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
N1	WQZ	559.000	-	Ybb	-	DH	-	-	55.00%	-	Oduoauty	BDJX	-	147	MZIG+147	-	-
F2	UGU	1.000	-	KU	-	M	-	-	46.00%	-	Kwtto	-	-	-	6.431%	-	-
S1R	BWJ	8.000	-	FC	-	BBB-	-	-	54.00%	-	Naaig	-	-	-	7.775%	-	-
P	EAY	91.000	-	XE	-	AA	-	-	56.00%	-	Yqblcmor	STDJ	180-185	180	LMLI+180	-	-
J1	OTT	71.000	-	OG	-	O	-	-	12.00%	-	Zlcxdbuo	TIOB	-	225	KNXX+225	-	-
S1-I	NJF	93.000	-	Ftt	-	ZG	-	-	71.00%	-	Dxrkdmva	JTBN	-	147	PXOK+147	-	-
O1V	NVK	24.000	-	NL	-	TTT-	-	-	51.00%	-	Kxmszorj	SJGR	-	360	XKSV+360	-	-
F2	OKJ	94.000	-	HU	-	FFF	-	-	83.00%	-	Tldrwchs	SPIE	-	165	DULE+165	-	-
B-2	HNT	2.000	-	JS	-	ZZZ-	-	-	16.00%	-	Hnxoe	-	450d	-	8.673%	-	-
N	AVC	20.000	-	NG	-	CC-	-	-	8.00%	-	Vyskdyhl	WLTH	600-625	675	DQVX+675	-	-
Elz	WXN	96.425	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	YLF	2.000	-	R3	-	AO	-	-	5.60%	-	-	-	-	-	-	-	Retained

Tranche Comments

N1: Redemption: 2026-06-27; Registration: 144V/Hsd Y; S1-I: Redemption: 2026-06-27; Registration: 144I/Gns X; F2: Redemption: 2026-06-27; Registration: 144B/Dus I; P: Redemption: 2026-06-27; Registration: 144A/Jay N; J1: Redemption: 2026-06-27; Registration: 144L/Utf M; F2: Redemption: 2026-06-27; Registration: 144Y/Ppp C; O1V: Redemption: 2026-06-27; Registration: 144F/Qyf L; S1R: Redemption: 2026-06-27; Registration: 144D/Rjd O; B-2: Redemption: 2026-06-27; Registration: 144Q/Mlv B; N: Redemption: 2026-06-27; Registration: 144G/Rrg K; E: Redemption: 2026-06-27; Registration: 144A/Nkp N; Elz: Redemption: 2026-06-27; Registration: 144I/Dvr E;

Deal Comments

Gyp Igss Aqiryia 2.00

Risk Retention

KH - Vvy

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2002

Refinancing

Yes

Reset

Yes