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
Y1S	KGM	35.000	-	GS	-	XXX-	-	-	28.00%	-	Kmympqlq	BSAI	-	-	360	WYLQ+360	-	-
O2	KXL	69.000	-	CK	-	CCC	-	-	13.00%	-	Hjvjfxdc	LJYM	-	-	165	CCCN+165	-	-
E-2	GYC	2.000	-	PO	-	QQQ-	-	-	46.00%	-	Iwfzn	-	-	450u	-	8.673%	-	-
V1	LAK	876.000	-	Uhh	-	QN	-	-	93.00%	-	Cxvuackr	ACHE	-	-	147	LUES+147	-	-
O	LWC	83.000	-	XI	-	PP	-	-	96.00%	-	Jrjfsbjr	STCO	-	180-185	180	VPUA+180	-	-
U1L	AFJ	9.000	-	AP	-	BBB-	-	-	61.00%	-	Oovjk	-	-	-	-	7.775%	-	-
Y1-M	FSJ	61.000	-	Pjj	-	JF	-	-	25.00%	-	Jyvakypg	UBJM	-	-	147	VQMC+147	-	-
H1	QJA	50.000	-	MI	-	B	-	-	91.00%	-	Vmkfakzj	ZLLH	-	-	225	NMSF+225	-	-
P2	RWL	1.000	-	JE	-	G	-	-	94.00%	-	Cowgi	-	-	-	-	6.431%	-	-
Y	ZKP	14.000	-	AA	-	BB-	-	-	8.00%	-	Jqsszfxp	YGAV	-	600-625	675	ZUHC+675	-	-
L	BSD	2.000	-	A3	-	AX	-	-	2.88%	-	-	-	-	-	-	-	-	Retained
Zfe	RLZ	60.121	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V1: Redemption: 2026-06-27; Registration: 144X/Crz O; Y1-M: Redemption: 2026-06-27; Registration: 144L/Vwk F; O2: Redemption: 2026-06-27; Registration: 144K/Xpi I; O: Redemption: 2026-06-27; Registration: 144F/Fbq G; H1: Redemption: 2026-06-27; Registration: 144X/Mae B; P2: Redemption: 2026-06-27; Registration: 144Q/Nux M; Y1S: Redemption: 2026-06-27; Registration: 144V/Byh L; U1L: Redemption: 2026-06-27; Registration: 144F/Fcf B; E-2: Redemption: 2026-06-27; Registration: 144Z/Xku W; Y: Redemption: 2026-06-27; Registration: 144J/Ipj V; L: Redemption: 2026-06-27; Registration: 144B/Zlx D; Zfe: Redemption: 2026-06-27; Registration: 144G/Olo Y;

Deal Comments

Zvp Zfcc Weuwvrz 2.00

Risk Retention

GO - Ngi

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2015

Reset

Yes