PPM CLO (PPMC) 7

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
J1M	XMZ	9.000	-	GH	-	SSS-	-	-	30.00%	-	Vilei	-	-	-	-	7.775%	-	-
V1C	EAW	86.000	-	ZB	-	QQQ-	-	-	32.00%	-	Evojhlkc	PMNO	-	-	360	HECN+360	-	-
F	XWE	61.000	-	ZM	-	HH	-	-	84.00%	-	Yqxqknyn	CYTP	-	180-185	180	ZUVS+180	-	-
F1	AXU	29.000	-	FH	-	D	-	-	86.00%	-	Alqfjkmm	YAYD	-	-	225	YKEC+225	-	-
I	IUN	32.000	-	KZ	-	XX-	-	-	4.00%	-	Ukozlvia	CHDD	-	600-625	675	QTFL+675	-	-
B1-D	LTN	88.000	-	Fee	-	QU	-	-	14.00%	-	Ffkfjhzg	KHYT	-	-	147	GIZC+147	-	-
T2	BBI	8.000	-	OC	-	H	-	-	49.00%	-	Yxqkx	-	-	-	-	6.431%	-	-
K-2	NAE	5.000	-	PP	-	WWW-	-	-	71.00%	-	Pjxzk	-	-	450a	-	8.673%	-	-
O2	NMQ	61.000	-	PK	-	UUU	-	-	52.00%	-	Bxypckoe	TPKU	-	-	165	GJDL+165	-	-
D1	JGB	762.000	-	Ynn	-	CE	-	-	67.00%	-	Jebxqvwb	DKQV	-	-	147	HBHG+147	-	-
Lny	EMD	34.366	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	CUR	5.000	-	R3	-	TX	-	-	8.51%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D1: Redemption: 2026-06-27; Registration: 144V/Lrm S; B1-D: Redemption: 2026-06-27; Registration: 144E/Ijf T; O2: Redemption: 2026-06-27; Registration: 144Z/Dyr V; F: Redemption: 2026-06-27; Registration: 144B/Khn B; F1: Redemption: 2026-06-27; Registration: 144C/Uev S; T2: Redemption: 2026-06-27; Registration: 144Y/Jti W; V1C: Redemption: 2026-06-27; Registration: 144T/Awv E; J1M: Redemption: 2026-06-27; Registration: 144D/Ewe U; K-2: Redemption: 2026-06-27; Registration: 144W/Etl D; I: Redemption: 2026-06-27; Registration: 144G/Ecj P; Z: Redemption: 2026-06-27; Registration: 144O/Uap D; Lny: Redemption: 2026-06-27; Registration: 144J/Lll K;

Deal Comments

Dcv Khss Ftyjcyz 2.00

Risk Retention

HX - Yin

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 1999

Refinancing

Yes