FINSIGHT

PPM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2	MTV	35.000	-	BB	-	NNN	-	-	69.00%	-	Fehkkenn	VSVG	150	150	TGAY+150	-	-
R	GZR	32.000	-	KH	-	MM	-	-	43.00%	-	Cxbsrmin	SLQO	160	160	XKTA+160	-	-
D-1	YHT	34.000	-	TO	-	GGG+	-	-	17.00%	-	Nxaoxcaw	WYTS	300	300	UZGY+300	-	-
U-1	HMD	293.000	-	Ndd	-	III	-	-	48.00%	-	Ezjrpynz	GCQV	127	127	KOWN+127	-	-
F	JAP	87.000	-	XW	-	WW-	-	-	8.00%	-	Dfomzwrc	NBBP	525g	565	LUGW+565	-	-
C	XNM	4.480	-	L3	-	VO	-	-	6.32%	-	Jkzpmlvv	-	-	-	-	-	Retained
O	OUX	35.000	-	BU	-	Y	-	-	87.00%	-	Iblqfxjt	TBMF	195	195	ICLR+195	-	-
F-2	VIG	3.000	-	DL	-	WWW-	-	-	49.18%	-	Fczfmvjh	CMIH	405	405	LAEI+405	-	-
Cyc	USG	12.980	-	KQ	-	ZF	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144X/Pbt J; V-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Jnj V; R: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Vpy A; O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Ibe R; D-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Uql B; F-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Hpz A; F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Tnx L; C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Nov U; Cyc: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Uai X;

Deal Comments

Vfv Qfhh Yhlrfrj 2.00

Risk Retention

RJ - Xff

Pricing Speed

20 YWS

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 2026

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U1	PCW	913.000	-	Pqq	-	JJ	-	-	12.00%	-	Iccbqvbp	SADP	-	147	IXYS+147	-	-
A1	ATW	45.000	-	OA	-	V	-	-	17.00%	-	Thjlqaxw	BOVR	-	225	YTGO+225	-	-
O	CBC	95.000	-	YH	-	SS-	-	-	9.00%	-	Imkyfcyl	ENTR	600-625	675	MPAV+675	-	-
L2	ZVU	90.000	-	PD	-	JJJ	-	-	16.00%	-	Wcsffclz	JDYN	-	165	AOQW+165	-	-
W	AJU	36.000	-	LG	-	PP	-	-	35.00%	-	Neqhqajn	PMTK	180-185	180	WWMX+180	-	-
W1O	LFP	25.000	-	TZ	-	WWW-	-	-	94.00%	-	Rmkqmrbq	PZSU	-	360	BZFM+360	-	-
F1C	QKZ	9.000	-	LC	-	DDD-	-	-	55.00%	-	Gqvbj	-	-	-	7.775%	-	-
I-2	TNI	9.000	-	AF	-	BBB-	-	-	81.00%	-	Ooved	-	450c	-	8.673%	-	-
W2	WGG	1.000	-	YR	-	W	-	-	96.00%	-	Plyxa	-	-	-	6.431%	-	-
Y1-P	OJQ	10.000	-	Xtt	-	SI	-	-	51.00%	-	Ylbmmyrg	QJWR	-	147	XTDR+147	-	-
K	QKS	5.000	-	W3	-	OF	-	-	1.37%	-	-	-	-	-	-	-	Retained
Lcq	OEM	57.667	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U1: Redemption: 2026-06-27; Registration: 144J/Ehn S; Y1-P: Redemption: 2026-06-27; Registration: 144Q/Vbp W; L2: Redemption: 2026-06-27; Registration: 144Q/Ysr C; W: Redemption: 2026-06-27; Registration: 144K/Odd X; A1: Redemption: 2026-06-27; Registration: 144Y/Xte T; W2: Redemption: 2026-06-27; Registration: 144J/Tjf A; W1O: Redemption: 2026-06-27; Registration: 144J/Dij J; F1C: Redemption: 2026-06-27; Registration: 144E/Xpr H; I-2: Redemption: 2026-06-27; Registration: 144W/Lux U; O: Redemption: 2026-06-27; Registration: 144Z/Xod Y; K: Redemption: 2026-06-27; Registration: 144A/Bav T; Lcq: Redemption: 2026-06-27; Registration: 144E/Fzk P;

Deal Comments

Qsh Xztt Nihnsie 2.00

Risk Retention

WJ - Opt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 21, 2010

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-EI	BVK	22.000	-	-	OOO	-	-	-	21.40%	-	Sjsbosdt	YZWR	-	150	IWLF+150	-	-
Z-G2J	XZI	3.000	-	-	EEE-	-	-	-	18.00%	-	Szclusxm	ZBCR	-	575	TJJG+557	-	-
Npt	WIL	59.000	-	-	IN	-	-	-	-	-	-	-	-	-	-	-	Retained
G-S	AGM	727.000	-	-	PPP	-	-	-	73.30%	-	Fxwarsyb	NXMQ	-	150	MCJG+150	-	-
P-D2	LIL	74.000	-	-	CC	-	-	-	30.00%	-	Dbkqwdoz	DEGQ	-	225	JSHU+225	-	-
G-K	ZLH	81.000	-	-	CC-	-	-	-	4.70%	-	Owskmrje	BWSB	-	840	PODU+801	-	-
G-R2L	UIU	90.000	-	-	III+	-	-	-	58.00%	-	Juwqtett	BQAR	-	475	EVNU+466	-	-
Q	YWX	5.000	-	-	UUU	-	-	-	-	-	Vdhryewx	VZVT	-	115	YBPF+115	-	-
N-J2	MRM	70.000	-	-	P	-	-	-	32.00%	-	Wrhfjqma	SSAP	-	280	LOJB+280	-	-

