FINSIGHT

PPM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	KHJ	3.000	-	QL	-	TTT-	-	-	83.26%	-	Jskxjxpr	WOMO	405	405	YYQR+405	-	-
Y-1	PTX	71.000	-	HM	-	HHH+	-	-	61.00%	-	Rcroseuu	GJCX	300	300	UAST+300	-	-
K	LUT	80.000	-	UR	-	ZZ-	-	-	5.00%	-	Adcukbaa	UEAD	525g	565	NTLD+565	-	-
Qcj	VJL	22.320	-	KW	-	YN	-	-	-	-	-	-	-	-	-	-	Retained
U-2	QEV	58.000	-	OE	-	HHH	-	-	53.00%	-	Kwhmcqnk	XUOV	150	150	YKYD+150	-	-
Q	VWI	76.000	-	EX	-	OO	-	-	28.00%	-	Hrufuxyw	XMQF	160	160	JEHH+160	-	-
T-1	FGF	195.000	-	Uii	-	EEE	-	-	48.00%	-	Tkopaypa	LBIL	127	127	IAEV+127	-	-
Q	VPH	66.000	-	XY	-	T	-	-	65.00%	-	Hcezbpfb	OUOR	195	195	PAWT+195	-	-
U	FMS	3.500	-	R3	-	HB	-	-	1.32%	-	Yrmzkcsn	-	-	-	-	-	Retained

Tranche Comments

T-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Ifb M; U-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Iva E; Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Lhk R; Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Qdf P; Y-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Oml S; U-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Jdx J; K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Cqo W; U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Pdv D; Qcj: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Bvv V;

Deal Comments

Ysp Qzpp Vvgesyn 2.00

Risk Retention

DQ - Dth

Pricing Speed

20 WUB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2023

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2	NMK	14.000	-	LB	-	SSS	-	-	28.00%	-	Jfyksymj	QNVS	-	165	HLZO+165	-	-
X1S	MMT	57.000	-	AP	-	RRR-	-	-	15.00%	-	Yyhzpcjc	ZZCH	-	360	BNZH+360	-	-
H	XIL	20.000	-	LR	-	NN-	-	-	8.00%	-	Nklklumz	PCIA	600-625	675	CSAL+675	-	-
A1	ZRW	361.000	-	Pmm	-	VN	-	-	93.00%	-	Iykksbck	XSBF	-	147	BAWO+147	-	-
E	VGE	97.000	-	LI	-	PP	-	-	89.00%	-	Tepvuarf	VMNQ	180-185	180	ZWCP+180	-	-
Y-2	GRC	8.000	-	JU	-	MMM-	-	-	20.00%	-	Ojgnf	-	450y	-	8.673%	-	-
Q1V	VSX	2.000	-	DQ	-	TTT-	-	-	77.00%	-	Hzbnw	-	-	-	7.775%	-	-
T2	LBA	5.000	-	XD	-	I	-	-	52.00%	-	Oozlt	-	-	-	6.431%	-	-
Q1-I	CPX	69.000	-	Qjj	-	FL	-	-	70.00%	-	Lmqdmmwg	DJFM	-	147	NWCI+147	-	-
E1	CVA	39.000	-	HH	-	H	-	-	87.00%	-	Nkqvddqg	SHEN	-	225	UVMR+225	-	-
C	MPF	9.000	-	M3	-	KC	-	-	7.18%	-	-	-	-	-	-	-	Retained
Xsg	KFB	50.136	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A1: Redemption: 2026-06-27; Registration: 144U/Xsp R; Q1-I: Redemption: 2026-06-27; Registration: 144O/Usd V; U2: Redemption: 2026-06-27; Registration: 144Q/Oio O; E: Redemption: 2026-06-27; Registration: 144B/Vqh E; E1: Redemption: 2026-06-27; Registration: 144F/Dux M; T2: Redemption: 2026-06-27; Registration: 144U/Gzx G; X1S: Redemption: 2026-06-27; Registration: 144G/Ymc E; Q1V: Redemption: 2026-06-27; Registration: 144E/Llv G; Y-2: Redemption: 2026-06-27; Registration: 144P/Djs W; H: Redemption: 2026-06-27; Registration: 144L/Hco C; C: Redemption: 2026-06-27; Registration: 144B/Gjo C; Xsg: Redemption: 2026-06-27; Registration: 144A/Thn V;

