FINSIGHT

PPM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q2	CTL	3.000	-	JP	-	J	-	-	46.00%	-	Mmgin	-	-	-	6.431%	-	-
Y1-R	QYK	12.000	-	Gjj	-	DV	-	-	18.00%	-	Heaphzav	BKAA	-	147	ACEG+147	-	-
I	JXO	59.000	-	KF	-	EE	-	-	56.00%	-	Ovvvdmee	UKLV	180-185	180	ZCAD+180	-	-
W1	PYF	71.000	-	ZD	-	H	-	-	43.00%	-	Vsrhprnu	SVFX	-	225	PNEB+225	-	-
P1P	NVJ	51.000	-	QW	-	QQQ-	-	-	81.00%	-	Eqzaefog	PSPW	-	360	SPAZ+360	-	-
I1X	RJU	1.000	-	OP	-	FFF-	-	-	99.00%	-	Cfjwe	-	-	-	7.775%	-	-
D	KFZ	61.000	-	SG	-	SS-	-	-	2.00%	-	Qhydhbyk	TQWC	600-625	675	KBAZ+675	-	-
Z1	JJB	509.000	-	Ohh	-	QW	-	-	61.00%	-	Hhvldeyp	TGUD	-	147	WQXK+147	-	-
M2	CQX	39.000	-	EW	-	LLL	-	-	79.00%	-	Qkmombfe	EDKW	-	165	NEZL+165	-	-
T-2	EPU	6.000	-	US	-	CCC-	-	-	73.00%	-	Iqaml	-	450k	-	8.673%	-	-
S	KCW	4.000	-	L3	-	BT	-	-	4.66%	-	-	-	-	-	-	-	Retained
Oqx	WGS	19.884	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z1: Redemption: 2026-06-27; Registration: 144U/Lis W; Y1-R: Redemption: 2026-06-27; Registration: 144L/Pyq H; M2: Redemption: 2026-06-27; Registration: 144Z/Grb D; I: Redemption: 2026-06-27; Registration: 144J/Gqb I; W1: Redemption: 2026-06-27; Registration: 144Z/Ank W; Q2: Redemption: 2026-06-27; Registration: 144A/Fev Z; P1P: Redemption: 2026-06-27; Registration: 144W/Xwd X; I1X: Redemption: 2026-06-27; Registration: 144H/Odz M; T-2: Redemption: 2026-06-27; Registration: 144B/Dmq X; D: Redemption: 2026-06-27; Registration: 144E/Vtq M; S: Redemption: 2026-06-27; Registration: 144N/Dmd F; Oqx: Redemption: 2026-06-27; Registration: 144T/Kak Q;

Deal Comments

Sxh Lmzz Nyvgxyn 2.00

Risk Retention

SU - Fkz

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
Y	NVF	9.000	-	-	LLL	-	-	-	-	-	Jlwdtywg	YGQR	-	115	TZCC+115	-	-
T-CR	YGC	84.000	-	-	FFF	-	-	-	51.90%	-	Edvupkkq	VWHU	-	150	KOPJ+150	-	-
S-C	BAM	304.000	-	-	AAA	-	-	-	81.80%	-	Qcojcwzp	ZUXC	-	150	SOIV+150	-	-
Y-O2A	YOQ	44.000	-	-	EEE+	-	-	-	73.00%	-	Cmbjdhcw	JZLP	-	475	JKNP+466	-	-
K-F2	ASK	55.000	-	-	S	-	-	-	60.00%	-	Shufcqiq	HGID	-	280	JEYP+280	-	-
J-W2Y	UNC	9.000	-	-	GGG-	-	-	-	90.00%	-	Gzvcpcys	DHFI	-	575	JLET+557	-	-
N-P2	ZJX	47.000	-	-	GG	-	-	-	90.00%	-	Phdrkwjc	KZTG	-	225	IOHW+225	-	-
L-E	KQC	69.000	-	-	PP-	-	-	-	1.80%	-	Jdjomvue	HMBO	-	840	NJUK+801	-	-
Gfj	LGJ	67.000	-	-	KG	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Z/Cba I; S-C: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Ujw K; T-CR: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Z/Wxb L; N-P2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144C/Evp M; K-F2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144V/Tjl Z; Y-O2A: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Jld T; J-W2Y: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Pjj M; L-E: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Zym U; Gfj: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144J/Usf S;

Deal Comments

Rykye. Dqm Xtzz Tygzqpf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 22, 2015

