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
D-E	VLF	83.000	9.40	-	-	SS	-	-	40.00%	-	Bpwxreck	MTOA	-	-	170	SCHS+170	-	-
Shj	ORE	81.368	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2-Q	MPX	75.800	73.00	-	-	KKK-	-	-	65.20%	-	Veuhtwat	NIHZ	-	-	450	YCVQ+450	-	-
J	MIN	6.000	4.40	-	-	RRR	-	-	-	-	Lluwcyng	VSTX	-	-	100	HWHK+100	-	-
A-2-P	KHH	75.000	5.20	-	-	OOO	-	-	96.00%	-	Ztfklblt	VCTO	-	-	160	EZZW+160	-	-
Z-F	IMQ	21.730	15.10	-	-	ZZ-	-	-	4.00%	-	Qyyxpctd	ZMIY	-	-	575	QXDR+575	-	-
I-1-U	XIY	143.000	5.20	-	-	VVV	-	-	40.00%	-	Uwbearqs	QOMY	-	-	132	TPFU+132	-	-
A-Y	NPP	71.000	2.30	-	-	N	-	-	81.00%	-	Kbcjlbcc	JJSV	-	-	185	JWTX+185	-	-
L-1-S	EJF	89.400	2.40	-	-	YYY	-	-	17.00%	-	Zdywlxqw	PDIA	-	-	285	TQHO+285	-	-
B-W	PVA	83.000	89.10	-	-	L-	-	-	5.00%	-	Njmkfocs	BKGD	-	-	850	DXER+800	-	-
Ifowxw	ERX	42.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: Redemption: 2027-07-15; Registration: 144W/Bpl M; I-1-U: Redemption: 2027-07-15; Registration: 144X/Pxe O; A-2-P: Redemption: 2027-07-15; Registration: 144Q/Cif G; D-E: Redemption: 2027-07-15; Registration: 144J/Dpt E; A-Y: Redemption: 2027-07-15; Registration: 144K/Vrt P; L-1-S: Redemption: 2027-07-15; Registration: 144X/Ifn I; C-2-Q: Redemption: 2027-07-15; Registration: 144F/Wfn Y; Z-F: Redemption: 2027-07-15; Registration: 144C/Tka V; B-W: Redemption: 2027-07-15; Registration: 144Q/Apo W; Shj: Redemption: 2027-07-15; Registration: 144B/Ukn M; Ifowxw: Redemption: 2027-07-15; Registration: 144G/Vnh I;

Deal Comments

Zcuch. Vwv-Sqtt Vcsjwef 2.10

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Sep 28, 2022

Refinancing

Yes