S;

Deal Comments

Xos Ucuu Vuqhoza 2.00

Risk Retention

WV - Kza

Pricing Speed

20 WZJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2014

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1	LND	788.000	-	Coo	-	XY	-	-	25.00%	-	Jqzpkhwv	VMLB	-	147	IJJY+147	-	-
S1-R	CCB	45.000	-	Lxx	-	NA	-	-	77.00%	-	Pvtkhott	JIPC	-	147	SUDC+147	-	-
E2	UXZ	3.000	-	OE	-	X	-	-	11.00%	-	Arsvz	-	-	-	6.431%	-	-
I-2	VPF	5.000	-	HI	-	OOO-	-	-	92.00%	-	Qurwe	-	450k	-	8.673%	-	-
L1J	UBU	12.000	-	OT	-	CCC-	-	-	26.00%	-	Pfxxtmml	BUSI	-	360	LXSG+360	-	-
V2	CJP	68.000	-	KN	-	WWW	-	-	85.00%	-	Lykeardk	IQTY	-	165	TZNG+165	-	-
J	YLP	51.000	-	ID	-	OO	-	-	75.00%	-	Bmkdbdua	TAPR	180-185	180	QHZR+180	-	-
W	KMN	73.000	-	IN	-	LL-	-	-	9.00%	-	Isyvmelp	DVER	600-625	675	GWEQ+675	-	-
K1	UHI	73.000	-	GJ	-	X	-	-	62.00%	-	Pcmcpvtv	JDAI	-	225	AGDK+225	-	-
Y1S	WUY	4.000	-	HP	-	MMM-	-	-	85.00%	-	Vwrte	-	-	-	7.775%	-	-
Tuz	UKP	28.361	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	APE	5.000	-	E3	-	AU	-	-	6.64%	-	-	-	-	-	-	-	Retained

Tranche Comments

Y1: Redemption: 2026-06-27; Registration: 144W/Dje B; S1-R: Redemption: 2026-06-27; Registration: 144W/Aeb E; V2: Redemption: 2026-06-27; Registration: 144L/Dqu L; J: Redemption: 2026-06-27; Registration: 144A/Dul C; K1: Redemption: 2026-06-27; Registration: 144W/Rib M; E2: Redemption: 2026-06-27; Registration: 144X/Dct Z; L1J: Redemption: 2026-06-27; Registration: 144Z/Exk F; Y1S: Redemption: 2026-06-27; Registration: 144Y/Jzp Y; I-2: Redemption: 2026-06-27; Registration: 144Q/Qpt I; W: Redemption: 2026-06-27; Registration: 144C/Wlr K; T: Redemption: 2026-06-27; Registration: 144J/Hcd S; Tuz: Redemption: 2026-06-27; Registration: 144L/Udg B;

Deal Comments

Qmc Ufhh Ecwsmuk 2.00

Risk Retention

LJ - Fpt

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2025

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-Q	FOC	657.000	-	-	BBB	-	-	-	52.90%	-	Cfldexxf	CWSK	-	150	YSXD+150	-	-
E-E2	XOK	47.000	-	-	O	-	-	-	26.00%	-	Kvxbeoka	NSSR	-	280	CDFB+280	-	-
F-GL	KOF	67.000	-	-	TTT	-	-	-	65.50%	-	Huwyxouh	DEZM	-	150	GNAM+150	-	-
Q-I2	FRF	43.000	-	-	SS	-	-	-	83.00%	-	Sulzwuwe	QVVQ	-	225	QKPP+225	-	-
Wtv	RFE	56.000	-	-	AT	-	-	-	-	-	-	-	-	-	-	-	Retained
D-B2T	GRZ	34.000	-	-	III+	-	-	-	79.00%	-	Ejzfatsp	SNCP	-	475	BZQW+466	-	-
K-S	FJM	15.000	-	-	PP-	-	-	-	3.80%	-	Txxjsqpc	YTVD	-	840	ZLFH+801	-	-
P	KHJ	8.000	-	-	BBB	-	-	-	-	-	Olzrubnu	NCAT	-	115	AEHX+115	-	-
O-A2N	VBS	8.000	-	-	AAA-	-	-	-	73.00%	-	Iaqxcayo	PQTM	-	575	JTJB+557	-	-

Tranche Comments

P: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Ukw Z; G-Q: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Jao A; F-GL: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144L/Kmd H; Q-I2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144P/Hzs Z; E-E2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144P/Vmu R; D-B2T: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Liw J; O-A2N: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144T/Ext F; K-S: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144C/Uop C; Wtv: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Wev T;

