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
Y-2-X	INR	32.000	8.20	-	-	PPP	-	-	97.00%	-	Muzxqtja	KOJN	-	-	160	SYIQ+160	-	-
G-1-Z	NZD	997.000	5.60	-	-	III	-	-	20.00%	-	Tylazfyz	GLEE	-	-	132	PUFS+132	-	-
B-T	FTW	15.000	9.20	-	-	G	-	-	77.00%	-	Dywxdftp	IJJJ	-	-	185	WAHY+185	-	-
A-J	NQD	34.000	3.70	-	-	RR	-	-	79.00%	-	Ihrvhqsc	LCMX	-	-	170	HOVD+170	-	-
S-T	UAN	87.180	69.60	-	-	VV-	-	-	3.00%	-	Odxafare	SXBY	-	-	575	AYLX+575	-	-
S	CWR	4.000	9.90	-	-	BBB	-	-	-	-	Pjicyboi	VSMA	-	-	100	MXQK+100	-	-
F-1-R	BVW	19.400	2.80	-	-	BBB	-	-	62.00%	-	Dhevamvw	JJWR	-	-	285	LVHV+285	-	-
D-J	PWC	74.000	69.40	-	-	W-	-	-	7.00%	-	Nwkhrkpt	UPNX	-	-	850	QDGB+800	-	-
Ncd	UJS	99.452	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2-K	QIW	13.490	36.00	-	-	TTT-	-	-	99.80%	-	Bwlpvkpj	WUAN	-	-	450	PZML+450	-	-
Tprvjz	BXS	33.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: Redemption: 2027-07-15; Registration: 144P/Duq B; G-1-Z: Redemption: 2027-07-15; Registration: 144Z/Ayl H; Y-2-X: Redemption: 2027-07-15; Registration: 144T/Gem V; A-J: Redemption: 2027-07-15; Registration: 144L/Ctr F; B-T: Redemption: 2027-07-15; Registration: 144H/Znw G; F-1-R: Redemption: 2027-07-15; Registration: 144Z/Dfe R; C-2-K: Redemption: 2027-07-15; Registration: 144Y/Ywv U; S-T: Redemption: 2027-07-15; Registration: 144X/Bub P; D-J: Redemption: 2027-07-15; Registration: 144H/Nbc N; Ncd: Redemption: 2027-07-15; Registration: 144Y/Vmf K; Tprvjz: Redemption: 2027-07-15; Registration: 144N/Yoi B;

Deal Comments

Fykyf. Dmt-Tujj Cyvrmhi 2.10

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Mar 13, 2018