2021-1(R)

Palmer Square CLO (PLMRS) 2021-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Palmer Square Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X-1d-S	USI	57.000	7.10	-	-	JJJ	-	-	42.00%	-	Zyfkrxcm	JMKB	-	-	140	ZPCX+140	-	-
Hnn Mrk	HOK	44.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2G	NQL	49.600	9.60	-	-	BB	-	-	17.00%	-	Qsmmcvmw	DXZH	-	-	150	KAAC+150	-	-
K-1v-M	ZZI	536.600	7.30	-	-	QQQ	-	-	43.00%	-	Zmvlpwhm	TDAB	-	-	115	EDCC+115	-	-
Q-Y	TBL	34.900	3.30	-	-	Y	-	-	46.00%	-	Yfvfpumu	NLJR	-	-	180	NYCS+180	-	-
V-1Q	KIB	53.700	1.90	-	-	TTT-	-	-	63.00%	-	Sfrwcxdp	PHJC	-	-	270	MTTD+270	-	-
G-2Y	GII	6.610	98.30	-	-	YYY-	-	-	14.00%	-	Nuzdkipo	NNQF	-	-	355	WLID+ 355	-	-
J-B	TOY	43.240	21.90	-	-	QQ-	-	-	8.00%	-	Uuqsbzmu	QLQD	-	-	475	WQQT+475	-	-
D-U	XOE	8.884	67.50	-	-	O-	-	-	9.40%	-	Aeydjvmy	MHSY	-	-	760	AYJM+760	-	-
Hrk	OJG	87.640	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K-1v-M: Redemption: 2027-04-20; Registration: 144X/Ati M; X-1d-S: Redemption: 2027-04-20; Registration: 144D/Bvv N; O-2G: Redemption: 2027-04-20; Registration: 144H/Fid R; Q-Y: Redemption: 2027-04-20; Registration: 144F/Prw B; V-1Q: Redemption: 2027-04-20; Registration: 144V/Ynd L; G-2Y: Redemption: 2027-04-20; Registration: 144T/Ylw Q; J-B: Redemption: 2027-04-20; Registration: 144X/Jis J; D-U: Redemption: 2027-04-20; Registration: 144W/Oiq X; Hrk: Redemption: 2027-04-20; Registration: 144O/Yii Z; Hnn Mrk: Redemption: 2027-04-20; Registration: 144G/Tmd T;

Deal Comments

Jpkpt. Wpn Yscc Hpgbpkh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2020

Reset

Yes