Deal Comments

Yjjjp. Zfj Vtpp Vjkofmi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 2013

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
DL	JQH	49.000	-	WH	-	XXX-	-	-	-	-	Sfzmyciy	AYSV	550-565	565	ALZL+565	-	-
G1Z	KQO	131.000	-	Jtt	-	ZM	-	-	-	-	Vrkemztm	UIAL	-	195	QMOC+195	-	-
P2H	YZH	65.000	-	CQ	-	F	-	-	-	-	Jbvxc	-	-	-	7.290%	-	-
VK	OVW	4.900	-	O3	-	JX	-	-	-	-	-	-	-	-	-	-	Retained
MR	HNZ	32.000	-	TB	-	II	-	-	-	-	Ojuycbnf	GZUV	265-275	275	NDIN+275	-	-
O2I	ZZG	33.000	-	JB	-	QQQ	-	-	-	-	Iywqauol	YBQL	-	215	KMDU+215	-	-
DZ	XBM	24.600	-	MC	-	VV-	-	-	-	-	Npprjrmb	ATQV	850y	896	AGHT+896	-	-
Xng	HZO	62.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	HEW	3.000	-	Vgg	-	BX	-	-	-	-	Kulheqbb	KULH	150h	150	KIMA+150	-	-
F1G	ABX	70.000	-	ZM	-	A	-	-	-	-	Ifccjwcp	QJQW	-	345	VHTQ+345	-	-

Tranche Comments

G: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Utu B; G1Z: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144F/Hxg B; O2I: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Vbu D; MR: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Psd Y; F1G: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Xuf M; P2H: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Hvx Y; DL: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144H/Bfo C; DZ: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144J/Eix P; VK: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Ruh L; Xng: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Qdr X;

Deal Comments

Emsmh. Tks Otkk Fmrakfj 2.00

Risk Retention

WL - Hlu

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2005

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	QCG	64.000	-	-	-	XXX-	-	-	-	-	Ekjysinv	GMCG	650-665	605	MAEC+605	-	-
C	LUW	485.000	-	-	-	VVV	-	-	-	-	Ffphmssx	BADX	-	245	DODL+245	-	-
Tuo	OQZ	11.930	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	ITS	86.000	-	-	-	Q	-	-	-	-	Qvuqrtba	XXCA	450n	450	LHXE+450	-	-
P	RNC	13.000	-	-	-	BB-	-	-	-	-	Lqswuszs	LNNR	1000p	821	ECNY+821	-	-
Q	LMB	69.000	-	-	-	ZZ	-	-	-	-	Joucoeqh	LZKR	-	360	TNCM+360	-	-

Tranche Comments

C: Redemption: 2023-12-20; Q: Redemption: 2023-12-20; Comments: Syy-Stwsyc; V: Redemption: 2023-12-20; O: Redemption: 2023-12-20; P: Redemption: 2023-12-20; Tuo: Redemption: 2023-12-20;

Deal Comments

Dog Ityy Geslona 1.00

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gwu	LBR	24.200	-	EF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-B	RZG	20.000	-	Fss3	-	-	-	-	-	-	Kykylein	3sQ	-	315	3yH+315	-	-
D-H	UMC	945.000	-	Ztt	-	-	-	-	-	-	Ihxbbdii	3gQ	-	119	3uK+119	-	-
D-U	AUT	37.000	-	Dz2	-	-	-	-	-	-	Lhoqcesd	3eC	-	165	3fR+165	-	-
T-J	NPV	59.872	-	E2	-	-	-	-	-	-	Lxeplowg	3tG	-	210	3gB+210	-	-
W-K	WJE	67.285	-	Jg3	-	-	-	-	-	-	Lvyepedw	3aC	-	650	3tR+650	-	-

Tranche Comments

D-H: First Pay: 2022-01-18; Redemption: 2023-10-18; D-U: First Pay: 2022-01-18; Redemption: 2023-10-18; T-J: First Pay: 2022-01-18; Redemption: 2023-10-18; F-B: First Pay: 2022-01-18; Redemption: 2023-10-18; W-K: First Pay: 2022-01-18; Redemption: 2023-10-18; Gwu: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Sqmqq. Wvy Dooo Zqrrvkp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 2014

