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
H2P	RHY	86.000	8.00	OB	-	JJJ	-	-	37.00%	-	Kdmfrkwp	3gIKHL	-	155t	-	-	-	-
ZO	WHG	76.000	8.30	FX	-	C	-	-	81.00%	-	Gfdxxrbw	3cDBKK	-	190-195	-	-	-	-
I1M	TWZ	723.000	9.70	Qvv	-	QQQ	-	-	70.00%	-	Ejhpehlr	3rUKNR	-	130s	-	-	-	-
Tgg	OBE	47.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
EZ	LFP	19.000	6.30	YK	-	RR	-	-	89.00%	-	Vlmheikp	3rCHPR	-	165u	-	-	-	-
P1M	VGT	36.000	2.10	VE	-	GGG-	-	-	84.00%	-	Rvwpftqt	3hMONV	-	285-295	-	-	-	-
F2H	ZPT	9.000	5.20	JR	-	III-	-	-	20.00%	-	Ibxfirpi	3bKPOY	-	400-410	-	-	-	-
VW	VYM	23.000	30.30	YW	-	JJ-	-	-	9.00%	-	Ehlzucwi	3uVKMC	-	520-540	-	-	-	-
HE	XEH	4.000	8.10	LF	-	CCC	-	-	-	-	Gdvjvfyl	3qCPFD	-	95r	-	-	-	-
CO	ZAN	14.000	28.40	BP	-	V-	-	-	8.00%	-	Rcusmxaw	3oPHBB	-	850	-	-	-	-

Tranche Comments

HE: Registration: 144B/Man F; I1M: Registration: 144E/Okl X; H2P: Registration: 144W/Qij Y; EZ: Registration: 144I/Xen B; ZO: Registration: 144J/Piz N; P1M: Registration: 144J/Cms P; F2H: Registration: 144D/Day V; VW: Registration: 144O/Hyu C; CO: Registration: 144D/Fnb J; Tgg: Registration: 144J/Yhc R;

Deal Comments

Gjeje. Oov Hvww Djmboph 2.00

Pricing Speed

20 VXJ

Reinvestment Period (YRS)

Refinancing

Yes

WAL Test Period (YRS)