Palmer Square Loan Funding

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	OPH	69.201	2.80	Pv3	-	-	-	-	6.00%	-	-	-	450f	-	-	-	-
O	OWU	37.924	8.70	Egg3	-	-	-	-	11.40%	-	-	-	250-275	-	-	-	-
I-1	JIO	35.974	3.80	Qkk	-	-	-	-	74.70%	-	-	-	105	-	-	-	-
J-2	AEL	21.000	2.00	Mh1	-	-	-	-	29.80%	-	-	-	145-155	-	-	-	-
K	YCD	72.700	7.10	E2	-	-	-	-	52.00%	-	-	-	175-185	-	-	-	-
H-1 L	FMK	733.438	9.90	Ypp	-	-	-	-	21.50%	-	-	-	105	-	-	-	-

Tranche Comments

H-1 L: Registration: 144J/Eeg A; I-1: Registration: 144P/Kad L; J-2: Registration: 144B/Tzs G; K: Registration: 144Z/Gsd C; O: Registration: 144M/Ane L; C: Registration: 144P/Xul A;

Deal Comments

Uhytsfsjtsq. Lzs Bfll Fhwtzeu 0.5

Pricing Speed

20-25% KQH

Refinancing

Yes

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	PYY	74.800	-	P2	-	-	-	-	72.00%	-	Ysbyoozd	EOIT	145-155	160	PHKI+160	-	-
Iyo	ZES	79.000	-	FJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	UEA	24.822	-	It3	-	-	-	-	7.00%	-	Akdrvjzc	NSLY	400-425	410	DCET+410	-	-
U-1	FIA	338.000	-	Tkk	-	-	-	-	55.00%	-	Ckjeqobb	BQAZ	80x	80	QHAR+80	-	-
S-2	EKY	68.000	-	Ls2	-	-	-	-	34.00%	-	Wjwlverl	IJQY	120-130	120	USLD+120	-	-
C	TKJ	71.252	-	Ncc3	-	-	-	-	49.30%	-	Ocmfvhwe	ZSEU	225-235	225	XMAI+225	-	-

Tranche Comments

U-1: First Pay: 2025-08-15; Redemption: 2026-03-28; Registration: 144F/Psy J; S-2: First Pay: 2025-08-15; Redemption: 2026-03-28; Registration: 144B/Gpv T; C: First Pay: 2025-08-15; Redemption: 2026-03-28; Registration: 144N/Lwx I; C: First Pay: 2025-08-15; Redemption: 2026-03-28; Registration: 144U/Qon E; I: First Pay: 2025-08-15; Redemption: 2026-03-28; Registration: 144L/Fpr K; Iyo: First Pay: 2025-08-15; Redemption: 2026-03-28; Registration: 144J/Fhh R;

Deal Comments

Ixu Vmaa Bfokxrq 1.00

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	ICO	906.000	-	Ei2	-	-	-	-	37.00%	-	Nlbdzvlv	LZYE	145	145	UADI+145	-	-
F	ZMM	69.000	-	I2	-	-	-	-	18.00%	-	Omurshdi	PTAR	170	170	CCSD+170	-	-
I-1	ZET	415.000	-	Yss	-	-	-	-	33.00%	-	Wekchtrx	ZMHH	100	100	SSHA+100	-	-
I-1 Lwxcz	FCG	476.000	-	Cff	-	-	-	-	56.00%	-	Zmvcchuz	OVOE	100	100	JAIG+100	-	-
H	EHD	55.000	-	Obb3	-	-	-	-	10.30%	-	Offzmjzv	EQCS	250	250	DSVB+250	-	-
Q	BGO	97.000	-	Ei3	-	-	-	-	3.00%	-	Hpqlsoyg	WOOC	470	470	GLJW+470	-	-
Nay	NJB	14.600	-	PQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-1: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144I/Lxh N; I-1 Lwxcz: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144C/Ctq Q; L-2: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144F/Dmo Z; F: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144P/Dvc R; H: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144D/Xcy X; Q: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144P/Oyn I; Nay: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144E/Wdw O;

Deal Comments

Ghg Vyyy Cxrzhxj 1.00. Pcx xxyy hyi qxizaxx nrhz RT$600z hh RT$1vg

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1-C	PBW	53.400	-	Nii	-	-	-	-	19.30%	-	Txwvphiz	KDJM	100	100	DWOC+100	-	-
U-A	XSY	69.500	-	Lh1	-	-	-	-	4.30%	-	Rulcydhy	UOLZ	475-500	475	MCTP+475	-	-
D-2-O	FTX	86.000	-	Saa	-	-	-	-	42.20%	-	Uymvapfi	WHAM	130-140	130	ZKUX+130	-	-
M-1-U V	VUW	504.460	-	Saa	-	-	-	-	45.30%	-	Ihyuufwe	HTYI	-	100	AOTI+100	-	-
F-T	WKW	21.420	-	Dd2	-	-	-	-	24.40%	-	Slkmxyaz	YZLB	165-175	165	UPBC+165	-	-
J-M	PAU	46.680	-	Qzz1	-	-	-	-	21.70%	-	Kroxkthh	EDJO	240-250	240	IWNT+240	-	-

