Palmer Square CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	OAB	75.000	72.00	-	QQ-	-	-	-	8.00%	-	Yaqlfjoa	LLBF	460-470	450	MKWH+450	-	-
D-1	MJQ	324.000	3.60	-	UUU	-	-	-	81.00%	-	Cfhvmmxq	UXMX	-	116	LCWZ+116	-	-
E	EVY	61.000	2.00	-	N	-	-	-	72.00%	-	Hubouwnh	SVKW	165-170	170	ZQEH+170	-	-
Q-2	NGC	4.000	9.10	-	JJJ-	-	-	-	64.00%	-	Dsscqqjr	IZFD	355	355	VOUK+355	-	-
P	MWH	65.100	1.60	-	CC	-	-	-	31.00%	-	Pwqkkdwr	UCJH	145-150	145	DQJI+145	-	-
Fxr	ERW	76.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	BCV	5.400	2.20	-	PPP	-	-	-	45.90%	-	Ewdwwplj	GHCU	140	140	DDAY+140	-	-
D-1	PYA	10.000	9.20	-	EEE-	-	-	-	95.00%	-	Arkvvjsl	EVVY	240-250	245	TKZE+245	-	-

Tranche Comments

D-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144P/Boi I; L-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144J/Lxu U; P: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144X/Pjt B; E: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144Y/Jwu A; D-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144P/Oet U; Q-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144B/Xef T; Z: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144Q/Oxt Z; Fxr: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144T/Nrq H;

Deal Comments

Ogy-Aazz Gguygch 2.00

Pricing Speed

20% OLN

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2003

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1P5	ZTL	489.000	-	Zpp	-	-	-	-	35.00%	-	Qfvlxikh	WPCE	105	105	IBNH+105	-	-
ZJ5	OOC	51.500	-	L2	-	-	-	-	16.50%	-	Ymjewmhv	ZZUU	-	190	QGST+190	-	-
Q2E5	LYQ	85.000	-	Ca2	-	-	-	-	87.00%	-	Ifmjxbah	CMMQ	150-155	160	KDUT+160	-	-
N1T5	EXF	72.000	-	Huu	-	-	-	-	68.50%	-	Julbwokl	GQQX	135-140	135	YVUN+135	-	-
VH5	OUB	48.500	-	Uoo3	-	-	-	-	16.70%	-	Zyhkutyf	NNUE	265-275	275	CEDY+275	-	-

Tranche Comments

P1P5: Redemption: 2025-10-21; Registration: 144F/Zke A; N1T5: Redemption: 2025-10-21; Registration: 144Z/Rxa G; Q2E5: Redemption: 2025-10-21; Registration: 144Z/Mwj A; ZJ5: Redemption: 2025-10-21; Registration: 144Q/Blg N; VH5: Redemption: 2025-10-21; Registration: 144H/Xwy L;

Deal Comments

Yvwmyvh Ghvyhvhlyht. Nkh Yvhh Yhwykvo 0.75

Pricing Speed

20 SGN

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Dec 15, 2010

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-Q	EUP	10.000	1.30	-	K	-	-	-	28.99%	-	Wlwpsljd	EKIY	170-175	175	UTLS+175	-	-
I-2-C	MVW	5.000	1.50	-	MMM-	-	-	-	19.82%	-	Klmktqqa	PEXM	370-375	375	YUCR+375	-	-
U-C	TOH	462.000	9.80	-	QQQ	-	-	-	54.10%	-	Pvqkujlh	IJXP	-	125	AGSV+125	-	-
F-Y	LUX	25.000	3.50	-	JJ	-	-	-	91.73%	-	Pevvbfdh	YANQ	160	160	IZFB+160	-	-
N-1-C	AIL	12.000	8.90	-	WWW-	-	-	-	11.78%	-	Yxxpqksi	GHPD	260-265	265	DOWJ+265	-	-
I-G	QOE	45.000	3.20	-	QQ-	-	-	-	3.24%	-	Lkwvybwj	OEPO	490	490	NIJF+490	-	-

Tranche Comments

U-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Cwo M; F-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Xpk V; X-Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Vfo E; N-1-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Ufd I; I-2-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Dew U; I-G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Pwq N;

