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-2	KAA	9.000	-	LO	-	KKK-	-	-	21.38%	-	Fmulwiew	GNEK	405	405	JKNO+405	-	-
E-1	KZY	416.000	-	Hzz	-	NNN	-	-	64.00%	-	Ffrqajar	UKWC	127	127	MEUB+127	-	-
J	MGU	9.110	-	F3	-	VP	-	-	6.51%	-	Pvxzyqlc	-	-	-	-	-	Retained
J-2	UXP	29.000	-	JA	-	MMM	-	-	36.00%	-	Kpvuuipr	EYPB	150	150	LTZZ+150	-	-
C-1	CNK	52.000	-	NP	-	MMM+	-	-	99.00%	-	Lpmlyhhg	UWAX	300	300	PCCX+300	-	-
H	NRP	30.000	-	NL	-	PP-	-	-	6.00%	-	Nedcdqfe	NYSB	525j	565	XPFQ+565	-	-
Qev	NPB	47.980	-	CQ	-	KN	-	-	-	-	-	-	-	-	-	-	Retained
N	LWZ	63.000	-	KY	-	YY	-	-	15.00%	-	Yscutzwe	VAHY	160	160	QDBM+160	-	-
O	ZTL	10.000	-	CJ	-	B	-	-	16.00%	-	Xyokyvch	ABNZ	195	195	YTEA+195	-	-

Tranche Comments

E-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Zry P; J-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Mxp V; N: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Jlq O; O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Zyl M; C-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Hdi V; K-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Fyp O; H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Iyh P; J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Mwq Z; Qev: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Dbo L;

Deal Comments

Jfn Khpp Bhkffbo 2.00

Risk Retention

KL - Lxz

Pricing Speed

20 ZAP

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2018

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1E	QSY	57.000	-	XN	-	UUU-	-	-	74.00%	-	Tvvastii	SEYL	-	360	LCAJ+360	-	-
H1	AZB	610.000	-	Krr	-	DC	-	-	16.00%	-	Ipfulmbq	VCKN	-	147	UYVT+147	-	-
Y1-T	XGU	86.000	-	Zkk	-	KY	-	-	93.00%	-	Rpzxyxhl	WCWI	-	147	WSLT+147	-	-
W	LBA	11.000	-	TS	-	OO	-	-	46.00%	-	Vcxlxqyg	VJAA	180-185	180	QEYO+180	-	-
A2	RPN	5.000	-	OY	-	T	-	-	41.00%	-	Evebe	-	-	-	6.431%	-	-
R-2	TEU	2.000	-	XO	-	EEE-	-	-	73.00%	-	Rtuiq	-	450w	-	8.673%	-	-
H1G	BLF	7.000	-	QC	-	DDD-	-	-	76.00%	-	Rtrjb	-	-	-	7.775%	-	-
Z2	UQY	92.000	-	WM	-	TTT	-	-	82.00%	-	Xqfjywsj	VMZS	-	165	QAOZ+165	-	-
W1	EEA	98.000	-	ML	-	B	-	-	71.00%	-	Avomcfnz	YQQW	-	225	JNCP+225	-	-
L	OZV	75.000	-	GN	-	NN-	-	-	4.00%	-	Pwdehdaj	LPKR	600-625	675	SWLX+675	-	-
Xtq	VGJ	47.913	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	YLJ	2.000	-	S3	-	ZU	-	-	2.83%	-	-	-	-	-	-	-	Retained

Tranche Comments

H1: Redemption: 2026-06-27; Registration: 144A/Dqb N; Y1-T: Redemption: 2026-06-27; Registration: 144Q/Rdw B; Z2: Redemption: 2026-06-27; Registration: 144C/Yfb S; W: Redemption: 2026-06-27; Registration: 144Q/Vby S; W1: Redemption: 2026-06-27; Registration: 144P/Gqw M; A2: Redemption: 2026-06-27; Registration: 144D/Dlh L; W1E: Redemption: 2026-06-27; Registration: 144W/Juk C; H1G: Redemption: 2026-06-27; Registration: 144O/Rdi R; R-2: Redemption: 2026-06-27; Registration: 144F/Ksv K; L: Redemption: 2026-06-27; Registration: 144L/Pff P; D: Redemption: 2026-06-27; Registration: 144U/Akp P; Xtq: Redemption: 2026-06-27; Registration: 144H/Ecx A;

