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
C-W2	MBD	92.000	-	-	BB	-	-	-	95.00%	-	Bhpsfxan	ACSC	-	-	225	SWPT+225	-	-
F	YNA	9.000	-	-	OOO	-	-	-	-	-	Qqysklen	KOXP	-	-	115	TTQV+115	-	-
L-K2R	OPX	88.000	-	-	ZZZ+	-	-	-	48.00%	-	Mxljeftu	GPZE	-	-	475	MZVW+466	-	-
O-Y	YOL	98.000	-	-	WW-	-	-	-	8.40%	-	Ayspfpcc	NOMJ	-	-	840	YOTQ+801	-	-
Yct	BQH	59.000	-	-	FR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-I	ILX	911.000	-	-	EEE	-	-	-	93.90%	-	Bpfwpyqw	TNEQ	-	-	150	PUDD+150	-	-
V-T2H	EQO	7.000	-	-	EEE-	-	-	-	95.00%	-	Umjsokcr	KKPN	-	-	575	LGEV+557	-	-
J-LA	KTS	67.000	-	-	NNN	-	-	-	73.50%	-	Fryurqyy	BHYU	-	-	150	CVEM+150	-	-
N-T2	PEC	67.000	-	-	Y	-	-	-	61.00%	-	Ykcfxktj	IANJ	-	-	280	ILWO+280	-	-

Tranche Comments

F: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144G/Bsd O; H-I: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Waa T; J-LA: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144L/Fww P; C-W2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144N/Xba N; N-T2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Z/Gcq H; L-K2R: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Hcy K; V-T2H: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144L/Vla O; O-Y: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144B/Azc N; Yct: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144Q/Loh E;

Deal Comments

Dvwvj. Kxf Mgmm Ovvsxhc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2006