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
G-S	TSW	97.000	79.70	-	-	H-	-	-	8.00%	-	Svpwtjna	IZWO	-	-	850	TJIH+800	-	-
T	GPY	7.000	1.90	-	-	RRR	-	-	-	-	Qevvszyb	BXYN	-	-	100	XLMU+100	-	-
U-1-N	GHT	468.000	8.10	-	-	SSS	-	-	46.00%	-	Arvdahvm	PBPN	-	-	132	WEBV+132	-	-
Y-A	ZGW	96.000	6.20	-	-	FF	-	-	32.00%	-	Irfhfvfd	DZDQ	-	-	170	LMCE+170	-	-
I-2-B	TYT	68.870	54.00	-	-	BBB-	-	-	62.90%	-	Fdmrkopp	TQOY	-	-	450	ZCAK+450	-	-
I-A	JQI	99.250	34.10	-	-	KK-	-	-	1.00%	-	Wfswwdmo	HAXK	-	-	575	KKMJ+575	-	-
S-2-R	LRI	75.000	8.90	-	-	UUU	-	-	73.00%	-	Bjzokyoz	XWNJ	-	-	160	MVKJ+160	-	-
M-Q	GRI	71.000	6.20	-	-	O	-	-	13.00%	-	Mploriny	KCHP	-	-	185	UJOX+185	-	-
J-1-N	KRS	86.500	1.70	-	-	SSS	-	-	53.00%	-	Xfrsehsk	HAUC	-	-	285	WIJG+285	-	-
Jex	XXU	68.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Bxfqcs	KKF	95.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: Redemption: 2027-07-15; Registration: 144H/Dty F; U-1-N: Redemption: 2027-07-15; Registration: 144F/Mny O; S-2-R: Redemption: 2027-07-15; Registration: 144F/Dfj I; Y-A: Redemption: 2027-07-15; Registration: 144E/Ole W; M-Q: Redemption: 2027-07-15; Registration: 144Y/Uob E; J-1-N: Redemption: 2027-07-15; Registration: 144P/Tsy W; I-2-B: Redemption: 2027-07-15; Registration: 144X/Gpe A; I-A: Redemption: 2027-07-15; Registration: 144A/Nrq Q; G-S: Redemption: 2027-07-15; Registration: 144A/Knb N; Jex: Redemption: 2027-07-15; Registration: 144B/Ttm P; Bxfqcs: Redemption: 2027-07-15; Registration: 144X/Lwm I;

Deal Comments

Zytyh. Ehy-Wtss Ryxuhhj 2.10

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Apr 9, 2002

Refinancing

Yes