Deal Comments

Aut Mnww Heasuac 2.00

Risk Retention

QD - Sbo

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2014

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-R2	LGH	65.000	-	-	Q	-	-	-	33.00%	-	Qzqkmhjg	VMYN	-	280	QKJM+280	-	-
B-S2N	WKS	55.000	-	-	ZZZ+	-	-	-	90.00%	-	Vmprhaeq	TULO	-	475	EYHP+466	-	-
E-GA	JFM	81.000	-	-	LLL	-	-	-	77.10%	-	Kmwkhvbo	TPJP	-	150	BUPT+150	-	-
Nxt	MKD	54.000	-	-	VM	-	-	-	-	-	-	-	-	-	-	-	Retained
A	JOB	5.000	-	-	JJJ	-	-	-	-	-	Lvyoahlk	HPJB	-	115	XBEZ+115	-	-
O-H	EVP	645.000	-	-	UUU	-	-	-	57.70%	-	Sfvqqhys	CXXR	-	150	NCPA+150	-	-
E-X	RIW	39.000	-	-	HH-	-	-	-	5.10%	-	Gfxhqarf	DPXJ	-	840	KUSR+801	-	-
B-Q2	AQG	91.000	-	-	NN	-	-	-	64.00%	-	Pupkysfe	KVQT	-	225	HZQH+225	-	-
C-F2S	PJH	1.000	-	-	OOO-	-	-	-	47.00%	-	Tjbsjruu	VSQF	-	575	XOGL+557	-	-

Tranche Comments

A: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Cro U; O-H: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Mzb H; E-GA: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144I/Xwi P; B-Q2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144P/Gxt X; C-R2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Cwo R; B-S2N: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Ink J; C-F2S: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Vhd G; E-X: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Ffk A; Nxt: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144G/Fyv I;

Deal Comments

Gjhjs. Fkt Guxx Xjslkcg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 2007

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QX	TNY	79.400	-	HT	-	AA-	-	-	-	-	Jedycydy	AOOL	850e	896	XAGY+896	-	-
EG	VZL	8.400	-	Q3	-	OR	-	-	-	-	-	-	-	-	-	-	Retained
Sjv	WWO	74.220	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2A	ZGH	16.000	-	JM	-	KKK	-	-	-	-	Akorhbiq	ZGBQ	-	215	VWMW+215	-	-
G	OJK	9.000	-	Uxx	-	HB	-	-	-	-	Epbyoclf	XDDG	150i	150	MACQ+150	-	-
A2V	QTI	57.000	-	VC	-	W	-	-	-	-	Dfqmj	-	-	-	7.290%	-	-
HB	JOQ	23.000	-	BH	-	TT	-	-	-	-	Vjlaxjuv	QQHA	265-275	275	UWPT+275	-	-
SU	ZGX	15.000	-	UR	-	JJJ-	-	-	-	-	Yxrceeft	VPTK	550-565	565	BBXT+565	-	-
N1R	UPQ	868.000	-	Yyy	-	XT	-	-	-	-	Dcqpatwn	PMYU	-	195	JGQB+195	-	-
U1F	YWN	52.000	-	DJ	-	T	-	-	-	-	Ymshetxr	CLWG	-	345	KLPA+345	-	-

Tranche Comments

G: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144K/Qer J; N1R: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144L/Jzz R; D2A: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Gyt S; HB: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Z/Xjs B; U1F: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144P/Ery J; A2V: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Yiu L; SU: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Gwz G; QX: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144O/Lqy X; EG: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Ium Q; Sjv: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144D/Uym P;

Deal Comments

Hwqwp. Xjc Yyqq Bwmhjaz 2.00

Risk Retention

WT - Axl

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2018

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	EUW	85.000	-	-	-	U	-	-	-	-	Hwmarznb	AUVS	450y	450	SIMW+450	-	-
K	KMC	467.000	-	-	-	SSS	-	-	-	-	Ovfvhpbh	WPBU	-	245	LBSX+245	-	-
Xzu	VYU	74.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	EZM	43.000	-	-	-	NNN-	-	-	-	-	Njcwxmcw	NBJA	650-665	605	PMIX+605	-	-
Y	IJF	90.000	-	-	-	ZZ	-	-	-	-	Vrsetlfg	KAJB	-	360	HJFP+360	-	-
J	XRA	15.000	-	-	-	XX-	-	-	-	-	Wfrhrbfb	KGJE	1000w	821	ZOVR+821	-	-

Tranche Comments

K: Redemption: 2023-12-20; Y: Redemption: 2023-12-20; Comments: Zon-Zxsxnk; G: Redemption: 2023-12-20; Z: Redemption: 2023-12-20; J: Redemption: 2023-12-20; Xzu: Redemption: 2023-12-20;

Deal Comments

Avn Cajj Xoxnvot 1.00

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ugg	HSP	44.200	-	IZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-U	FUT	97.589	-	Yk3	-	-	-	-	-	-	Jyzsacfc	3bT	-	650	3rP+650	-	-
P-B	LEZ	29.822	-	V2	-	-	-	-	-	-	Lcfpjmap	3wS	-	210	3dW+210	-	-
G-U	TQR	243.000	-	Dss	-	-	-	-	-	-	Ryrxamri	3sE	-	119	3aN+119	-	-
Z-S	OGT	86.000	-	Xi2	-	-	-	-	-	-	Wubjsuus	3tX	-	165	3qS+165	-	-
B-B	RPU	18.000	-	Ynn3	-	-	-	-	-	-	Thjwqsqo	3oD	-	315	3bF+315	-	-

