FINSIGHT

PPM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	FBX	85.000	-	VT	-	HHH+	-	-	69.00%	-	Llsbrpmn	NUOU	300	300	QBPG+300	-	-
G-2	ZUH	43.000	-	WO	-	YYY	-	-	32.00%	-	Rujboopl	LUZP	150	150	UMSG+150	-	-
J	RTV	22.000	-	AO	-	Y	-	-	86.00%	-	Fxlpwszs	LDAR	195	195	VETQ+195	-	-
D-2	NUT	9.000	-	WY	-	PPP-	-	-	13.66%	-	Lycsxxhh	EKXH	405	405	CTUU+405	-	-
U	PZS	5.380	-	E3	-	ZH	-	-	8.48%	-	Tsrwxqqz	-	-	-	-	-	Retained
Y	ZII	26.000	-	NQ	-	NN-	-	-	4.00%	-	Jbxhlflh	PUWH	525x	565	APCE+565	-	-
N-1	OCI	907.000	-	Unn	-	GGG	-	-	36.00%	-	Vhehjezr	JOLK	127	127	VULR+127	-	-
D	RKN	70.000	-	NN	-	AA	-	-	63.00%	-	Evdizoiq	HBCV	160	160	VSEO+160	-	-
Cuc	HYG	94.790	-	GP	-	BA	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Phv L; G-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Tby Y; D: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Qwj B; J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Irc D; K-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Pyl Y; D-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Use R; Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Pop H; U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Kfm C; Cuc: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/But V;

Deal Comments

Ncc Hull Qvcvcwp 2.00

Risk Retention

FM - Edd

Pricing Speed

20 MUS

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2008

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1	ANO	73.000	-	WV	-	U	-	-	41.00%	-	Eypqhjna	USMW	-	225	USSG+225	-	-
U	WMO	19.000	-	BD	-	XX-	-	-	2.00%	-	Jjuzfpdw	UIEW	600-625	675	YPGG+675	-	-
W2	VPI	7.000	-	SC	-	H	-	-	31.00%	-	Wqfvu	-	-	-	6.431%	-	-
Z-2	QPU	7.000	-	MV	-	LLL-	-	-	82.00%	-	Jcrpn	-	450k	-	8.673%	-	-
K1-F	KMN	14.000	-	Nqq	-	YQ	-	-	74.00%	-	Kypwcxkl	LITH	-	147	HSVC+147	-	-
H1H	YOJ	30.000	-	IP	-	RRR-	-	-	48.00%	-	Bjhorjpo	MSQB	-	360	QBID+360	-	-
F1K	HTK	7.000	-	JV	-	PPP-	-	-	78.00%	-	Lsxjv	-	-	-	7.775%	-	-
Z2	LYL	49.000	-	UK	-	WWW	-	-	10.00%	-	Xzeaoivp	ZBJJ	-	165	MHED+165	-	-
Q	HHN	60.000	-	LQ	-	EE	-	-	28.00%	-	Owdkuiyj	IYVY	180-185	180	UWUZ+180	-	-
F1	OLZ	607.000	-	Wdd	-	ZB	-	-	12.00%	-	Iwswkwqc	ZSGY	-	147	CXCD+147	-	-
H	WET	3.000	-	G3	-	UG	-	-	6.54%	-	-	-	-	-	-	-	Retained
Ufx	HSQ	33.358	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F1: Redemption: 2026-06-27; Registration: 144O/Byl X; K1-F: Redemption: 2026-06-27; Registration: 144Y/Upa L; Z2: Redemption: 2026-06-27; Registration: 144Y/Bys K; Q: Redemption: 2026-06-27; Registration: 144P/Tpm F; V1: Redemption: 2026-06-27; Registration: 144N/Xau I; W2: Redemption: 2026-06-27; Registration: 144W/Cmy Q; H1H: Redemption: 2026-06-27; Registration: 144I/Pva P; F1K: Redemption: 2026-06-27; Registration: 144G/Xfu F; Z-2: Redemption: 2026-06-27; Registration: 144D/Fyp W; U: Redemption: 2026-06-27; Registration: 144I/Ecc D; H: Redemption: 2026-06-27; Registration: 144C/Kmu P; Ufx: Redemption: 2026-06-27; Registration: 144D/Uhl K;

Deal Comments

Emz Wvjj Jhmvmtg 2.00

Risk Retention

TA - Eng

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2012

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-Q	RBQ	65.000	-	-	UU-	-	-	-	6.30%	-	Gpjpqsnr	YHFM	-	840	GXCK+801	-	-
Qxp	WOR	46.000	-	-	HM	-	-	-	-	-	-	-	-	-	-	-	Retained
O-S2	USG	22.000	-	-	G	-	-	-	93.00%	-	Dcdlvjyw	BDCS	-	280	EDQA+280	-	-
K-Y2D	UTG	78.000	-	-	SSS+	-	-	-	77.00%	-	Ypmvucsy	IXJZ	-	475	DUYX+466	-	-
U-L2	QHP	37.000	-	-	XX	-	-	-	40.00%	-	Purkrwqy	DDFE	-	225	KZWA+225	-	-
M-AG	ZKG	52.000	-	-	ZZZ	-	-	-	72.10%	-	Akzyfdfm	LHJP	-	150	WDWP+150	-	-
G-W	FWX	344.000	-	-	RRR	-	-	-	29.60%	-	Lrjvddva	SZWR	-	150	GKXZ+150	-	-
E	VKT	3.000	-	-	OOO	-	-	-	-	-	Glbwskww	FCTF	-	115	XGUP+115	-	-
J-U2L	HCZ	4.000	-	-	QQQ-	-	-	-	73.00%	-	Ykiteuit	HSHY	-	575	CVWJ+557	-	-

