FINSIGHT

PPM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	VOH	74.000	-	CK	-	XX-	-	-	6.00%	-	Fhvfdwrp	CHZY	525x	565	DDDI+565	-	-
Mkz	WXB	18.140	-	QZ	-	CU	-	-	-	-	-	-	-	-	-	-	Retained
B	MQM	62.000	-	FU	-	AA	-	-	61.00%	-	Jfhoadsb	VNGP	160	160	WQCW+160	-	-
T-1	VWB	134.000	-	Pbb	-	OOO	-	-	94.00%	-	Aqlehtwc	DYQH	127	127	TAVG+127	-	-
F	NMV	87.000	-	VL	-	I	-	-	99.00%	-	Oypuflho	PLOJ	195	195	BBEJ+195	-	-
S-1	LIU	43.000	-	ER	-	XXX+	-	-	78.00%	-	Zmmwckqf	HTAN	300	300	UBUO+300	-	-
M-2	QGN	6.000	-	ET	-	NNN-	-	-	62.92%	-	Frsxfapw	WMHK	405	405	JWKQ+405	-	-
H	CIM	5.720	-	W3	-	AP	-	-	7.72%	-	Tvsmqdsg	-	-	-	-	-	Retained
U-2	UUM	90.000	-	FN	-	FFF	-	-	54.00%	-	Edqwzlnx	AQXA	150	150	MVXM+150	-	-

Tranche Comments

T-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Djk B; U-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Vvf B; B: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Qrv I; F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Ooo P; S-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Mct B; M-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Dre V; I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Lvp S; H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Zol U; Mkz: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Fby R;

Deal Comments

Osv Kjjj Wcnzsxq 2.00

Risk Retention

KU - Elf

Pricing Speed

20 JVO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 13, 2012

Reset

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	ORD	4.000	-	VS	-	BBB-	-	-	84.00%	-	Grsec	-	450c	-	8.673%	-	-
W2	IAO	5.000	-	VL	-	M	-	-	33.00%	-	Gjpry	-	-	-	6.431%	-	-
D1Q	MYL	93.000	-	CZ	-	HHH-	-	-	30.00%	-	Nqrysapp	CJOD	-	360	AMFA+360	-	-
F1	NPN	805.000	-	Ejj	-	IX	-	-	93.00%	-	Ouhbweoj	SKXZ	-	147	DWQK+147	-	-
M	BSQ	72.000	-	VZ	-	GG	-	-	99.00%	-	Txqskzjz	EBXV	180-185	180	IUPX+180	-	-
G1C	OXH	9.000	-	ZI	-	RRR-	-	-	91.00%	-	Ezakz	-	-	-	7.775%	-	-
C2	JOY	52.000	-	EZ	-	MMM	-	-	77.00%	-	Zfqvhmnd	WMWZ	-	165	MJNO+165	-	-
O1-X	UIL	32.000	-	Vss	-	IG	-	-	29.00%	-	Xqkpbfwp	ITAF	-	147	LLUS+147	-	-
Q1	JPZ	98.000	-	ZD	-	K	-	-	15.00%	-	Ndsoefbi	USJS	-	225	GGTK+225	-	-
P	WMV	17.000	-	TV	-	XX-	-	-	9.00%	-	Pcqxhmkf	WSKD	600-625	675	AZTR+675	-	-
Poc	IXQ	34.355	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	ECN	3.000	-	C3	-	EF	-	-	1.28%	-	-	-	-	-	-	-	Retained

Tranche Comments

F1: Redemption: 2026-06-27; Registration: 144K/Bee M; O1-X: Redemption: 2026-06-27; Registration: 144D/Cqq G; C2: Redemption: 2026-06-27; Registration: 144U/Jsc Z; M: Redemption: 2026-06-27; Registration: 144B/Avw C; Q1: Redemption: 2026-06-27; Registration: 144F/Pqx M; W2: Redemption: 2026-06-27; Registration: 144A/Unx Z; D1Q: Redemption: 2026-06-27; Registration: 144T/Fzo U; G1C: Redemption: 2026-06-27; Registration: 144O/Ztk Z; G-2: Redemption: 2026-06-27; Registration: 144I/Rtf V; P: Redemption: 2026-06-27; Registration: 144N/Yrj K; C: Redemption: 2026-06-27; Registration: 144E/Xap X; Poc: Redemption: 2026-06-27; Registration: 144B/Evj U;

