2021-4(R)

Palmer Square CLO (PLMRS) 2021-4(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
S-R	ORP	35.000	9.40	-	-	L	-	-	12.00%	-	Ivwoymxs	GOFJ	-	-	185	NBDO+185	-	-
V-J	JOW	52.000	8.50	-	-	CC	-	-	96.00%	-	Vmybrvbk	HPYA	-	-	170	CSCJ+170	-	-
Q	WFA	1.000	3.20	-	-	QQQ	-	-	-	-	Mqdhylom	BTYO	-	-	100	AOCV+100	-	-
C-1-C	LCZ	45.200	8.10	-	-	RRR	-	-	77.00%	-	Dbvqrxob	GKPH	-	-	285	SXIY+285	-	-
G-1-M	IQD	739.000	9.20	-	-	ZZZ	-	-	96.00%	-	Uhfwvdwp	DEMW	-	-	132	GYBF+132	-	-
K-2-U	UWD	23.160	91.00	-	-	QQQ-	-	-	85.40%	-	Pbdurqha	LNGI	-	-	450	YQLD+450	-	-
I-S	WKY	87.560	89.60	-	-	ZZ-	-	-	9.00%	-	Nrzsudls	QMGU	-	-	575	PYNI+575	-	-
E-N	GUB	93.000	80.50	-	-	B-	-	-	3.00%	-	Brxkcfvf	YWKQ	-	-	850	LXMI+800	-	-
Ayq	TUN	33.153	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2-H	QWF	32.000	7.10	-	-	ZZZ	-	-	60.00%	-	Sdspranx	PNDL	-	-	160	XMMC+160	-	-
Gorpmi	GRR	68.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: Redemption: 2027-07-15; Registration: 144T/Zao Z; G-1-M: Redemption: 2027-07-15; Registration: 144K/Lzx X; H-2-H: Redemption: 2027-07-15; Registration: 144F/Gop E; V-J: Redemption: 2027-07-15; Registration: 144H/Drc N; S-R: Redemption: 2027-07-15; Registration: 144U/Cwe G; C-1-C: Redemption: 2027-07-15; Registration: 144V/Rru Q; K-2-U: Redemption: 2027-07-15; Registration: 144D/Fpm O; I-S: Redemption: 2027-07-15; Registration: 144D/Hds V; E-N: Redemption: 2027-07-15; Registration: 144Z/Mrc T; Ayq: Redemption: 2027-07-15; Registration: 144Q/Lze C; Gorpmi: Redemption: 2027-07-15; Registration: 144B/Xjl X;

Deal Comments

Fztzj. Zwy-Ztnn Pzqswlm 2.10

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Jul 16, 2001