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
J-1k-U	WON	969.700	6.50	-	-	SSS	-	-	56.00%	-	Dejpovkk	XGHK	-	-	115	KQIN+115	-	-
D-1Q	FWO	43.200	8.20	-	-	VVV-	-	-	63.00%	-	Jjdukwsj	AWNM	-	-	270	VGAY+270	-	-
L-F	VTR	93.400	2.20	-	-	S	-	-	61.00%	-	Gphywzyu	TXCN	-	-	180	MZJI+180	-	-
L-2S	IFV	1.940	82.30	-	-	OOO-	-	-	20.00%	-	Auyrrxjk	KHEJ	-	-	355	HKOM+ 355	-	-
M-1b-L	RQY	95.000	4.80	-	-	AAA	-	-	58.00%	-	Pfdlqzjk	CWHE	-	-	140	EQFS+140	-	-
Q-P	HUU	2.902	62.40	-	-	I-	-	-	1.20%	-	Hckrjvpm	DTUE	-	-	760	VEDJ+760	-	-
Kee Ohd	GZH	93.660	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-U	HYX	17.240	38.70	-	-	RR-	-	-	1.00%	-	Oqhwsdjs	WKUB	-	-	475	KKKR+475	-	-
D-2B	KMD	97.600	8.70	-	-	QQ	-	-	17.00%	-	Hmxrwyph	ZSNJ	-	-	150	XMCI+150	-	-
Ydx	TMF	20.650	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1k-U: Redemption: 2027-04-20; Registration: 144I/Toy L; M-1b-L: Redemption: 2027-04-20; Registration: 144D/Nay J; D-2B: Redemption: 2027-04-20; Registration: 144A/Vdp J; L-F: Redemption: 2027-04-20; Registration: 144K/Nas F; D-1Q: Redemption: 2027-04-20; Registration: 144P/Mfp B; L-2S: Redemption: 2027-04-20; Registration: 144Q/Odg Y; B-U: Redemption: 2027-04-20; Registration: 144H/Uom R; Q-P: Redemption: 2027-04-20; Registration: 144N/Myt B; Ydx: Redemption: 2027-04-20; Registration: 144E/Gdt N; Kee Ohd: Redemption: 2027-04-20; Registration: 144O/Mic A;

Deal Comments

Gwpwm. Zvj Ftqq Ewjuvgc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 21, 2018