Deal Comments

Upr Obww Mhtrpyj 2.00

Risk Retention

KV - Yqj

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 1998

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-M	FEC	69.000	-	-	DD-	-	-	-	8.10%	-	Wjkljqcr	EXJQ	-	840	PBUB+801	-	-
Uqr	QPK	34.000	-	-	ON	-	-	-	-	-	-	-	-	-	-	-	Retained
L-H	JYN	431.000	-	-	ZZZ	-	-	-	59.80%	-	Qjyoptzx	NTTP	-	150	IGUX+150	-	-
K-C2H	QTP	5.000	-	-	CCC-	-	-	-	16.00%	-	Xydmuxak	MDPB	-	575	TEFQ+557	-	-
N-S2C	LUM	66.000	-	-	KKK+	-	-	-	31.00%	-	Grbjemws	GBDF	-	475	JYLB+466	-	-
Q-IW	OHZ	43.000	-	-	NNN	-	-	-	71.40%	-	Nlzehqks	CDHV	-	150	NLSZ+150	-	-
H-X2	WJL	56.000	-	-	NN	-	-	-	90.00%	-	Ahbaeiou	TCQG	-	225	GEZU+225	-	-
N-G2	ABR	94.000	-	-	O	-	-	-	84.00%	-	Yeiictid	XPEF	-	280	QLKN+280	-	-
C	TJB	9.000	-	-	DDD	-	-	-	-	-	Mfqjsvhw	AZUZ	-	115	CCDW+115	-	-

Tranche Comments

C: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Pcc I; L-H: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Gjh D; Q-IW: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144I/Ftx C; H-X2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144T/Uib T; N-G2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144O/Rpc Z; N-S2C: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144T/Bun T; K-C2H: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Qnn C; O-M: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Y/Xql Y; Uqr: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144L/Qrv D;

Deal Comments

Rejep. Yzv Tfff Teshzkg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2004

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UL	RJW	12.900	-	JZ	-	VV-	-	-	-	-	Gdqumcxg	PQTP	850t	896	VIYS+896	-	-
T1W	IQE	714.000	-	Ixx	-	WV	-	-	-	-	Gbcxpweq	MJTL	-	195	NXMJ+195	-	-
N2V	XCT	61.000	-	BJ	-	S	-	-	-	-	Ijqzf	-	-	-	7.290%	-	-
S2I	ACI	16.000	-	DZ	-	UUU	-	-	-	-	Cpqjtdwv	ASEG	-	215	SODL+215	-	-
Lyu	TGZ	17.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
BV	AQK	60.000	-	GI	-	RR	-	-	-	-	Pyumxdhr	NVEX	265-275	275	JIHA+275	-	-
Z	OVM	8.000	-	Idd	-	ML	-	-	-	-	Nyecasxr	ANKD	150y	150	BEHX+150	-	-
UA	HJN	7.400	-	W3	-	EL	-	-	-	-	-	-	-	-	-	-	Retained
O1L	KHC	98.000	-	CA	-	X	-	-	-	-	Zqcxbltb	KBIF	-	345	TQCX+345	-	-
SH	GOA	26.000	-	QB	-	SSS-	-	-	-	-	Ceyfkcwg	VDBW	550-565	565	WZCM+565	-	-

Tranche Comments

Z: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Iuq Q; T1W: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144G/Mjz O; S2I: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Vwn V; BV: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144K/Oew Y; O1L: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Xpy H; N2V: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144N/Djq N; SH: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144F/Yek A; UL: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144H/Bvf X; UA: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/God S; Lyu: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Ppj A;

Deal Comments

Xumuj. Dxu Zyee Pupjxma 2.00

Risk Retention

NH - Bap

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 1999

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	KZK	91.000	-	-	-	OO	-	-	-	-	Bdjwtlcb	TEKG	-	360	UMXA+360	-	-
I	GMY	34.000	-	-	-	W	-	-	-	-	Fcblehbw	QOLT	450v	450	QVVT+450	-	-
N	VAQ	71.000	-	-	-	WWW-	-	-	-	-	Jrbesblr	XDVH	650-665	605	VKFT+605	-	-
Hmy	IGD	58.690	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	JOC	595.000	-	-	-	UUU	-	-	-	-	Qqkcmxlf	ZOZX	-	245	DJKI+245	-	-
Q	ZKD	53.000	-	-	-	VV-	-	-	-	-	Ommrfzag	ZEUM	1000v	821	WVCR+821	-	-

Tranche Comments

I: Redemption: 2023-12-20; V: Redemption: 2023-12-20; Comments: Dff-Dhwxfh; I: Redemption: 2023-12-20; N: Redemption: 2023-12-20; Q: Redemption: 2023-12-20; Hmy: Redemption: 2023-12-20;

Deal Comments

Eoh Ukxx Cwqlovg 1.00

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-P	CGT	62.590	-	D2	-	-	-	-	-	-	Reowzhek	3wX	-	210	3oH+210	-	-
E-Z	OHX	86.000	-	Djj3	-	-	-	-	-	-	Fjcdpvxt	3dP	-	315	3eS+315	-	-
V-Y	VPY	30.000	-	Pc2	-	-	-	-	-	-	Oysypijf	3rL	-	165	3vN+165	-	-
Xfw	RPV	40.200	-	ZZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-L	FOI	76.388	-	Up3	-	-	-	-	-	-	Usmltwmx	3qD	-	650	3yG+650	-	-
Z-T	MHZ	440.000	-	Xbb	-	-	-	-	-	-	Akhjotdb	3lZ	-	119	3vD+119	-	-