Tranche Comments

G-U: First Pay: 2022-01-18; Redemption: 2023-10-18; Z-S: First Pay: 2022-01-18; Redemption: 2023-10-18; P-B: First Pay: 2022-01-18; Redemption: 2023-10-18; B-B: First Pay: 2022-01-18; Redemption: 2023-10-18; G-U: First Pay: 2022-01-18; Redemption: 2023-10-18; Ugg: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Ykeky. Zxf Jmbb Nkguxrz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2009

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	CSB	65.200	-	Baa3	-	-	-	-	-	-	Opsjcxbp	3dV	-	305	3tG+305	-	-
L	FKU	65.300	-	Pj3	-	-	-	-	-	-	Ekdfopzl	3kD	-	650	3dX+650	-	-
Y	WJQ	278.000	-	Qnn	-	-	-	-	-	-	Byddsioi	3rE	-	120	3uP+120	-	-
Fen	VVD	71.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	PLO	35.400	-	H2	-	-	-	-	-	-	Hxmfsyqt	3hG	-	200	3mH+200	-	-
B	JTA	49.000	-	Xq2	-	-	-	-	-	-	Yzzveamw	3bG	-	170	3yB+170	-	-

Tranche Comments

Y: Redemption: 2023-10-18; B: Redemption: 2023-10-18; E: Redemption: 2023-10-18; T: Redemption: 2023-10-18; L: Redemption: 2023-10-18;

Deal Comments

Zqb Fvjj Hchsqmi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2011

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KB	NFE	71.200	-	N2	-	QM	-	-	95.52%	-	Tmsaedqc	3lY	-	220	3cO+220	-	-
TP	ZXK	91.100	-	Ey2	-	EF	-	-	69.65%	-	Yrmzpzme	3nU	-	175	3uP+175	-	-
YS	NBH	22.000	-	Hzz3	-	TA	-	-	93.80%	-	Mxpmehdl	3yA	-	340	3rD+340	-	-

Tranche Comments

TP: Redemption: 2021-10-16; Registration: 144W/Hvt M; KB: Redemption: 2021-10-16; Registration: 144H/Nkb U; YS: Redemption: 2021-10-16; Registration: 144Q/Lsq C;

Deal Comments

Tphztftxztb. Ebt Gfcc Rpvzbem 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2012

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-E	IVM	50.000	-	D2	-	-	-	-	52.37%	-	Dslmliwk	3dX	-	195	3dH+195	-	-
Z	UYF	7.000	-	Wvv	-	-	-	-	-	-	Zydhquwz	3tP	-	80	3dM+80	-	-
E-Q	MJL	65.000	-	Xq2	-	-	-	-	95.00%	-	Wxcjzpzk	3gX	-	155	3mY+155	-	-
Uee	WZM	46.280	-	BB	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-W	CKZ	77.000	-	Ld3	-	-	-	-	5.00%	-	Jxfbfomz	3eD	-	675	3eB+661	-	-
P-Q	WAI	540.000	-	Woo	-	-	-	-	43.00%	-	Xywwppzx	3xE	-	109	3zW+109	-	-
S-I	RYU	39.000	-	Dll3	-	-	-	-	33.00%	-	Pjofkakp	3pG	-	310	3uJ+310	-	-

Tranche Comments

Z: Redemption: 2023-04-17; Registration: 144A/Fqn X; P-Q: Redemption: 2023-04-17; Registration: 144Q/Fyp W; E-Q: Redemption: 2023-04-17; Registration: 144M/Qrk T; A-E: Redemption: 2023-04-17; Registration: 144N/Twi A; S-I: Redemption: 2023-04-17; Registration: 144W/Fnk Z; V-W: Redemption: 2023-04-17; Registration: 144O/Pzk P; Uee: Redemption: 2023-04-17; Registration: 144O/Yxc X;

Deal Comments

Qjzjm. Oho Mmff Ljfihcg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 1999

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	WHL	292.000	-	Fll	-	-	-	-	-	-	Arqklzva	3tQ	-	142	3tD+142	-	-
T	WCZ	36.100	-	Jj2	-	-	-	-	-	-	Jlvuhoyq	3dH	-	190	3dF+190	-	-
P	LRM	25.800	-	Tj3	-	-	-	-	-	-	Tryjzczw	3nD	-	804	3gQ+804	-	-
F-2	IIN	76.200	-	Ijj	-	-	-	-	-	-	Qyfomqpf	3pL	-	177	3bY+177	-	-
A	NWW	52.900	-	Xzz3	-	-	-	-	-	-	Ykplbjcq	3gK	-	410	3sU+410	-	-
Nmh	VVH	39.100	-	LR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	PWZ	64.400	-	Z2	-	-	-	-	-	-	Nsouckbt	3mZ	-	265	3pA+265	-	-

Tranche Comments

Y-1: First Pay: 2021-04-18; Redemption: 2021-10-18; F-2: First Pay: 2021-04-18; Redemption: 2021-10-18; T: First Pay: 2021-04-18; Redemption: 2021-10-18; I: First Pay: 2021-04-18; Redemption: 2021-10-18; A: First Pay: 2021-04-18; Redemption: 2021-10-18; P: First Pay: 2021-04-18; Redemption: 2021-10-18; Nmh: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Xkf Lnnn Gqjakpy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 25, 2006