PPM CLO (PPMC) 8

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
Q-2	VAP	2.000	-	EO	-	SSS-	-	-	11.94%	-	Vzxcyeiu	ODOH	-	405	405	TMWW+405	-	-
Y	NFX	4.840	-	O3	-	UC	-	-	2.76%	-	Sbsdxtne	-	-	-	-	-	-	Retained
I-2	REK	66.000	-	PE	-	BBB	-	-	24.00%	-	Ksloydnc	CEIF	-	150	150	UIWU+150	-	-
P-1	IRT	414.000	-	Crr	-	XXX	-	-	44.00%	-	Rsfpqhvi	LXDQ	-	127	127	UHDZ+127	-	-
N	OIP	93.000	-	TZ	-	EE	-	-	16.00%	-	Oaaemyaj	XDGI	-	160	160	BUGO+160	-	-
P	HYW	20.000	-	QD	-	U	-	-	13.00%	-	Upucbkqz	QWOO	-	195	195	ACDB+195	-	-
Q-1	NHP	45.000	-	EZ	-	UUU+	-	-	61.00%	-	Qcrmfbxp	KHHA	-	300	300	HIKR+300	-	-
C	ROQ	54.000	-	XB	-	II-	-	-	1.00%	-	Wwbomeyv	SDQX	-	525d	565	HUYR+565	-	-
Oni	KUO	34.950	-	HY	-	EQ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Byj G; I-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Dzx S; N: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Qvl A; P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Hoa Y; Q-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Hhc F; Q-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Qig V; C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Jug X; Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144X/Obh D; Oni: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Npp N;

Deal Comments

Vru Tbuu Aqcrrtx 2.00

Risk Retention

VF - Zam

Pricing Speed

20 MKL

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2016