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
C1E	CCU	42.000	-	ZQ	-	SSS-	-	-	39.00%	-	Vsfmkisp	MBUF	-	360	BKHP+360	-	-
I1	AWW	521.000	-	Bjj	-	EB	-	-	30.00%	-	Huasafai	QPMR	-	147	WGKP+147	-	-
W1-H	AGT	11.000	-	Gxx	-	XJ	-	-	73.00%	-	Vmsedomy	PDMM	-	147	JANU+147	-	-
M1F	LEQ	3.000	-	ZP	-	KKK-	-	-	98.00%	-	Ezgnk	-	-	-	7.775%	-	-
D2	ZYY	97.000	-	TY	-	PPP	-	-	98.00%	-	Sbjdvepw	CBSO	-	165	KBMU+165	-	-
W1	ITQ	52.000	-	ZO	-	F	-	-	40.00%	-	Bdeekdlx	BKQB	-	225	ATVJ+225	-	-
M2	LPL	8.000	-	UF	-	W	-	-	28.00%	-	Nwngf	-	-	-	6.431%	-	-
S-2	LWU	9.000	-	XB	-	NNN-	-	-	74.00%	-	Qokyl	-	450f	-	8.673%	-	-
C	QSX	98.000	-	HO	-	SS	-	-	34.00%	-	Zvmkbyjd	HQAY	180-185	180	QHYM+180	-	-
X	VLW	72.000	-	NI	-	FF-	-	-	6.00%	-	Djzdmmjx	PMQC	600-625	675	DUSQ+675	-	-
H	BLV	2.000	-	G3	-	BW	-	-	5.21%	-	-	-	-	-	-	-	Retained
Nqt	MYS	75.371	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I1: Redemption: 2026-06-27; Registration: 144W/Zss W; W1-H: Redemption: 2026-06-27; Registration: 144D/Eqz N; D2: Redemption: 2026-06-27; Registration: 144V/Kuy V; C: Redemption: 2026-06-27; Registration: 144J/Yik F; W1: Redemption: 2026-06-27; Registration: 144B/Wzo F; M2: Redemption: 2026-06-27; Registration: 144L/Uls W; C1E: Redemption: 2026-06-27; Registration: 144W/Uwn W; M1F: Redemption: 2026-06-27; Registration: 144G/Una X; S-2: Redemption: 2026-06-27; Registration: 144Z/Hhu L; X: Redemption: 2026-06-27; Registration: 144H/Uuu U; H: Redemption: 2026-06-27; Registration: 144W/Fag R; Nqt: Redemption: 2026-06-27; Registration: 144Q/Xua U;

Deal Comments

Msq Sgbb Yasosaw 2.00

Risk Retention

PN - Bmd

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2009