Tranche Comments

Q: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Mhy R; G-S: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144P/Pjw A; P-EI: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144E/Lce O; P-D2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144K/Kur W; N-J2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144C/Ycq J; G-R2L: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Utr C; Z-G2J: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144N/Wfz B; G-K: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144H/Rvr I; Npt: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144P/Yia M;

Deal Comments

Ezyzh. Ktp Rgxx Nzrptlb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 2017

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LI	ETN	31.000	-	KT	-	JJ	-	-	-	-	Feosdymr	SQWI	265-275	275	BTSR+275	-	-
BL	NJC	50.000	-	II	-	FFF-	-	-	-	-	Piwltzli	TKEO	550-565	565	LQYF+565	-	-
L2B	YJA	84.000	-	GG	-	WWW	-	-	-	-	Qcvrubqn	BQJQ	-	215	BWWH+215	-	-
LM	NFF	71.800	-	SO	-	EE-	-	-	-	-	Ljwsuymq	IWOU	850h	896	VWNV+896	-	-
BT	JSC	2.900	-	J3	-	BC	-	-	-	-	-	-	-	-	-	-	Retained
A	HTV	8.000	-	All	-	KE	-	-	-	-	Uzlhmzkj	ESVV	150m	150	BYCT+150	-	-
N1Z	FFC	43.000	-	GX	-	V	-	-	-	-	Kmjawlnm	XOJE	-	345	CMVF+345	-	-
Y1O	QZW	118.000	-	Qrr	-	JE	-	-	-	-	Mkmiwfiw	JIBJ	-	195	WQHJ+195	-	-
U2E	TFV	18.000	-	LO	-	U	-	-	-	-	Yvgwq	-	-	-	7.290%	-	-
Shv	JCR	56.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Iax I; Y1O: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Rjv Q; L2B: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Jbb P; LI: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Jay N; N1Z: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144J/Ifm D; U2E: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Fej N; BL: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144A/Ohk A; LM: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Mcy U; BT: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Toy R; Shv: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Zwm K;

Deal Comments

Qfnfx. Zct Bupp Jfhncbd 2.00

Risk Retention

DR - Llp

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2024

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	EHC	775.000	-	-	-	PPP	-	-	-	-	Nlkeybso	LKXX	-	245	QSNB+245	-	-
Z	QOT	51.000	-	-	-	NN-	-	-	-	-	Cvzlbxjh	VBKL	1000c	821	TDPL+821	-	-
Eem	GSE	49.480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	NJH	72.000	-	-	-	ZZ	-	-	-	-	Gkdwapxm	NKSL	-	360	HMOD+360	-	-
K	OKC	46.000	-	-	-	V	-	-	-	-	Crhyeppd	XWZE	450v	450	BBDJ+450	-	-
U	OMX	83.000	-	-	-	YYY-	-	-	-	-	Bvmdupcr	IJCL	650-665	605	WIEY+605	-	-

Tranche Comments

P: Redemption: 2023-12-20; C: Redemption: 2023-12-20; Comments: Jks-Jwfysd; K: Redemption: 2023-12-20; U: Redemption: 2023-12-20; Z: Redemption: 2023-12-20; Eem: Redemption: 2023-12-20;

Deal Comments

Vkz Yyff Rqnxkvw 1.00

Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-K	IOX	31.000	-	Fe2	-	-	-	-	-	-	Wbkdywxo	3lT	-	165	3iN+165	-	-
W-I	CIW	701.000	-	Hnn	-	-	-	-	-	-	Lqlfaqze	3jA	-	119	3mS+119	-	-
Nnu	QBC	97.300	-	YC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-G	VMP	93.000	-	Pff3	-	-	-	-	-	-	Xcfrwyou	3uQ	-	315	3cY+315	-	-
J-P	PYN	35.230	-	E2	-	-	-	-	-	-	Ksxiemri	3mR	-	210	3iJ+210	-	-
N-Q	VVX	71.546	-	Xm3	-	-	-	-	-	-	Yfkxweus	3qE	-	650	3qN+650	-	-

Tranche Comments

W-I: First Pay: 2022-01-18; Redemption: 2023-10-18; Z-K: First Pay: 2022-01-18; Redemption: 2023-10-18; J-P: First Pay: 2022-01-18; Redemption: 2023-10-18; A-G: First Pay: 2022-01-18; Redemption: 2023-10-18; N-Q: First Pay: 2022-01-18; Redemption: 2023-10-18; Nnu: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Yxgxe. Wee Jjyy Nxhvexk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 1996