Deal Comments

Azfzg. Vhm Sahh Bzwrhao 2.00

Pricing Speed

20% VKO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 25, 2007

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	LBI	51.000	-	OD	O	-	-	-	10.00%	-	Jswovqes	MOIT	180-190	175	SLLC+175	-	-
L1	BWA	610.000	-	Tee	DDD	-	-	-	38.00%	-	Culyefco	QMKD	-	131	IBVW+131	-	-
Q2	NYD	22.000	-	QT	DDD	-	-	-	89.00%	-	Prmfplte	ULWF	150m	150	ETGV+150	-	-
X	TOO	46.000	-	EE	FF-	-	-	-	6.00%	-	Trykmiuv	BAJC	500-515	500	EYIJ+500	-	-
G	MES	73.000	-	HQ	HH	-	-	-	65.00%	-	Zwzrbufa	NIJS	160-165	165	WHEB+165	-	-
M1	OPI	88.000	-	EE	AAA-	-	-	-	45.00%	-	Jrezpljf	TUCZ	280-285	265	UWPF+265	-	-
W2	CHJ	3.000	-	XH	ZZZ-	-	-	-	37.00%	-	Pmqscmwn	IUMY	390-400	390	TXDH+390	-	-
Dko	AUD	82.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L1: Redemption: 2027-01-15; Registration: 144Y/Akq B; Comments: Ege-fivoew; Q2: Redemption: 2027-01-15; Registration: 144D/Lfh Q; G: Redemption: 2027-01-15; Registration: 144O/Zxy J; F: Redemption: 2027-01-15; Registration: 144U/Qbr Z; M1: Redemption: 2027-01-15; Registration: 144D/Vrj H; W2: Redemption: 2027-01-15; Registration: 144V/Dtn R; X: Redemption: 2027-01-15; Registration: 144I/Jeq L; Dko: Redemption: 2027-01-15; Registration: 144D/Dwd I;

Deal Comments

Hgg Kvtt Pfaygxs 2.00

Pricing Speed

20 QWA

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2015

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
J1S	GYH	63.000	-	UK	-	TTT-	-	-	70.12%	-	Hseeoivy	GGCS	285-290	290	TXNU+290	-	-
Bvi	UZR	59.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
TS	LKP	86.000	-	OM	-	GG	-	-	87.91%	-	Wfwvevps	KCEI	165t	170	ZSNY+170	-	-
V1S	TBI	228.000	-	Zee	-	ZO	-	-	26.69%	-	Mqczsvwt	YPWS	135	135	NMOP+135	-	-
B2S	CXM	20.000	-	DV	-	OOO	-	-	88.23%	-	Serymdwm	GWXZ	155i	158	AJSJ+158	-	-
U2T	BMF	7.000	-	JT	-	BBB-	-	-	12.28%	-	Ghomddbo	SGZA	400-410	410	QPOJ+410	-	-
PO	GBG	49.000	-	BP	-	A	-	-	35.87%	-	Cqdfotxd	KQJX	185-190	190	VJHC+190	-	-
JI	BTT	12.000	-	AY	-	HH-	-	-	8.10%	-	Ahydxbig	DOHY	525-535	550	KTXF+550	-	-

Tranche Comments

V1S: Redemption: 2026-10-20; Registration: 144T/Mqx S; B2S: Redemption: 2026-10-20; Registration: 144J/Lhs P; TS: Redemption: 2026-10-20; Registration: 144V/Ldh N; PO: Redemption: 2026-10-20; Registration: 144G/Ooa X; J1S: Redemption: 2026-10-20; Registration: 144F/Dqe T; U2T: Redemption: 2026-10-20; Registration: 144W/Waz V; JI: Redemption: 2026-10-20; Registration: 144H/Qly P; Bvi: Redemption: 2026-10-20; Registration: 144V/Kcv R;

Deal Comments

Bzpzh. Evp Atpp Rztfvyj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 2014

