6(R)

PPM CLO (PPMC) 6(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

PPM America

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
OW	HNT	69.600	-	JZ	-	DD-	-	-	-	-	Cmlssxac	TPHL	-	850c	896	AMBQ+896	-	-
EE	KXP	1.600	-	D3	-	VY	-	-	-	-	-	-	-	-	-	-	-	Retained
Y2L	BRX	47.000	-	CL	-	RRR	-	-	-	-	Fvqfsmqw	YEXH	-	-	215	TZTA+215	-	-
B2A	KIU	10.000	-	ZQ	-	Q	-	-	-	-	Jhghf	-	-	-	-	7.290%	-	-
DR	YRZ	59.000	-	FL	-	KKK-	-	-	-	-	Xhhseehq	TGGY	-	550-565	565	LNVM+565	-	-
DA	PAA	70.000	-	EZ	-	EE	-	-	-	-	Lyfhkelp	BSVC	-	265-275	275	NTZO+275	-	-
J	KID	2.000	-	Ktt	-	HH	-	-	-	-	Eumbhaex	MSCJ	-	150u	150	YDFM+150	-	-
U1R	CXF	26.000	-	IC	-	U	-	-	-	-	Kzbxtcyd	BMPJ	-	-	345	EIXG+345	-	-
Yrr	GTP	66.330	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L1J	QKS	474.000	-	Qdd	-	KU	-	-	-	-	Osfopzcg	UETB	-	-	195	JZLV+195	-	-

Tranche Comments

J: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144J/Ohe J; L1J: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144P/Giv O; Y2L: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144D/Nho R; DA: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144M/Vcg T; U1R: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144U/Hkz V; B2A: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144X/Fex E; DR: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144W/Net A; OW: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144I/Wwq V; EE: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144G/Dqm Q; Yrr: First Pay: 2024-04-20; Redemption: 2025-12-21; Registration: 144N/Ewj Y;

Deal Comments

Gmumj. Dpv Akqq Fmyxpat 2.00

Risk Retention

IN - Szd

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2007