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	CXQ	659.000	-	Mll	-	-	-	-	-	-	Tmdvdbpx	3bL	-	120	3hP+120	-	-
I	BTP	58.500	-	Wgg3	-	-	-	-	-	-	Ildyrhzo	3mF	-	305	3hR+305	-	-
K	YSH	60.800	-	Rj3	-	-	-	-	-	-	Zjsofzcr	3lC	-	650	3mA+650	-	-
F	MWL	29.800	-	Z2	-	-	-	-	-	-	Tkvxawao	3tS	-	200	3dY+200	-	-
Gtx	PHN	82.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	LTH	14.000	-	Oy2	-	-	-	-	-	-	Frovwdny	3jT	-	170	3qK+170	-	-

Tranche Comments

Q: Redemption: 2023-10-18; K: Redemption: 2023-10-18; F: Redemption: 2023-10-18; I: Redemption: 2023-10-18; K: Redemption: 2023-10-18;

Deal Comments

Qjj Nvkk Xvmbjag 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2010

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NX	MFY	20.300	-	Vp2	-	AX	-	-	32.93%	-	Qsmypvrb	3mJ	-	175	3jN+175	-	-
EM	LQZ	98.900	-	U2	-	QB	-	-	73.96%	-	Xrcvcoap	3vK	-	220	3zD+220	-	-
QQ	BYE	55.000	-	Iyy3	-	KE	-	-	36.44%	-	Yphcsaoi	3fN	-	340	3jH+340	-	-

Tranche Comments

NX: Redemption: 2021-10-16; Registration: 144J/Qyr P; EM: Redemption: 2021-10-16; Registration: 144I/Qwl N; QQ: Redemption: 2021-10-16; Registration: 144Z/Ucx B;

Deal Comments

Zkoyoeoyyou. Oto Feoo Ykjythi 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2008

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-H	ZIK	69.000	-	Odd3	-	-	-	-	43.00%	-	Fxvvpbmh	3xG	-	310	3mE+310	-	-
Iib	QGM	56.250	-	EC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-W	GXT	34.000	-	Wx3	-	-	-	-	5.00%	-	Fylyryfo	3zN	-	675	3hK+661	-	-
K-Q	TGL	64.000	-	X2	-	-	-	-	83.85%	-	Olvsvosc	3fX	-	195	3mY+195	-	-
N-V	MQZ	489.000	-	Ttt	-	-	-	-	47.00%	-	Qmxjrdhr	3xK	-	109	3yV+109	-	-
G-X	HJZ	49.000	-	Hd2	-	-	-	-	83.00%	-	Yzwpahvv	3iL	-	155	3lK+155	-	-
X	QLK	6.000	-	Tii	-	-	-	-	-	-	Ecjumjxh	3sP	-	80	3yS+80	-	-

Tranche Comments

X: Redemption: 2023-04-17; Registration: 144E/Vid V; N-V: Redemption: 2023-04-17; Registration: 144C/Bdl H; G-X: Redemption: 2023-04-17; Registration: 144G/Brj E; K-Q: Redemption: 2023-04-17; Registration: 144P/Mxj J; Q-H: Redemption: 2023-04-17; Registration: 144F/Vzu L; T-W: Redemption: 2023-04-17; Registration: 144I/Dsr F; Iib: Redemption: 2023-04-17; Registration: 144P/Ufn T;

Deal Comments

Enknb. Fjg Khaa Onnfjhs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2016

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	HQL	13.200	-	T2	-	-	-	-	-	-	Nkukexhw	3wH	-	265	3bS+265	-	-
E	MJZ	37.800	-	Uc2	-	-	-	-	-	-	Ilsvqwtm	3dI	-	190	3hU+190	-	-
R-2	RJI	27.800	-	Fbb	-	-	-	-	-	-	Xjdeomsl	3uM	-	177	3nJ+177	-	-
Z	QML	32.200	-	Ox3	-	-	-	-	-	-	Fyddrunk	3qQ	-	804	3xQ+804	-	-
Oyg	HOV	20.900	-	EW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1	CYZ	241.000	-	Ttt	-	-	-	-	-	-	Cmbaszly	3bB	-	142	3fU+142	-	-
Z	RKB	37.500	-	Mhh3	-	-	-	-	-	-	Skchbomu	3mZ	-	410	3lO+410	-	-

Tranche Comments

U-1: First Pay: 2021-04-18; Redemption: 2021-10-18; R-2: First Pay: 2021-04-18; Redemption: 2021-10-18; E: First Pay: 2021-04-18; Redemption: 2021-10-18; N: First Pay: 2021-04-18; Redemption: 2021-10-18; Z: First Pay: 2021-04-18; Redemption: 2021-10-18; Z: First Pay: 2021-04-18; Redemption: 2021-10-18; Oyg: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Zxw Kwpp Ouwuxpc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2010