Tranche Comments

E: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Llq W; G-W: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Jek P; M-AG: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Fwm A; U-L2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Dus D; O-S2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Uki B; K-Y2D: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144L/Tkv X; J-U2L: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144C/Ntw I; Y-Q: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144K/Gnq W; Qxp: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144P/Gke E;

Deal Comments

Exmxh. Gbq Lpcc Nxypbtj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2019

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1P	ASE	494.000	-	Fjj	-	KT	-	-	-	-	Zlxbovxy	HHZI	-	195	CWDT+195	-	-
EP	TCD	6.900	-	Y3	-	VB	-	-	-	-	-	-	-	-	-	-	Retained
A2P	YCS	94.000	-	HG	-	Z	-	-	-	-	Flnaj	-	-	-	7.290%	-	-
Q1B	VVY	13.000	-	AV	-	U	-	-	-	-	Zxcuhaot	AAAE	-	345	EPFU+345	-	-
L2S	OZP	76.000	-	WR	-	III	-	-	-	-	Evphkyaa	SICM	-	215	VIOS+215	-	-
JO	BNH	57.000	-	KP	-	PP	-	-	-	-	Tolmqotg	JKUZ	265-275	275	UOJM+275	-	-
K	YOE	9.000	-	Ktt	-	EP	-	-	-	-	Czcauqmx	AHXU	150o	150	DBGR+150	-	-
CH	HFF	91.000	-	NF	-	DDD-	-	-	-	-	Gczpjoxn	MHQX	550-565	565	ZPIE+565	-	-
BZ	UCM	31.100	-	LH	-	RR-	-	-	-	-	Ecquhwcx	NSSI	850k	896	HYKJ+896	-	-
Yse	YVP	32.190	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Hoq Q; P1P: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Jzt P; L2S: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144P/Qll V; JO: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144G/Pjq P; Q1B: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144H/Qnz U; A2P: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Vvx P; CH: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Lme Y; BZ: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Ton F; EP: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Oxd C; Yse: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Lqo L;

Deal Comments

Lbubf. Yxr Hocc Fbzrxcp 2.00

Risk Retention

WW - Ien

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2005

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Awa	MWA	81.250	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	NRV	63.000	-	-	-	XX	-	-	-	-	Quoxejuf	VTGV	-	360	NKVV+360	-	-
X	TCS	46.000	-	-	-	NNN-	-	-	-	-	Scpajqxq	KINU	650-665	605	NWAL+605	-	-
Y	WFV	390.000	-	-	-	SSS	-	-	-	-	Xpxpdxme	LEPP	-	245	QOUR+245	-	-
Y	PSM	30.000	-	-	-	P	-	-	-	-	Hwzrahrw	CKVM	450h	450	JNNG+450	-	-
A	AFT	99.000	-	-	-	SS-	-	-	-	-	Jzevaivy	SGMN	1000n	821	YWMX+821	-	-

Tranche Comments

Y: Redemption: 2023-12-20; V: Redemption: 2023-12-20; Comments: Sfh-Slpihb; Y: Redemption: 2023-12-20; X: Redemption: 2023-12-20; A: Redemption: 2023-12-20; Awa: Redemption: 2023-12-20;

Deal Comments

Itk Qytt Kgnbtce 1.00

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-T	GXE	51.000	-	Wz2	-	-	-	-	-	-	Cabrxepa	3oN	-	165	3aQ+165	-	-
Xqh	AAM	37.300	-	HO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-U	QFS	381.000	-	Duu	-	-	-	-	-	-	Oheyoopw	3lT	-	119	3zA+119	-	-
J-C	ZCE	99.400	-	C2	-	-	-	-	-	-	Sjpvaqcf	3fC	-	210	3uQ+210	-	-
K-O	WYB	67.000	-	Bhh3	-	-	-	-	-	-	Lczjxipl	3pC	-	315	3zS+315	-	-
D-X	KUZ	63.638	-	Vb3	-	-	-	-	-	-	Grdobxwl	3nT	-	650	3eZ+650	-	-

Tranche Comments

S-U: First Pay: 2022-01-18; Redemption: 2023-10-18; G-T: First Pay: 2022-01-18; Redemption: 2023-10-18; J-C: First Pay: 2022-01-18; Redemption: 2023-10-18; K-O: First Pay: 2022-01-18; Redemption: 2023-10-18; D-X: First Pay: 2022-01-18; Redemption: 2023-10-18; Xqh: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Zumuw. Kyb Ltmm Ouzuynx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 1996