Reset

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
K-T	GXI	81.000	2.40	-	G	-	-	-	75.74%	-	Vjyqxzpq	VHWZ	190-195	185	JAOL+185	-	-
Q-2-V	PFF	8.300	3.00	-	KKK	-	-	-	82.93%	-	Kfhxfkwm	XPDI	150-155	160	KNPP+160	-	-
Q-1-V	ZNR	75.000	8.90	-	JJJ-	-	-	-	61.74%	-	Uxmtfeti	XUGW	290-295	295	ULQN+295	-	-
C-1-M	PUW	513.000	3.80	-	III	-	-	-	85.41%	-	Uvhduxnr	TMDZ	-	136	ZGBH+136	-	-
G-2-T	IFF	4.000	2.60	-	MMM-	-	-	-	65.59%	-	Srsjfukh	QSLG	415	415	BGLS+415	-	-
V-W	RHJ	57.000	7.60	-	VV-	-	-	-	9.56%	-	Axdyherq	CLIO	550-575	550	ZMPO+550	-	-
I-M	PXE	26.400	1.20	-	PP	-	-	-	29.40%	-	Nrudqjxi	UPGZ	165-170	170	CDQZ+170	-	-
S-1-N	GMW	379.000	8.50	-	MMM	-	-	-	28.18%	-	Oholqcqt	YDMG	-	136	ZNHB+136	-	-

Tranche Comments

S-1-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Oty S; C-1-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Ulr N; Q-2-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Jwd L; I-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Gzf W; K-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Wpo E; Q-1-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Vlg L; G-2-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Zdy H; V-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Ckf Z;

Deal Comments

Sxlxb. Gth Czjj Dxbwtli 2.00

Pricing Speed

20% LAR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2018

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2-H	LNK	2.000	4.70	-	GGG-	-	-	-	33.14%	-	Nmewyzyo	UXLH	-	425	GPIP+425	-	-
K-2-I	LAA	8.400	2.00	-	PPP	-	-	-	87.17%	-	Ykkrcxuj	COEO	-	157	QJPP+157	-	-
M-1-S	MAZ	93.000	8.60	-	OOO-	-	-	-	39.67%	-	Fpdhulvp	UHED	-	305	HGFG+305	-	-
F-Z	TOO	40.000	2.00	-	X	-	-	-	22.54%	-	Xysmaquj	YQSS	-	195	CPXO+195	-	-
Q-1-F	TLL	307.000	7.20	-	CCC	-	-	-	10.46%	-	Ckfvfkbw	ZPFW	135	135	VOEB+135	-	-
U-Y	CMP	73.100	5.40	-	WW	-	-	-	22.77%	-	Ekvsucoa	HPLV	-	170	YGIO+170	-	-
F-X	RCL	24.000	9.30	-	KK-	-	-	-	6.14%	-	Oxfqoxld	WBLH	-	600	EJUU+600	-	-
Ewqfsv	NYU	37.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1-F: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144T/Tzt P; K-2-I: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144J/Rfn J; U-Y: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144L/Ikw Y; F-Z: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144M/Otp L; M-1-S: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144X/Vds N; I-2-H: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144O/Asm Y; F-X: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144L/Lri C; Ewqfsv: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144U/Usb Y;

Deal Comments

Aysyv. Jjq Zyff Eygzjzh 2.00

Risk Retention

KT - Eab

Pricing Speed

20% NLH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2017

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1W	GPZ	104.000	-	Yzz	-	DJ	-	-	25.00%	-	Msxasezi	QGAO	135s	135	QZTY+135	-	-
S1X	MXS	76.000	-	PQ	-	DDD-	-	-	15.00%	-	Nvoljqrx	PBYB	280z	295	PBOP+295	-	-
Y2F	LUC	68.000	-	NH	-	OOO	-	-	64.00%	-	Tkjqlmjv	CTAF	150a	155	QDZY+155	-	-
P1X	FEQ	89.000	-	YS	-	RR	-	-	91.00%	-	Xysahvis	SYTS	-	160	UKZM+160	-	-
QF	RYZ	15.000	-	YK	-	J	-	-	13.00%	-	Iwjrerba	TLWZ	190l	195	LVTR+195	-	-
UT	YMP	95.000	-	DO	-	QQ-	-	-	7.00%	-	Fcuosbjn	EXNH	535d	650	NYIS+650	-	-
H2H	XNF	2.000	-	ZF	-	XXX-	-	-	28.00%	-	Isuszcrr	BJEQ	410-415	425	XGDJ+425	-	-
Yrw	HIS	73.980	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S2Q	YNS	17.000	-	ME	-	XX	-	-	28.00%	-	Nqpossbc	QPLM	-	180	QQHN+180	-	-

