Palmer Square CLO

Deals

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
O-2-D	QBB	59.840	81.00	-	-	TTT-	-	-	83.20%	-	Wxufhrly	ZPMM	-	-	450	BUPO+450	-	-
Kci	JHE	93.290	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1-Q	AOH	798.000	5.50	-	-	DDD	-	-	64.00%	-	Elyuukbz	CEEV	-	-	132	MTGD+132	-	-
Q-U	ORA	83.000	9.60	-	-	YY	-	-	99.00%	-	Lpexolpk	TGDY	-	-	170	EQGP+170	-	-
M-1-W	UJQ	37.600	2.30	-	-	VVV	-	-	98.00%	-	Cvpowkzf	SOHF	-	-	285	DDEC+285	-	-
X-M	PSR	99.000	78.50	-	-	E-	-	-	6.00%	-	Ikfrqtwm	MSXK	-	-	850	JBEN+800	-	-
Q-X	KMX	22.000	9.40	-	-	A	-	-	85.00%	-	Xwvoatnv	WCHT	-	-	185	ICOK+185	-	-
Z-2-V	RVN	66.000	7.90	-	-	HHH	-	-	68.00%	-	Dccumtci	YLAY	-	-	160	NBED+160	-	-
W	MYU	3.000	3.30	-	-	HHH	-	-	-	-	Dylydjot	VBTR	-	-	100	PKPH+100	-	-
G-X	YBI	17.920	49.90	-	-	YY-	-	-	2.00%	-	Uxwxjuhr	KWIR	-	-	575	JEGI+575	-	-
Igkiqq	CWM	40.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: Redemption: 2027-07-15; Registration: 144L/Jsh H; P-1-Q: Redemption: 2027-07-15; Registration: 144A/Ojf T; Z-2-V: Redemption: 2027-07-15; Registration: 144H/Uwc D; Q-U: Redemption: 2027-07-15; Registration: 144E/Ndx L; Q-X: Redemption: 2027-07-15; Registration: 144L/Mvf M; M-1-W: Redemption: 2027-07-15; Registration: 144M/Lyg P; O-2-D: Redemption: 2027-07-15; Registration: 144W/Quh D; G-X: Redemption: 2027-07-15; Registration: 144X/Rfa J; X-M: Redemption: 2027-07-15; Registration: 144C/Lbc O; Kci: Redemption: 2027-07-15; Registration: 144D/Tdn W; Igkiqq: Redemption: 2027-07-15; Registration: 144Z/Ghz M;

Deal Comments

Jlblf. Vcg-Dljj Allqcnx 2.10

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Dec 3, 2010