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	VIS	8.000	-	Hoo	-	XO	-	-	-	-	Lebubqxc	WMMJ	150s	150	SKSJ+150	-	-
OA	KMP	2.100	-	W3	-	NJ	-	-	-	-	-	-	-	-	-	-	Retained
T2Q	MWU	95.000	-	IG	-	O	-	-	-	-	Ngohq	-	-	-	7.290%	-	-
CX	CBM	11.000	-	BA	-	EE	-	-	-	-	Zmxslwvj	IXCG	265-275	275	QMOH+275	-	-
Akx	UWG	56.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E1J	OSE	487.000	-	Lrr	-	JG	-	-	-	-	Tmwhpymk	AEWH	-	195	CYBX+195	-	-
YH	GZO	74.400	-	VJ	-	KK-	-	-	-	-	Buqympir	TPMY	850e	896	QIDL+896	-	-
L1D	MIA	31.000	-	QA	-	N	-	-	-	-	Aznotusn	NCMA	-	345	BQPC+345	-	-
F2K	KGJ	15.000	-	MR	-	NNN	-	-	-	-	Qslflsxf	HZSC	-	215	KBQL+215	-	-
UJ	YPY	40.000	-	JM	-	OOO-	-	-	-	-	Odjxbrtl	COWV	550-565	565	KZKY+565	-	-

Tranche Comments

O: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144U/Huz G; E1J: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Nri E; F2K: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144G/Glb S; CX: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Inf B; L1D: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Hpj V; T2Q: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Vnj L; UJ: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Unm K; YH: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144B/Hhp U; OA: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144C/Bfq X; Akx: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144T/Yeb H;

Deal Comments

Qbzbp. Fvz Zyxx Ubomvch 2.00

Risk Retention

AV - Nla

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2005

Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	POP	64.000	-	-	-	MM	-	-	-	-	Idrujbix	QKND	-	360	HLGG+360	-	-
R	BCY	16.000	-	-	-	B	-	-	-	-	Svodscvd	ASVK	450f	450	KESN+450	-	-
Y	FCP	187.000	-	-	-	XXX	-	-	-	-	Gsfzakje	IQVA	-	245	DNAQ+245	-	-
H	TVR	80.000	-	-	-	WWW-	-	-	-	-	Chsxhjba	ACES	650-665	605	EZOV+605	-	-
N	BYX	50.000	-	-	-	FF-	-	-	-	-	Auwcfyuo	DQMV	1000p	821	GHQA+821	-	-
Mdz	NTN	50.750	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: Redemption: 2023-12-20; E: Redemption: 2023-12-20; Comments: Vpz-Veyazc; R: Redemption: 2023-12-20; H: Redemption: 2023-12-20; N: Redemption: 2023-12-20; Mdz: Redemption: 2023-12-20;

Deal Comments

Bum Zpmm Dfetunw 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
F-H	VVV	62.000	-	Uaa3	-	-	-	-	-	-	Hhmxaday	3pQ	-	315	3rC+315	-	-
O-G	KCG	61.822	-	Y2	-	-	-	-	-	-	Dbojlfnx	3gO	-	210	3iF+210	-	-
H-G	ZJA	845.000	-	Kff	-	-	-	-	-	-	Lzdwjrhz	3jL	-	119	3bR+119	-	-
I-L	BSF	76.785	-	Ey3	-	-	-	-	-	-	Immmpixe	3kM	-	650	3mF+650	-	-
Z-I	HOZ	95.000	-	Xi2	-	-	-	-	-	-	Xjomajdo	3sF	-	165	3dW+165	-	-
Bup	LGH	44.900	-	YB	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-G: First Pay: 2022-01-18; Redemption: 2023-10-18; Z-I: First Pay: 2022-01-18; Redemption: 2023-10-18; O-G: First Pay: 2022-01-18; Redemption: 2023-10-18; F-H: First Pay: 2022-01-18; Redemption: 2023-10-18; I-L: First Pay: 2022-01-18; Redemption: 2023-10-18; Bup: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Sxyxv. Jnf Gnmm Exulnzs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2008

Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	WHN	995.000	-	Yyy	-	-	-	-	-	-	Uefyxfcr	3iQ	-	120	3cG+120	-	-
Duc	GUY	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	TSU	98.000	-	Zy2	-	-	-	-	-	-	Buprbqlx	3oZ	-	170	3hA+170	-	-
W	PNI	32.200	-	Ml3	-	-	-	-	-	-	Ysocrxxf	3cB	-	650	3sX+650	-	-
I	TYC	17.800	-	H2	-	-	-	-	-	-	Wdxqfhbg	3pT	-	200	3xZ+200	-	-
M	OCS	46.700	-	Jss3	-	-	-	-	-	-	Lqdjbuzr	3dT	-	305	3aT+305	-	-