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	UFO	79.700	-	Aq3	-	-	-	-	-	-	Vfcjvexp	3uS	-	650	3hO+650	-	-
Q	RRL	56.300	-	Vss3	-	-	-	-	-	-	Izwbfmyo	3eB	-	305	3bZ+305	-	-
Wwl	QIW	58.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	OUE	49.000	-	Yq2	-	-	-	-	-	-	Jvmpdmvq	3xG	-	170	3nW+170	-	-
T	PZW	54.900	-	W2	-	-	-	-	-	-	Jvkecytl	3wR	-	200	3vV+200	-	-
F	WWV	147.000	-	Rmm	-	-	-	-	-	-	Ulsphkha	3cW	-	120	3uV+120	-	-

Tranche Comments

F: Redemption: 2023-10-18; Y: Redemption: 2023-10-18; T: Redemption: 2023-10-18; Q: Redemption: 2023-10-18; F: Redemption: 2023-10-18;

Deal Comments

Utb Swoo Fkmktpy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2023

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QI	FQG	14.500	-	Th2	-	YW	-	-	58.78%	-	Xuuuhlrs	3vE	-	175	3qT+175	-	-
OC	UAJ	93.700	-	V2	-	BH	-	-	86.32%	-	Rcdmsbvd	3qL	-	220	3fA+220	-	-
YL	WXH	55.000	-	Rvv3	-	BC	-	-	61.31%	-	Qclzcmnp	3vE	-	340	3oQ+340	-	-

Tranche Comments

QI: Redemption: 2021-10-16; Registration: 144M/Ocz S; OC: Redemption: 2021-10-16; Registration: 144F/Uop P; YL: Redemption: 2021-10-16; Registration: 144A/Zwo T;

Deal Comments

Rxbskikvskp. Nsk Qiii Rxwsspr 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 1992

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-R	IYI	41.000	-	X2	-	-	-	-	44.98%	-	Jjhexaal	3cV	-	195	3kC+195	-	-
G-T	KFB	12.000	-	Fr2	-	-	-	-	16.00%	-	Oqfzqoaf	3vE	-	155	3rX+155	-	-
Txg	JVU	46.500	-	QT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-R	WLU	840.000	-	Cxx	-	-	-	-	63.00%	-	Vsmpdtac	3cX	-	109	3yU+109	-	-
O	VLT	3.000	-	Pyy	-	-	-	-	-	-	Krkvoypn	3wE	-	80	3cR+80	-	-
Q-I	QHW	65.000	-	Ngg3	-	-	-	-	81.00%	-	Ldfxyccq	3cB	-	310	3xC+310	-	-
W-F	ULA	95.000	-	Yp3	-	-	-	-	8.00%	-	Gwrmexyn	3uZ	-	675	3kL+661	-	-

Tranche Comments

O: Redemption: 2023-04-17; Registration: 144A/Ocm X; C-R: Redemption: 2023-04-17; Registration: 144U/Bnj J; G-T: Redemption: 2023-04-17; Registration: 144B/Jbv L; P-R: Redemption: 2023-04-17; Registration: 144E/Ndw I; Q-I: Redemption: 2023-04-17; Registration: 144T/Ryx T; W-F: Redemption: 2023-04-17; Registration: 144V/Ynz A; Txg: Redemption: 2023-04-17; Registration: 144M/Myu S;

Deal Comments

Teqek. Xsv Wxtt Mecqsyu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2017

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	INL	96.700	-	Z2	-	-	-	-	-	-	Hjkdxlbw	3cT	-	265	3fG+265	-	-
F-2	WUT	12.800	-	Npp	-	-	-	-	-	-	Mkvhxtdt	3pO	-	177	3jJ+177	-	-
C	KOV	96.500	-	Zjj3	-	-	-	-	-	-	Wslmudwz	3mK	-	410	3yA+410	-	-
X	TAE	28.700	-	Ih3	-	-	-	-	-	-	Zrcmfsng	3pI	-	804	3pD+804	-	-
U-1	GAW	891.000	-	Ptt	-	-	-	-	-	-	Mdzatala	3kS	-	142	3dL+142	-	-
Aop	UUL	82.300	-	JL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	VED	73.300	-	Oj2	-	-	-	-	-	-	Cqjrluve	3pV	-	190	3bS+190	-	-

Tranche Comments

U-1: First Pay: 2021-04-18; Redemption: 2021-10-18; F-2: First Pay: 2021-04-18; Redemption: 2021-10-18; F: First Pay: 2021-04-18; Redemption: 2021-10-18; U: First Pay: 2021-04-18; Redemption: 2021-10-18; C: First Pay: 2021-04-18; Redemption: 2021-10-18; X: First Pay: 2021-04-18; Redemption: 2021-10-18; Aop: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Jbn Bpww Sebmbpt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2004