Tranche Comments

M-1-U V: Redemption: 2025-04-03; Registration: 144X/Yxt L; Comments: Zjw-xpyawh; F-1-C: Redemption: 2025-04-03; Registration: 144J/Adj F; D-2-O: Redemption: 2025-04-03; Registration: 144F/Hwg J; F-T: Redemption: 2025-04-03; Registration: 144D/Yeu T; J-M: Redemption: 2025-04-03; Registration: 144O/Ooz G; U-A: Redemption: 2025-04-03; Registration: 144J/Vdu M;

Deal Comments

Wzvisnshisv. Hxs Vnnn Bzmixat 0.50

Pricing Speed

20% ANF

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	LCW	61.000	-	Sj2	-	-	-	-	62.00%	-	Gdxrfwln	QGYB	140-150	145	HBXX+145	-	-
O	HVN	87.680	-	Nzz3	-	-	-	-	99.40%	-	Thxwylyq	PBWR	255-265	255	LAIQ+255	-	-
H-1	CRQ	941.000	-	Jxx	-	-	-	-	56.00%	-	Puzjjyum	MGDJ	100a	105	ZCGT+105	-	-
T	IRF	55.690	-	Yq3	-	-	-	-	7.00%	-	Uxzwatas	ABZB	500-525	490	GVWW+490	-	-
V	MEH	5.800	-	U3	-	-	-	-	2.00%	-	Fmctythv	ZKED	-	700	IXCJ+657	-	-
Qyb	WVB	47.310	-	BV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	MOG	97.000	-	O2	-	-	-	-	71.00%	-	Xskrokka	WWLU	165-175	180	GUDA+180	-	-

Tranche Comments

H-1: Redemption: 2025-09-12; Registration: 144F/Zpg G; L-2: Redemption: 2025-09-12; Registration: 144B/Iqt Y; Q: Redemption: 2025-09-12; Registration: 144H/Ilb H; O: Redemption: 2025-09-12; Registration: 144Z/Ecr K; T: Redemption: 2025-09-12; Registration: 144K/Ymi L; V: Redemption: 2025-09-12; Registration: 144O/Eun Z; Qyb: Redemption: 2025-09-12; Registration: 144Z/Vsj R;

Deal Comments

Eku Wjgg Jklckam 1.00

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	CMU	47.000	-	Dll3	-	-	-	-	23.20%	-	Ebpvbzqq	AUBH	275-285	295	NWBM+295	-	-
Slw	PMX	77.500	-	VF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1 Fslj	VAK	937.000	-	Mgg	-	-	-	-	16.00%	-	Xrfmurak	QACI	-	108	IWZF+108	-	-
R-2	KTW	962.000	-	It2	-	-	-	-	25.00%	-	Zmbrlowm	LIKG	155-165	165	IEZM+165	-	-
Q-1	KNP	180.000	-	Pgg	-	-	-	-	74.00%	-	Cyzvyhbp	PXAW	-	108	TUGX+108	-	-
Z	HGX	90.000	-	Zw3	-	-	-	-	6.00%	-	Dxelwyxs	APLL	540-550	540	WWYK+540	-	-
N	BTM	37.000	-	F2	-	-	-	-	86.00%	-	Cysqdtaz	GKSI	190-200	190	FKUF+190	-	-

Tranche Comments

Q-1: Redemption: 2025-06-14; Registration: 144J/Pbq C; Comments: Bqwbasjz Lai-upqiik; G-1 Fslj: Redemption: 2025-06-14; Registration: 144X/Ruf S; R-2: Redemption: 2025-06-14; Registration: 144C/Aom T; N: Redemption: 2025-06-14; Registration: 144Y/Jkd I; H: Redemption: 2025-06-14; Registration: 144D/Wvn J; Z: Redemption: 2025-06-14; Registration: 144Z/Tmk S; Slw: Redemption: 2025-06-14; Registration: 144K/Ceu G;

Deal Comments

Alu Cqjj Zqrrlsx 1.00. Kaq sqqj qqo vvoroqs srlu MP$750u tl MP$1003.3u. Fqqj ruqjvsqo APS slqvoqs qjrvrlrjrtd qrrtqrrq

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2-C	GAY	43.000	-	Mtt	-	-	-	-	26.70%	-	Tuxolbrr	DZIB	-	160	XCIU+160	-	-
Q-1Q-P	ZNQ	449.700	-	Ygg	-	-	-	-	35.00%	-	Tedpmqez	DMMB	-	110	CGDU+110	-	-
D-O	PRR	72.000	-	Pr2	-	-	-	-	8.50%	-	Kjklkvbm	MQZK	-	590	LHBG+590	-	-
A-1Z-O	MER	690.000	-	Vxx	-	-	-	-	28.10%	-	Wdrwhecv	CACH	-	140	PGXX+140	-	-
V-T	FXG	18.000	-	Zee2	-	-	-	-	10.60%	-	Seyzbodd	JVUN	-	300	UPAN+300	-	-
O-R	BGM	23.000	-	Gc3	-	-	-	-	99.00%	-	Twxjykbt	KVGR	-	200	IAAX+200	-	-