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	UIX	45.700	-	T2	-	-	-	-	-	-	Hcoileig	3oV	-	200	3jK+200	-	-
S	QKS	786.000	-	Wyy	-	-	-	-	-	-	Suzslcwn	3yG	-	120	3dT+120	-	-
S	CQW	35.200	-	Gv3	-	-	-	-	-	-	Hewfrjcc	3wK	-	650	3dL+650	-	-
Yoc	XXG	89.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	JRE	50.300	-	Doo3	-	-	-	-	-	-	Mhmcauqq	3wF	-	305	3kH+305	-	-
J	GUI	47.000	-	Ec2	-	-	-	-	-	-	Xsuftszl	3cC	-	170	3eM+170	-	-

Tranche Comments

S: Redemption: 2023-10-18; J: Redemption: 2023-10-18; X: Redemption: 2023-10-18; J: Redemption: 2023-10-18; S: Redemption: 2023-10-18;

Deal Comments

Tso Nrbb Jquqsrw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2022

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
VV	LTD	28.000	-	Ekk3	-	CF	-	-	67.10%	-	Jrddkfkl	3vQ	-	340	3eQ+340	-	-
PZ	JGI	56.200	-	X2	-	XN	-	-	24.32%	-	Szxqtfca	3fJ	-	220	3qI+220	-	-
HA	CZY	46.300	-	Pu2	-	AU	-	-	10.98%	-	Jmjdcubl	3kW	-	175	3hE+175	-	-

Tranche Comments

HA: Redemption: 2021-10-16; Registration: 144A/Nvh J; PZ: Redemption: 2021-10-16; Registration: 144C/Udv E; VV: Redemption: 2021-10-16; Registration: 144X/Jnv R;

Deal Comments

Qbjbwawxbwa. Dyw Xaoo Zbmbydl 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2016

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	BLF	5.000	-	Bbb	-	-	-	-	-	-	Yzvhditl	3wA	-	80	3fR+80	-	-
U-X	XGR	36.000	-	Acc3	-	-	-	-	67.00%	-	Vckhdswx	3eZ	-	310	3tK+310	-	-
U-S	BJN	88.000	-	Dy2	-	-	-	-	34.00%	-	Gczqblcx	3iL	-	155	3fY+155	-	-
Ook	MWG	58.430	-	QG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-Y	UWO	85.000	-	N2	-	-	-	-	29.26%	-	Cjpqccfz	3rS	-	195	3mS+195	-	-
E-P	FXO	377.000	-	Qgg	-	-	-	-	95.00%	-	Sbczcqqc	3vP	-	109	3tU+109	-	-
Z-P	NCU	67.000	-	Ey3	-	-	-	-	8.00%	-	Wvuddmxh	3uW	-	675	3zF+661	-	-

Tranche Comments

F: Redemption: 2023-04-17; Registration: 144G/Vpe B; E-P: Redemption: 2023-04-17; Registration: 144D/Atd E; U-S: Redemption: 2023-04-17; Registration: 144T/Oqq R; A-Y: Redemption: 2023-04-17; Registration: 144X/Fxq I; U-X: Redemption: 2023-04-17; Registration: 144E/Ahb Q; Z-P: Redemption: 2023-04-17; Registration: 144U/Ldn F; Ook: Redemption: 2023-04-17; Registration: 144A/Tnv K;

Deal Comments

Ewkwe. Zgv Mcoo Bwjtgju 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2018

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	NCY	77.800	-	Wo2	-	-	-	-	-	-	Ipkrdaoi	3hF	-	190	3oM+190	-	-
O	UIX	49.700	-	Jxx3	-	-	-	-	-	-	Srrawcys	3hU	-	410	3gU+410	-	-
Yyl	UWE	70.800	-	LH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	ZPP	49.500	-	Spp	-	-	-	-	-	-	Ljcrkqer	3rB	-	177	3zQ+177	-	-
Q	YAV	95.100	-	Lj3	-	-	-	-	-	-	Ucpdomsf	3wE	-	804	3wW+804	-	-
Q-1	FWV	115.000	-	Sjj	-	-	-	-	-	-	Jvzhqhlt	3yK	-	142	3iT+142	-	-
O	HJC	21.900	-	Y2	-	-	-	-	-	-	Lcryrhag	3zB	-	265	3tB+265	-	-

Tranche Comments

Q-1: First Pay: 2021-04-18; Redemption: 2021-10-18; Q-2: First Pay: 2021-04-18; Redemption: 2021-10-18; F: First Pay: 2021-04-18; Redemption: 2021-10-18; O: First Pay: 2021-04-18; Redemption: 2021-10-18; O: First Pay: 2021-04-18; Redemption: 2021-10-18; Q: First Pay: 2021-04-18; Redemption: 2021-10-18; Yyl: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Gos Yovv Lkgnoxe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 1993