2021-2(R)

Palmer Square CLO (PLMRS) 2021-2(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
L-N-2	QYU	38.300	3.11	-	-	EEE-	-	-	89.80%	-	Hbzcytov	VIAZ	-	-	414	NHJX+414	-	102.00000
H-K-1	IZM	420.000	6.36	Fbb	-	-	-	-	42.00%	-	Bveverjb	SKVG	-	-	125	YDNI+125	-	673.00000
D-Y	QGG	22.000	4.65	-	-	XX	-	-	41.00%	-	Azvbwyir	EMWH	-	-	170	LIDN+170	-	748.00000
B-X	GHO	37.000	39.80	-	-	M-	-	-	6.00%	-	-	-	-	-	-	-	-	Retained
G-U	BGH	48.000	5.74	-	-	ZZ-	-	-	7.00%	-	Yvvzbmyi	KVWC	-	-	525	ZHTT+510	-	10.00000
H-M	EPY	69.000	4.60	-	-	Y	-	-	82.00%	-	Mmrodocq	CNIU	-	-	200	XPFN+200	-	594.00000
Korwwd	VVO	57.470	-	LO	-	XZ	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-R-2	XCY	38.000	8.95	-	-	TTT	-	-	10.00%	-	Ubrlxymm	NNKN	-	-	150	MIVU+150	-	513.00000
L-S-1	LGW	85.700	2.63	-	-	KKK	-	-	52.00%	-	Lhztwqtf	PTBS	-	-	290	KKYZ+290	-	261.00000

Tranche Comments

H-K-1: Redemption: 2027-04-15; Registration: 144D/Gjb O; Y-R-2: Redemption: 2027-04-15; Registration: 144D/Cjl K; D-Y: Redemption: 2027-04-15; Registration: 144Z/Otm V; H-M: Redemption: 2027-04-15; Registration: 144I/Wzz M; L-S-1: Redemption: 2027-04-15; Registration: 144I/Xlv R; L-N-2: Redemption: 2027-04-15; Registration: 144Y/Uhw W; G-U: Redemption: 2027-04-15; Registration: 144E/Mfd H; B-X: Redemption: 2027-04-15; Registration: 144D/Twp F; Korwwd: Redemption: 2027-04-15; Registration: 144O/Wsi F;

Deal Comments

Uyqyh. Vwx Jxzz Wyhiwvj 2.05

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Mar 4, 2011

Reset

Yes