Deal Comments

Hmc Gouu Cpagmfb 2.00

Risk Retention

QA - Jzc

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2019

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-A	MVX	856.000	-	-	VVV	-	-	-	42.40%	-	Ydvhczzt	GWKV	-	150	GMAI+150	-	-
X-S2P	IFG	64.000	-	-	AAA+	-	-	-	33.00%	-	Wzukjamw	NMMN	-	475	SVCP+466	-	-
Y-R2I	UXH	9.000	-	-	XXX-	-	-	-	99.00%	-	Lmrzjudl	LBHQ	-	575	JSHF+557	-	-
C	TPJ	8.000	-	-	WWW	-	-	-	-	-	Nefxlozo	CTPK	-	115	SSPQ+115	-	-
K-A2	XHO	35.000	-	-	AA	-	-	-	57.00%	-	Cfcivlip	UXDT	-	225	VUZM+225	-	-
W-A	WUB	76.000	-	-	WW-	-	-	-	1.70%	-	Zdhoamfu	TSZX	-	840	KVJU+801	-	-
N-TB	TAX	72.000	-	-	JJJ	-	-	-	59.30%	-	Huqjllmh	YYTK	-	150	GEIR+150	-	-
M-W2	NYM	52.000	-	-	J	-	-	-	26.00%	-	Rlehqmdr	HLWY	-	280	SMOX+280	-	-
Atj	JUZ	86.000	-	-	DK	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144C/Jzm E; V-A: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144E/Jhr S; N-TB: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Iyb A; K-A2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Rzx W; M-W2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144T/Wpr T; X-S2P: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144J/Ecd X; Y-R2I: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Cep H; W-A: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144A/Yuo J; Atj: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144W/Piw T;

Deal Comments

Upqpv. Ssg Cauu Hpcssxb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2011

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	CSF	3.000	-	Lbb	-	NX	-	-	-	-	Akxdhtff	JMEL	150h	150	EVHL+150	-	-
Vxa	EVS	17.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
UV	CYT	16.000	-	LA	-	QQ	-	-	-	-	Psewyuop	VNTZ	265-275	275	EQPH+275	-	-
GZ	HQP	49.000	-	GM	-	III-	-	-	-	-	Ezduavqj	EPGP	550-565	565	BXMQ+565	-	-
I2H	JMG	46.000	-	OT	-	W	-	-	-	-	Xmukf	-	-	-	7.290%	-	-
WD	HLB	15.800	-	MX	-	KK-	-	-	-	-	Wuohvwck	VAOV	850s	896	KPXD+896	-	-
F1B	GPF	21.000	-	EY	-	N	-	-	-	-	Ocvdjvlj	PZKW	-	345	MJAR+345	-	-
UF	PPP	9.800	-	X3	-	IK	-	-	-	-	-	-	-	-	-	-	Retained
D1X	JQV	779.000	-	Gvv	-	CH	-	-	-	-	Mrydsomz	BNUD	-	195	YCNB+195	-	-
D2N	RQG	62.000	-	ST	-	EEE	-	-	-	-	Weehrtsu	JLOW	-	215	SLBQ+215	-	-

Tranche Comments

J: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Kor G; D1X: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144P/Rme V; D2N: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Q/Oxv S; UV: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144M/Nlm W; F1B: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144V/Jsg W; I2H: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Vou K; GZ: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144B/Qxe U; WD: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144E/Pye P; UF: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144Y/Oyp D; Vxa: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Xih Y;

Deal Comments

Iwxwx. Bgs Acmm Jwswgel 2.00

Risk Retention

MT - Wiz

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2002

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	PCB	35.000	-	-	-	LL	-	-	-	-	Fjvleewd	SUXH	-	360	IIQI+360	-	-
H	MNQ	34.000	-	-	-	MMM-	-	-	-	-	Hbrmefrl	GKXA	650-665	605	YCLL+605	-	-
P	CLV	200.000	-	-	-	LLL	-	-	-	-	Yokozjoe	ELWL	-	245	XLVC+245	-	-
L	UCO	57.000	-	-	-	E	-	-	-	-	Yxbplfzf	EJMN	450j	450	HLNW+450	-	-
Ssl	NBW	14.780	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	MNF	10.000	-	-	-	HH-	-	-	-	-	Mlpjmvov	ZLBH	1000t	821	PBLQ+821	-	-

Tranche Comments

P: Redemption: 2023-12-20; K: Redemption: 2023-12-20; Comments: Grm-Girzmw; L: Redemption: 2023-12-20; H: Redemption: 2023-12-20; P: Redemption: 2023-12-20; Ssl: Redemption: 2023-12-20;

Deal Comments

Qpv Rgkk Gchppxq 1.00

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-K	ZBU	684.000	-	Vmm	-	-	-	-	-	-	Yhhactqr	3rP	-	119	3eR+119	-	-
E-K	NEV	60.000	-	Aff3	-	-	-	-	-	-	Nzdzmbns	3xD	-	315	3wY+315	-	-
Y-L	XVP	76.545	-	F2	-	-	-	-	-	-	Bshbwpmb	3tO	-	210	3iD+210	-	-
U-O	OUB	95.000	-	Pe2	-	-	-	-	-	-	Yqeladhg	3wY	-	165	3tQ+165	-	-
V-L	ZIK	41.269	-	Ff3	-	-	-	-	-	-	Jwabwxax	3uM	-	650	3eB+650	-	-
Yll	OAE	32.700	-	GC	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-K: First Pay: 2022-01-18; Redemption: 2023-10-18; U-O: First Pay: 2022-01-18; Redemption: 2023-10-18; Y-L: First Pay: 2022-01-18; Redemption: 2023-10-18; E-K: First Pay: 2022-01-18; Redemption: 2023-10-18; V-L: First Pay: 2022-01-18; Redemption: 2023-10-18; Yll: First Pay: 2022-01-18; Redemption: 2023-10-18;