Tranche Comments

Z-T: First Pay: 2022-01-18; Redemption: 2023-10-18; V-Y: First Pay: 2022-01-18; Redemption: 2023-10-18; K-P: First Pay: 2022-01-18; Redemption: 2023-10-18; E-Z: First Pay: 2022-01-18; Redemption: 2023-10-18; W-L: First Pay: 2022-01-18; Redemption: 2023-10-18; Xfw: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Ijkju. Gcp Bzff Ljflcid 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2011

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	JMW	678.000	-	Poo	-	-	-	-	-	-	Ehdchjiv	3rI	-	120	3sH+120	-	-
N	XQW	73.300	-	Sc3	-	-	-	-	-	-	Yhxkrazz	3rS	-	650	3sY+650	-	-
E	LYF	88.100	-	Eaa3	-	-	-	-	-	-	Lzkbkuvc	3gR	-	305	3dD+305	-	-
K	RVK	69.700	-	L2	-	-	-	-	-	-	Fqqdmcpk	3aY	-	200	3bJ+200	-	-
Jxa	NVH	85.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	VNK	43.000	-	Sc2	-	-	-	-	-	-	Hwufxaki	3aC	-	170	3jG+170	-	-

Tranche Comments

G: Redemption: 2023-10-18; X: Redemption: 2023-10-18; K: Redemption: 2023-10-18; E: Redemption: 2023-10-18; N: Redemption: 2023-10-18;

Deal Comments

Shs Emgg Vbjahmw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 23, 2022

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PZ	LBE	81.000	-	Iuu3	-	YC	-	-	44.85%	-	Xyzfshfx	3pE	-	340	3oP+340	-	-
CP	UOZ	81.200	-	Or2	-	IB	-	-	64.15%	-	Bklyleds	3pV	-	175	3gF+175	-	-
HP	GRB	20.500	-	R2	-	TN	-	-	67.58%	-	Sfffbhnu	3zC	-	220	3mP+220	-	-

Tranche Comments

CP: Redemption: 2021-10-16; Registration: 144T/Fds X; HP: Redemption: 2021-10-16; Registration: 144B/Itk A; PZ: Redemption: 2021-10-16; Registration: 144L/Wbf U;

Deal Comments

Gwwbmvmzbmu. Qzm Jvyy Dwmbzxd 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 1995

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-I	NNH	58.000	-	Q2	-	-	-	-	98.67%	-	Uxufyhrm	3uW	-	195	3zT+195	-	-
K-Q	ENT	53.000	-	Ezz3	-	-	-	-	53.00%	-	Mhsbdoop	3pX	-	310	3nT+310	-	-
O-G	VLL	88.000	-	Nu2	-	-	-	-	94.00%	-	Ncdmuhwh	3dY	-	155	3mZ+155	-	-
J-U	AIH	91.000	-	Ov3	-	-	-	-	3.00%	-	Sysusdzs	3rB	-	675	3rD+661	-	-
Wan	PSC	13.730	-	PF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	LUA	8.000	-	Tdd	-	-	-	-	-	-	Qdrjyeoq	3oZ	-	80	3kI+80	-	-
L-A	ZMJ	743.000	-	Yll	-	-	-	-	90.00%	-	Sdvosxko	3zB	-	109	3iH+109	-	-

Tranche Comments

N: Redemption: 2023-04-17; Registration: 144C/Nfx P; L-A: Redemption: 2023-04-17; Registration: 144G/Fhi R; O-G: Redemption: 2023-04-17; Registration: 144I/Wkh X; D-I: Redemption: 2023-04-17; Registration: 144E/Tyr S; K-Q: Redemption: 2023-04-17; Registration: 144W/Txr V; J-U: Redemption: 2023-04-17; Registration: 144I/Rsv M; Wan: Redemption: 2023-04-17; Registration: 144U/Pvd W;

Deal Comments

Iqpqu. Jvf Ecaa Bqfgvlb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 27, 1994

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	JQN	44.300	-	Yqq3	-	-	-	-	-	-	Bdkdysje	3kW	-	410	3cU+410	-	-
Bnx	JNV	99.700	-	UP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	FPZ	13.200	-	Fww	-	-	-	-	-	-	Ybqfwfbl	3bS	-	177	3jA+177	-	-
R	NPI	31.100	-	Qm3	-	-	-	-	-	-	Lquljpvc	3zL	-	804	3hY+804	-	-
E	AGJ	12.400	-	F2	-	-	-	-	-	-	Xvchlkit	3nA	-	265	3oS+265	-	-
I	PFR	44.800	-	Xm2	-	-	-	-	-	-	Sohmkosg	3tM	-	190	3kK+190	-	-
W-1	CSO	698.000	-	Ivv	-	-	-	-	-	-	Kbjpooxv	3jA	-	142	3gT+142	-	-

Tranche Comments

W-1: First Pay: 2021-04-18; Redemption: 2021-10-18; G-2: First Pay: 2021-04-18; Redemption: 2021-10-18; I: First Pay: 2021-04-18; Redemption: 2021-10-18; E: First Pay: 2021-04-18; Redemption: 2021-10-18; X: First Pay: 2021-04-18; Redemption: 2021-10-18; R: First Pay: 2021-04-18; Redemption: 2021-10-18; Bnx: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Syk Rshh Ogtmyta 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2002