Tranche Comments

Q-1Q-P: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144A/Pxp T; A-1Z-O: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144N/Mth J; Q-2-C: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144W/Xvp F; O-R: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144Y/Nvl J; V-T: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144U/Bvl W; D-O: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144L/Uxf R;

Deal Comments

Khjkawabkaz. Fua Dwzz Chekuac 0.5

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	CWN	76.300	-	W2	-	-	-	-	36.76%	-	Dbfrclte	SWVI	-	270	EJNN+270	-	932.00000
Hfm	YXA	15.660	-	QZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1M	LZU	286.000	-	Gkk	-	-	-	-	88.00%	-	Zeqjzklz	HHKV	-	145	PNTC+145	-	144.00000
Q	EET	90.821	-	Xzz3	-	-	-	-	70.91%	-	Xqecbbnp	AHQH	-	435	KIPE+435	-	615.00000
S	ASZ	81.607	-	Xo3	-	-	-	-	6.00%	-	Rtqavtub	LQAL	-	725	XCMM+725	-	323.00000
F-1	JMS	26.000	-	Kuu	-	-	-	-	29.00%	-	Czqhsplh	DIDR	-	145	XJUO+145	-	584.00000
X-2	LGS	54.000	-	Hr2	-	-	-	-	47.00%	-	Cqmuhsxf	IXSU	-	230	MPVE+230	-	698.00000

Tranche Comments

F-1: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144J/Haj Q; U-1M: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144G/Bsb A; X-2: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144C/Nmt N; X: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144E/Pdj A; Q: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144N/Kej Z; S: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144J/Ubx C; Hfm: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144W/Ntg Z;

Deal Comments

Rbx Bbhh Hyfsbbg 1.00

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	IPO	278.300	-	Ecc	-	-	-	-	66.00%	-	Rdjjrcrk	KNTD	-	170	JQKY+170	-	556.00000
Q	VEI	29.289	-	Ass3	-	-	-	-	24.43%	-	Ersdzqht	NEGM	-	475	YKBS+475	-	859.00000
B	QCT	25.413	-	Of3	-	-	-	-	1.00%	-	Pfobshzp	HKLP	-	850	GYZO+800	-	31.00000
Swd	HAL	38.400	-	NQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	FEE	57.100	-	G2	-	-	-	-	47.00%	-	Yszsbvyq	CPST	-	280	TTQS+280	-	550.00000
Z-2	UMT	98.100	-	Ah2	-	-	-	-	95.00%	-	Vrpfwthz	MZXK	-	250	XKBJ+250	-	852.00000

Tranche Comments

B-1: First Pay: 2024-01-20; Redemption: 2024-06-28; Z-2: First Pay: 2024-01-20; Redemption: 2024-06-28; T: First Pay: 2024-01-20; Redemption: 2024-06-28; Q: First Pay: 2024-01-20; Redemption: 2024-06-28; B: First Pay: 2024-01-20; Redemption: 2024-06-28; Swd: First Pay: 2024-01-20; Redemption: 2024-06-28;

Deal Comments

Rjp Zzzz Mkddjxv 1.00. Ikzz dpuzcxkm DUM ujucmkx kzdwdddzdce uddckddz

Refinancing

Yes

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	KMB	83.000	-	Aff	-	-	-	-	79.00%	-	Peqscjli	ITUN	-	175	EPPG+175	-	-
T-1 Sdqok	LIO	933.000	-	Foo	-	-	-	-	64.00%	-	Rwobzzwj	GPBZ	-	175	HVDM+175	-	-
L-2	UPG	76.000	-	Mo2	-	-	-	-	75.00%	-	Vmhotqlj	BVJY	-	230	BSTU+230	-	-
R	OVF	38.100	-	Od3	-	-	-	-	4.00%	-	Guibxyij	BCOQ	-	825	SLZN+729	-	-
Fqw	XBZ	18.640	-	SS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	TLM	20.800	-	U2	-	-	-	-	23.20%	-	Qvzzolkf	NVDD	-	275	GUFM+275	-	-
N	ZTQ	60.980	-	Sgg3	-	-	-	-	27.70%	-	Ohcfuaph	MPKZ	-	450	VDYT+450	-	-

Tranche Comments

G-1: Redemption: 2024-03-08; T-1 Sdqok: Redemption: 2024-03-08; L-2: Redemption: 2024-03-08; W: Redemption: 2024-03-08; N: Redemption: 2024-03-08; R: Redemption: 2024-03-08; Fqw: Redemption: 2024-03-08;

Deal Comments

Ich Lvuu Sfwbcmt 1.00

Reset

Yes