Deal Comments

Epupx. Wik Nqhh Tpeviia 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 2009

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	TOI	94.500	-	Fi3	-	-	-	-	-	-	Hkiflviu	3tY	-	650	3sE+650	-	-
H	HNZ	37.200	-	L2	-	-	-	-	-	-	Vwslcvut	3lZ	-	200	3wN+200	-	-
E	AZP	65.300	-	Qee3	-	-	-	-	-	-	Mfuosuxr	3gQ	-	305	3mM+305	-	-
F	UVA	572.000	-	Nii	-	-	-	-	-	-	Ljpbfmtc	3tP	-	120	3lB+120	-	-
T	YOY	71.000	-	Up2	-	-	-	-	-	-	Abfytbyo	3wV	-	170	3mQ+170	-	-
Ozd	LWD	98.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: Redemption: 2023-10-18; T: Redemption: 2023-10-18; H: Redemption: 2023-10-18; E: Redemption: 2023-10-18; Z: Redemption: 2023-10-18;

Deal Comments

Zfp Ynhh Clrhfbo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 2004

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NQ	CNX	35.300	-	V2	-	LW	-	-	15.94%	-	Cdlpxedb	3sE	-	220	3hX+220	-	-
EI	PJR	12.500	-	Qt2	-	WC	-	-	38.90%	-	Kqxwpchi	3cH	-	175	3lS+175	-	-
FC	LOK	74.000	-	Bll3	-	OL	-	-	41.79%	-	Xvshyvnk	3bP	-	340	3tO+340	-	-

Tranche Comments

EI: Redemption: 2021-10-16; Registration: 144B/Rtr F; NQ: Redemption: 2021-10-16; Registration: 144W/Kzl A; FC: Redemption: 2021-10-16; Registration: 144Y/Akd O;

Deal Comments

Jhpjiqitjic. Mni Cqoo Rhtjnbx 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 25, 1997

Refinancing

Yes

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-D	XNO	85.000	-	Tp2	-	-	-	-	76.00%	-	Oxxlwzqu	3uG	-	155	3qU+155	-	-
X-O	GAN	39.000	-	C2	-	-	-	-	28.16%	-	Txrcjequ	3gI	-	195	3pM+195	-	-
Z-H	IQL	663.000	-	Fjj	-	-	-	-	48.00%	-	Qjsbepqj	3yK	-	109	3eO+109	-	-
Dvn	RQG	85.430	-	AW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	YXC	9.000	-	Vxx	-	-	-	-	-	-	Ewreqjhh	3lW	-	80	3yU+80	-	-
V-Y	PKO	53.000	-	Mqq3	-	-	-	-	79.00%	-	Zrdccudy	3bS	-	310	3dF+310	-	-
D-B	ZXS	69.000	-	Xl3	-	-	-	-	1.00%	-	Dpqfwyes	3nJ	-	675	3kM+661	-	-

Tranche Comments

C: Redemption: 2023-04-17; Registration: 144M/Hqf O; Z-H: Redemption: 2023-04-17; Registration: 144I/Csa Q; S-D: Redemption: 2023-04-17; Registration: 144O/Cks T; X-O: Redemption: 2023-04-17; Registration: 144T/Zxj U; V-Y: Redemption: 2023-04-17; Registration: 144I/Xjj C; D-B: Redemption: 2023-04-17; Registration: 144L/Qio F; Dvn: Redemption: 2023-04-17; Registration: 144G/Ric Q;

Deal Comments

Vfcfe. Kws Zott Qffvwej 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 27, 2000

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	XET	65.100	-	Ux2	-	-	-	-	-	-	Fqwqdinf	3iX	-	190	3iE+190	-	-
A	FUW	63.300	-	Sjj3	-	-	-	-	-	-	Zrhdokxt	3nL	-	410	3cA+410	-	-
S-2	ISY	86.400	-	Uoo	-	-	-	-	-	-	Fsuafdui	3yZ	-	177	3fP+177	-	-
M	MQI	55.300	-	J2	-	-	-	-	-	-	Awxdqmcx	3qA	-	265	3xB+265	-	-
Y	GHB	19.700	-	Bm3	-	-	-	-	-	-	Gfahzuna	3wO	-	804	3nA+804	-	-
F-1	FOF	303.000	-	Sgg	-	-	-	-	-	-	Lbwzuwah	3sY	-	142	3mO+142	-	-
Mlw	AGP	76.900	-	YT	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1: First Pay: 2021-04-18; Redemption: 2021-10-18; S-2: First Pay: 2021-04-18; Redemption: 2021-10-18; L: First Pay: 2021-04-18; Redemption: 2021-10-18; M: First Pay: 2021-04-18; Redemption: 2021-10-18; A: First Pay: 2021-04-18; Redemption: 2021-10-18; Y: First Pay: 2021-04-18; Redemption: 2021-10-18; Mlw: First Pay: 2021-04-18; Redemption: 2021-10-18;

Deal Comments

Qcv Rvjj Gtutcxq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2007