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
G-C-2	IGI	57.000	8.38	-	-	YYY	-	-	18.00%	-	Idyuflsc	PLJC	-	-	150	LPSB+150	-	336.00000
Bwbimk	FXW	35.210	-	QL	-	BZ	-	-	-	-	-	-	-	-	-	-	-	Retained
C-N-1	XVQ	429.000	7.41	Rkk	-	-	-	-	18.00%	-	Frdcjaqy	ZBTO	-	-	125	MBHZ+125	-	405.00000
H-R	FJK	32.000	4.95	-	-	BB	-	-	37.00%	-	Uublorbl	ZUSF	-	-	170	SBPI+170	-	448.00000
K-K	TQO	91.000	8.97	-	-	R	-	-	30.00%	-	Yswjymem	ULWH	-	-	200	QTMK+200	-	971.00000
G-G	WJR	79.000	7.61	-	-	SS-	-	-	6.00%	-	Djmvlvks	PGOJ	-	-	525	NYFA+510	-	21.00000
G-P-2	BJQ	24.300	4.52	-	-	JJJ-	-	-	67.30%	-	Mkqybrti	MOQH	-	-	414	EHIU+414	-	346.00000
I-A-1	EPM	34.400	5.25	-	-	QQQ	-	-	52.00%	-	Lsybpqen	BNTD	-	-	290	PTFM+290	-	535.00000
G-G	WUZ	67.000	40.20	-	-	L-	-	-	6.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-N-1: Redemption: 2027-04-15; Registration: 144W/Ctl D; G-C-2: Redemption: 2027-04-15; Registration: 144Z/Pbn F; H-R: Redemption: 2027-04-15; Registration: 144B/Fzy Z; K-K: Redemption: 2027-04-15; Registration: 144L/Gok Z; I-A-1: Redemption: 2027-04-15; Registration: 144T/Nww L; G-P-2: Redemption: 2027-04-15; Registration: 144W/Fkw K; G-G: Redemption: 2027-04-15; Registration: 144T/Eqi S; G-G: Redemption: 2027-04-15; Registration: 144A/Uvr D; Bwbimk: Redemption: 2027-04-15; Registration: 144C/Qwj Z;

Deal Comments

Rgggw. Vth Hukk Agvbtyz 2.05

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Aug 8, 2016