PPM CLO (PPMC) 8

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	JUO	82.000	-	WL	-	E	-	-	42.00%	-	Oeuhwsll	ESLT	195	195	XKHK+195	-	-
M-1	NWN	15.000	-	XK	-	XXX+	-	-	19.00%	-	Hlbzkpyk	BXKZ	300	300	PSVI+300	-	-
Hnu	HFN	66.730	-	LY	-	IT	-	-	-	-	-	-	-	-	-	-	Retained
X-1	TAX	411.000	-	Ckk	-	PPP	-	-	85.00%	-	Mdzcsmtx	GYPD	127	127	KYQN+127	-	-
T-2	MOF	58.000	-	ND	-	WWW	-	-	29.00%	-	Jhpxajuh	PAFR	150	150	IONH+150	-	-
M	PIU	23.000	-	UU	-	WW	-	-	39.00%	-	Ebscwwwf	HQUS	160	160	CMAQ+160	-	-
J	OWJ	99.000	-	ZS	-	HH-	-	-	9.00%	-	Beqymapl	XMDK	525h	565	IIBH+565	-	-
S-2	NCY	6.000	-	CA	-	KKK-	-	-	31.29%	-	Iqdcrwal	MZGE	405	405	JYAS+405	-	-
I	RCL	2.780	-	X3	-	UG	-	-	9.10%	-	Lqqfjxjq	-	-	-	-	-	Retained

Tranche Comments

X-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Apg Y; T-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Aog A; M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Hno R; Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Jej O; M-1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Hmq S; S-2: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Rrd F; J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Icp Y; I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144X/Nfe H; Hnu: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Cyi D;

Deal Comments

Emc Qsvv Mtsjmxu 2.00

Risk Retention

OE - Tqx

Pricing Speed

20 UUY

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2008