2(R)

PPM CLO (PPMC) 2(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
K-IA	ONA	32.000	-	-	CCC	-	-	-	58.60%	-	Vwyospbs	SWLV	-	-	150	AYPD+150	-	-
K-O2P	HHN	4.000	-	-	EEE-	-	-	-	51.00%	-	Ihmckdqw	XUQM	-	-	575	GXAI+557	-	-
J-R2	XYZ	93.000	-	-	Q	-	-	-	95.00%	-	Dvpysulr	XAGF	-	-	280	TKNK+280	-	-
A-Q	INH	70.000	-	-	AA-	-	-	-	1.90%	-	Xekatqzn	GMNI	-	-	840	TMSB+801	-	-
U-R	UNN	710.000	-	-	ZZZ	-	-	-	51.70%	-	Epkateiy	MZEI	-	-	150	JNHR+150	-	-
M-P2E	OKO	71.000	-	-	OOO+	-	-	-	42.00%	-	Tcyafwbx	GDVJ	-	-	475	MLJJ+466	-	-
G	MBH	6.000	-	-	WWW	-	-	-	-	-	Kvyfovle	ZJMT	-	-	115	SHBP+115	-	-
Ryx	BCB	50.000	-	-	KD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-A2	OBM	55.000	-	-	VV	-	-	-	98.00%	-	Bawjwwal	XQDV	-	-	225	PUWZ+225	-	-

Tranche Comments

G: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Dna T; U-R: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144E/Ynn C; K-IA: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144K/Hlt C; J-A2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144G/Fsp N; J-R2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144J/Bau Z; M-P2E: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144K/Hnt X; K-O2P: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144C/Wur I; A-Q: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Ded C; Ryx: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144G/Woj C;

Deal Comments

Bfefq. Kyq Cbaa Lfotyrj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2010