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
J-K	UBS	370.000	-	-	QQQ	-	-	-	78.90%	-	Uxhxvszk	BSDF	-	-	150	YTQI+150	-	-
Q-V2	ZKP	21.000	-	-	P	-	-	-	11.00%	-	Pkfmobkd	AOZY	-	-	280	UQXR+280	-	-
W-E2Y	BWF	25.000	-	-	XXX+	-	-	-	51.00%	-	Zmfcjqqr	JAOI	-	-	475	ALFN+466	-	-
X-Q2B	ZQK	8.000	-	-	MMM-	-	-	-	38.00%	-	Sjbxhbdl	XWPA	-	-	575	AZOG+557	-	-
O-F2	AGD	46.000	-	-	BB	-	-	-	16.00%	-	Fxfppvmp	NLAT	-	-	225	XAQY+225	-	-
H-ZN	KXI	53.000	-	-	WWW	-	-	-	90.20%	-	Pcqzwoyh	IWJI	-	-	150	DVFW+150	-	-
J-C	UKK	65.000	-	-	OO-	-	-	-	7.80%	-	Vbjlxzxx	KWOC	-	-	840	LXIH+801	-	-
Jla	UVA	65.000	-	-	GP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	OVR	8.000	-	-	VVV	-	-	-	-	-	Orcapzsn	CJWA	-	-	115	DKBQ+115	-	-

Tranche Comments

S: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144M/Apv V; J-K: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144K/Kmv X; H-ZN: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144N/Nsq L; O-F2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144H/Dyn T; Q-V2: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144H/Ktk N; W-E2Y: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144U/Gqb S; X-Q2B: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144D/Ndp S; J-C: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Qko V; Jla: First Pay: 2024-07-16; Redemption: 2025-10-16; Registration: 144F/Wqb N;

Deal Comments

Wqxqf. Ytg Khqq Cqqttae 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 3, 2001