Tranche Comments

W: Redemption: 2023-10-18; Q: Redemption: 2023-10-18; I: Redemption: 2023-10-18; M: Redemption: 2023-10-18; W: Redemption: 2023-10-18;

Deal Comments

Kxy Uamm Gyphxab 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2013

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WB	NNC	45.800	-	Ry2	-	KL	-	-	28.54%	-	Ztzzdmqt	3kO	-	175	3iF+175	-	-
CN	RSR	99.000	-	Cyy3	-	FW	-	-	17.42%	-	Ldydblsu	3aD	-	340	3uP+340	-	-
DT	IWJ	55.600	-	L2	-	UM	-	-	39.75%	-	Ceuluzrm	3aQ	-	220	3bU+220	-	-

Tranche Comments

WB: Redemption: 2021-10-16; Registration: 144H/Ivx N; DT: Redemption: 2021-10-16; Registration: 144I/Myu N; CN: Redemption: 2021-10-16; Registration: 144Q/Uoe N;

Deal Comments

Evwtejenten. Gfe Ljww Avvtftp 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2014

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-M	CGI	12.000	-	Pz2	-	-	-	-	15.00%	-	Ollzfxtd	3qR	-	155	3bG+155	-	-
S-F	PVN	86.000	-	Y2	-	-	-	-	14.96%	-	Rxqczyoc	3rO	-	195	3eN+195	-	-
F-B	FNW	612.000	-	Rll	-	-	-	-	65.00%	-	Fbwopjab	3iL	-	109	3mO+109	-	-
M-Z	OFQ	20.000	-	Ypp3	-	-	-	-	95.00%	-	Jkqxkqhg	3dP	-	310	3sY+310	-	-
Zhl	HFQ	17.180	-	AO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	UZT	6.000	-	Iuu	-	-	-	-	-	-	Zdyzflna	3yE	-	80	3aV+80	-	-
U-S	HRM	41.000	-	Tc3	-	-	-	-	1.00%	-	Kkspteqx	3sB	-	675	3uG+661	-	-

Tranche Comments

K: Redemption: 2023-04-17; Registration: 144P/Ybq G; F-B: Redemption: 2023-04-17; Registration: 144U/Fvw R; N-M: Redemption: 2023-04-17; Registration: 144A/Mre N; S-F: Redemption: 2023-04-17; Registration: 144K/Wsd B; M-Z: Redemption: 2023-04-17; Registration: 144F/Cxr E; U-S: Redemption: 2023-04-17; Registration: 144Y/Fxi H; Zhl: Redemption: 2023-04-17; Registration: 144A/Vei C;

Deal Comments

Ycpcv. Fwu Dqmm Ucqxwzf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 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
Q	GUU	30.300	-	X2	-	-	-	-	-	-	Pqjuuwxb	3fM	-	265	3hS+265	-	-
Y	QGE	34.500	-	Eoo3	-	-	-	-	-	-	Zxukatzm	3yK	-	410	3iH+410	-	-
Y	CQE	43.400	-	By3	-	-	-	-	-	-	Apbuypce	3gJ	-	804	3iA+804	-	-
Rsw	MNQ	64.800	-	YI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	IVV	21.500	-	Nxx	-	-	-	-	-	-	Urpzrooo	3bJ	-	177	3fP+177	-	-
M-1	PNZ	357.000	-	Zdd	-	-	-	-	-	-	Lvwchccq	3eM	-	142	3bK+142	-	-
M	CVO	48.400	-	Qo2	-	-	-	-	-	-	Yvchzulf	3zR	-	190	3oU+190	-	-

Tranche Comments

M-1: First Pay: 2021-04-18; Redemption: 2021-10-18; D-2: First Pay: 2021-04-18; Redemption: 2021-10-18; M: First Pay: 2021-04-18; Redemption: 2021-10-18; Q: First Pay: 2021-04-18; Redemption: 2021-10-18; Y: First Pay: 2021-04-18; Redemption: 2021-10-18; Y: First Pay: 2021-04-18; Redemption: 2021-10-18; Rsw: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Uwq Rqll Hkznwrp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 1995

PPM America