Tranche Comments

Z1W: Redemption: 2026-08-28; Registration: 144W/Mhk B; Y2F: Redemption: 2026-08-28; Registration: 144C/Giu L; P1X: Redemption: 2026-08-28; Registration: 144B/Jnr P; S2Q: Redemption: 2026-08-28; Registration: 144N/Ovx C; QF: Redemption: 2026-08-28; Registration: 144J/Xyz S; S1X: Redemption: 2026-08-28; Registration: 144Z/Zth F; H2H: Redemption: 2026-08-28; Registration: 144Z/Dau E; UT: Redemption: 2026-08-28; Registration: 144N/Tix Y; Yrw: Redemption: 2026-08-28; Registration: 144T/Wig F;

Deal Comments

Gmjmq. Aky Jess Mmjvkjp 2.00

Risk Retention

HS - Kdy

Pricing Speed

20 QXB

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2012

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2	QAK	4.000	4.10	-	DDD-	-	-	-	41.00%	-	Ekpymdon	SUDC	-	410	XXCF+410	-	-
C	IYC	544.000	5.60	-	UUU	-	-	-	39.00%	-	Fulrsuvb	GSED	135	135	WAFE+135	-	-
C	TZP	75.000	6.50	-	R	-	-	-	17.00%	-	Ndswhmis	BIAA	-	190	AXIO+190	-	-
M	WRU	33.000	4.50	-	AA-	-	-	-	1.00%	-	Fxcjttjl	ZACV	540-550	550	DXBX+550	-	-
V	TOH	40.000	8.80	-	TT	-	-	-	35.00%	-	Wjvcazrb	PTYU	160	160	IYWN+160	-	-
E1	CWC	66.000	3.70	-	LLL-	-	-	-	62.00%	-	Xfcisyiz	LXXU	-	280	JPIB+280	-	-
Kkwecb	WFN	68.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Izq F; V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Zai Q; C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Eaw F; Comments: Lbg-fnixge; E1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Jwt L; Comments: Lqo-jpnrot; X2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Orc Y; Comments: Fny-fwiryy; M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Ivn S; Kkwecb: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Dbg G;

Deal Comments

Hok Kzoo Nvfhofx 2.00

Pricing Speed

20% QMQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2014

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-B	USS	34.600	9.39	-	AAA-	-	-	-	51.00%	-	Gwcxjdmo	HAMO	-	300	EPYV+300	-	723.00000
Pwgpuh	XUV	12.700	-	-	CE	-	-	-	-	-	-	-	-	-	-	-	Retained
L-T	UUT	194.600	3.60	-	GGG	-	-	-	60.70%	-	Olkucejh	HUTX	-	137	WQEC+137	-	324.00000
T-S	VPN	34.000	6.93	-	P	-	-	-	27.00%	-	Dxyzfzqy	MEZP	-	195	QTNK+195	-	786.00000
O-2-D	RFB	1.000	2.96	-	FFF-	-	-	-	56.00%	-	Hshldijb	AXWL	-	420	JBWU+420	-	597.00000
P-D	XLT	88.000	8.22	-	FF-	-	-	-	1.00%	-	Pmxbyuqi	DAXP	-	575	AXQB+575	-	729.00000
D-A	JIU	27.000	3.12	-	TT	-	-	-	31.00%	-	Eeuyqhwq	BLOP	-	165	JDDQ+165	-	814.00000

Tranche Comments

L-T: Redemption: 2026-07-22; Registration: 144W/Mdl T; D-A: Redemption: 2026-07-22; Registration: 144G/Ori C; T-S: Redemption: 2026-07-22; Registration: 144F/Zpb Z; G-1-B: Redemption: 2026-07-22; Registration: 144V/Poa R; O-2-D: Redemption: 2026-07-22; Registration: 144Y/Peg C; P-D: Redemption: 2026-07-22; Registration: 144D/Nsp N; Pwgpuh: Redemption: 2026-07-22; Registration: 144L/Zkx L;

Deal Comments

Enxnt. Lmp-Rntt Dnswmzf 2.00

Reinvestment Period (YRS)

2.42

Reinvestment Period End Date

Jul 24, 2008