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
R1Q	PCV	3.000	-	GL	-	SSS-	-	-	12.00%	-	Bbykc	-	-	-	7.775%	-	-
B-2	ACP	2.000	-	IZ	-	NNN-	-	-	37.00%	-	Zzqqk	-	450m	-	8.673%	-	-
O1	CAN	504.000	-	Yzz	-	VI	-	-	41.00%	-	Czxxjuvt	LKYS	-	147	WXCH+147	-	-
J	JSM	26.000	-	CF	-	AA-	-	-	2.00%	-	Ddddwclp	LZLL	600-625	675	KBGM+675	-	-
Z1-E	LFS	73.000	-	Aqq	-	GE	-	-	12.00%	-	Hsrfvwrh	MEAY	-	147	JDPQ+147	-	-
O1	WMK	72.000	-	UU	-	G	-	-	46.00%	-	Geuayqkr	LAVO	-	225	HEFP+225	-	-
V	VLP	15.000	-	HS	-	WW	-	-	29.00%	-	Oszwspbs	ZZGK	180-185	180	PQQK+180	-	-
O2	RSY	40.000	-	GF	-	ZZZ	-	-	37.00%	-	Nclfmlkv	LMCS	-	165	UCQX+165	-	-
Q2	BLI	2.000	-	ZQ	-	I	-	-	31.00%	-	Cwlrx	-	-	-	6.431%	-	-
S1Q	GQY	13.000	-	ID	-	PPP-	-	-	18.00%	-	Vxhmcunb	PDLC	-	360	QWDZ+360	-	-
Feb	OAP	61.872	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	YTM	8.000	-	F3	-	KU	-	-	1.73%	-	-	-	-	-	-	-	Retained

Tranche Comments

O1: Redemption: 2026-06-27; Registration: 144Q/Utj K; Z1-E: Redemption: 2026-06-27; Registration: 144Q/Bdq P; O2: Redemption: 2026-06-27; Registration: 144W/Brt L; V: Redemption: 2026-06-27; Registration: 144V/Mkz R; O1: Redemption: 2026-06-27; Registration: 144A/Dko H; Q2: Redemption: 2026-06-27; Registration: 144V/Vre X; S1Q: Redemption: 2026-06-27; Registration: 144W/Mze D; R1Q: Redemption: 2026-06-27; Registration: 144D/Hhw F; B-2: Redemption: 2026-06-27; Registration: 144C/Lxf O; J: Redemption: 2026-06-27; Registration: 144H/Bui U; O: Redemption: 2026-06-27; Registration: 144O/Fdr D; Feb: Redemption: 2026-06-27; Registration: 144I/Aec X;

Deal Comments

Qbu Fzgg Rmxrbbi 2.00

Risk Retention

ES - Ror

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2003

Refinancing

Yes