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
W-2T	JOH	41.300	6.70	-	-	YY	-	-	65.00%	-	Xhwmwwug	SHFE	-	-	150	CCQY+150	-	-
F-Q	BRH	60.430	43.70	-	-	GG-	-	-	4.00%	-	Mkbrjpvg	NKCY	-	-	475	ZUYK+475	-	-
B-1j-A	VZG	26.000	4.70	-	-	DDD	-	-	90.00%	-	Tmhzrwlz	GUPH	-	-	140	EHVQ+140	-	-
E-O	VAW	23.700	3.10	-	-	K	-	-	28.00%	-	Abollhro	AYFU	-	-	180	QUUP+180	-	-
Iaa Qyd	RLS	92.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2K	UIM	6.550	10.60	-	-	HHH-	-	-	27.00%	-	Tererblv	SCMW	-	-	355	BXSV+ 355	-	-
N-1X	OVM	67.100	7.30	-	-	PPP-	-	-	93.00%	-	Vkjqrktw	UWWR	-	-	270	HKES+270	-	-
D-Y	BJP	6.328	56.60	-	-	E-	-	-	3.20%	-	Serpmboa	TVJM	-	-	760	HAZS+760	-	-
Q-1r-K	CZI	147.600	1.90	-	-	FFF	-	-	17.00%	-	Ilrmeaek	LLDT	-	-	115	LCGO+115	-	-
Xux	XTG	18.220	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1r-K: Redemption: 2027-04-20; Registration: 144Y/Fhe X; B-1j-A: Redemption: 2027-04-20; Registration: 144V/Yyx J; W-2T: Redemption: 2027-04-20; Registration: 144O/Kxk H; E-O: Redemption: 2027-04-20; Registration: 144G/Amf A; N-1X: Redemption: 2027-04-20; Registration: 144D/Unx I; M-2K: Redemption: 2027-04-20; Registration: 144E/Fud W; F-Q: Redemption: 2027-04-20; Registration: 144G/Gib Z; D-Y: Redemption: 2027-04-20; Registration: 144G/Fap K; Xux: Redemption: 2027-04-20; Registration: 144Y/Mfp A; Iaa Qyd: Redemption: 2027-04-20; Registration: 144U/Nmc F;

Deal Comments

Ovwvj. Qzy Hcuu Mvykzco 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2008