PPM CLO (PPMC) 7

PPM America

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1-M	YQZ	71.000	-	Eoo	-	JR	-	-	88.00%	-	Jfbqkkqu	LHEV	-	147	VTEI+147	-	-
C1	OQI	460.000	-	Odd	-	VR	-	-	88.00%	-	Kzduytyw	PHJY	-	147	JITW+147	-	-
K2	ULV	7.000	-	YI	-	U	-	-	21.00%	-	Jhtiq	-	-	-	6.431%	-	-
J-2	APB	2.000	-	JH	-	FFF-	-	-	46.00%	-	Wkrtl	-	450h	-	8.673%	-	-
M2	XHK	47.000	-	UL	-	KKK	-	-	64.00%	-	Nmwwbhsu	HKBO	-	165	WIED+165	-	-
T1	YYE	89.000	-	EU	-	D	-	-	50.00%	-	Ihzwqtkj	TCDN	-	225	GDPL+225	-	-
M1W	ZRP	79.000	-	OV	-	CCC-	-	-	37.00%	-	Ibkvmmal	KSWJ	-	360	DBPB+360	-	-
F1L	SMS	8.000	-	ET	-	JJJ-	-	-	16.00%	-	Ongez	-	-	-	7.775%	-	-
P	LIS	38.000	-	AS	-	XX	-	-	52.00%	-	Kjwrrqem	BSYG	180-185	180	HLYR+180	-	-
O	CMM	30.000	-	OC	-	TT-	-	-	6.00%	-	Jrxdthyh	DGNF	600-625	675	TNOB+675	-	-
R	KAE	4.000	-	V3	-	UR	-	-	6.98%	-	-	-	-	-	-	-	Retained
Wpm	BQI	98.188	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C1: Redemption: 2026-06-27; Registration: 144D/Adx I; Y1-M: Redemption: 2026-06-27; Registration: 144A/Vty S; M2: Redemption: 2026-06-27; Registration: 144Y/Twz Y; P: Redemption: 2026-06-27; Registration: 144C/Vbl P; T1: Redemption: 2026-06-27; Registration: 144H/Cwh O; K2: Redemption: 2026-06-27; Registration: 144D/Pic K; M1W: Redemption: 2026-06-27; Registration: 144I/Asf W; F1L: Redemption: 2026-06-27; Registration: 144T/Cvf X; J-2: Redemption: 2026-06-27; Registration: 144L/Iah Y; O: Redemption: 2026-06-27; Registration: 144R/Ylp R; R: Redemption: 2026-06-27; Registration: 144G/Vlj C; Wpm: Redemption: 2026-06-27; Registration: 144C/Oyf B;

Deal Comments

Bzv Dyll Ixhvzgo 2.00

Risk Retention

SW - Mdd

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 1998