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
G-2	UBT	1.000	-	PQ	-	TTT-	-	-	38.00%	-	Thkaz	-	450f	-	8.673%	-	-
M1-A	OZM	54.000	-	Exx	-	LU	-	-	98.00%	-	Vularvtu	MKHA	-	147	IVKS+147	-	-
A1	KEO	768.000	-	Dll	-	JF	-	-	55.00%	-	Rqbycbru	EZXU	-	147	SDOQ+147	-	-
Q	WBI	31.000	-	ZI	-	OO	-	-	30.00%	-	Sfxujcam	BYHP	180-185	180	KOKG+180	-	-
G2	JAY	2.000	-	LH	-	C	-	-	69.00%	-	Apqbx	-	-	-	6.431%	-	-
T1A	ZLE	93.000	-	WG	-	ZZZ-	-	-	50.00%	-	Jreoruwc	SUZG	-	360	NJJU+360	-	-
J2	XZP	76.000	-	HL	-	XXX	-	-	57.00%	-	Ohoflsqz	DSHO	-	165	HLUZ+165	-	-
I1	HIE	27.000	-	OT	-	J	-	-	12.00%	-	Gymmuocl	CUDV	-	225	EYNP+225	-	-
S1A	WZV	1.000	-	JE	-	XXX-	-	-	41.00%	-	Lqibr	-	-	-	7.775%	-	-
X	EFF	29.000	-	BF	-	KK-	-	-	6.00%	-	Uffmrjxc	NLKF	600-625	675	GSMD+675	-	-
Fse	FED	77.813	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	PHQ	4.000	-	Y3	-	NR	-	-	5.49%	-	-	-	-	-	-	-	Retained

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Tranche Comments

A1: Redemption: 2026-06-27; Registration: 144Z/Eyl C; M1-A: Redemption: 2026-06-27; Registration: 144B/Nrk M; J2: Redemption: 2026-06-27; Registration: 144H/Lfz B; Q: Redemption: 2026-06-27; Registration: 144C/Cvp A; I1: Redemption: 2026-06-27; Registration: 144J/Mnm I; G2: Redemption: 2026-06-27; Registration: 144P/Daf Q; T1A: Redemption: 2026-06-27; Registration: 144V/Qqw W; S1A: Redemption: 2026-06-27; Registration: 144G/Grr E; G-2: Redemption: 2026-06-27; Registration: 144Q/Faq H; X: Redemption: 2026-06-27; Registration: 144L/Fnw V; X: Redemption: 2026-06-27; Registration: 144N/Hqi A; Fse: Redemption: 2026-06-27; Registration: 144L/Kmq M;

Deal Comments

Dpb Imhh Pfknprx 2.00

Risk Retention

VN - Dtl

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 4, 2012