Exhibit 7- 2 Commercial Paper Rating Category Fitch Moody’s S&P Investment grade F-1+ A-1+ F-1 P-1 A-1 F-2 P-2 A-2 F-3 P-3 A-3 Noninvestment grade F-S NP (not prime) B C In default D

Exhibit 7-3 Simple, Typical CLO Capital Structure Bond Class Percent of Capital Structure Rating Coupon Class A 80% AAA LIBOR + 26 Class B 8% A LIBOR + 75 Class C 3% BBB LIBOR + 180 Class D 2% B LIBOR + 475 Equity Tranche 7% Not rated Residual Cash Flows

Arithmetic Average Weighted Average OLD Exhibit 7-4 Default Rates for High-Yield and Distressed Debt (Speculative Grade) Corporate Bonds: 1971–2009 Arithmetic Average Weighted Average Period Default Rate (Includes straight bonds only) Default Rate (Weighted by par value of amount outstanding for each year) 1971–2009 3.33% 4.55% 1978–2009 3.64% 4.56% 1985–2009 4.32% 4.60% Fallen Angels 3.88% Original-Issue Speculative Grade 4.90%

OLD Exhibit 7-5 Average Dollar Recovery Per $100 Par Value by Seniority and Original Rating, Corporate Bond Defaults: 1971–2009 Seniority Investment Grade Noninvestment Grade All Senior secured $53.21 $43.83 $46.64 Senior Unsecured $43.69 $36.18 $39.95 Senior Subordinated $37.10 $32.74 $32.14 Subordinated $22.52 $32.54 $31.45

OLD Exhibit 7-6 Discounted Ultimate Recovery Rates by Debt Type Type of Debt/Seniority Average Recovery Rate Bank Loan 82% Senior Secured Debt 65% Senior Unsecured Debt 38% Senior Subordinated Debt 29% Subordinated Bond 27% Junior Subordinated Bond 15% All Bonds 37%

OLD Exhibit 7-7 S&P Recovery Ratings for Secured Debt Recovery Rate Ultimate Recovery of Principal Indicative Recovery Expectation 1+ Highest expectation of full recovery of principal 100% of principal 1 High expectation of full 2 Substantial recovery of principal 80%–100% of principal 3 Meaningful recovery of principal 50%–80% of principal 4 Marginal recovery of principal 25%–50% of principal 5 Negligible recovery of principal 0%–25% of principal

OLD Exhibit 7-8 Fitch Rating Recovery Rating System Recovery Prospect Recovery Band R1 Outstanding 91%–100% R2 Superior 71%–90% R3 Good 51%–70% R4 Average 31%–50% R5 Below 11%–30% R6 Poor 0%–10%

Exhibit 7-5 Hypothetical One-Year Rating Transition Matrix Rating at End of Year Rating at Start of Year Aaa Aa A Baa Ba B C or D Total 91.00 8.30 0.70 0.00 100.00 1.50 91.40 6.60 0.50 0.20 0.10 3.00 91.20 5.10 0.40 5.80 88.00 5.00 0.90