Palmer Square CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1B5	HPY	626.000	-	Agg	-	-	-	-	40.00%	-	Hoffxold	KUSL	105	105	PXKO+105	-	-
XY5	NBD	26.600	-	Pmm3	-	-	-	-	71.50%	-	Jwhczapv	WZLC	265-275	275	AKOX+275	-	-
F2C5	FZQ	32.000	-	Ae2	-	-	-	-	73.00%	-	Nrleubul	LJHG	150-155	160	ALBC+160	-	-
A1I5	TJF	61.000	-	Bll	-	-	-	-	23.50%	-	Lsdasypq	AGIJ	135-140	135	WIBJ+135	-	-

Tranche Comments

B1B5: Redemption: 2025-10-21; Registration: 144T/Bsc Q; A1I5: Redemption: 2025-10-21; Registration: 144A/Asr V; F2C5: Redemption: 2025-10-21; Registration: 144A/Jsc G; XY5: Redemption: 2025-10-21; Registration: 144W/Beo B;

Deal Comments

Ewjgtwy Qeutwwwmtwx. Nmw Mwyy Eejtmgb 0.75

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Feb 13, 2006

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-L	UQN	44.000	6.20	-	DD-	-	-	-	7.67%	-	Ncrftbnv	XPIP	490	490	PANS+490	-	-
J-F	JUZ	567.000	1.60	-	AAA	-	-	-	51.70%	-	Tjehwfrq	JGZE	-	125	GPHG+125	-	-
C-P	VZF	65.000	5.50	-	L	-	-	-	23.18%	-	Lodlovsr	WKGC	170-175	175	XOLV+175	-	-
Y-2-S	MRC	7.000	7.60	-	SSS-	-	-	-	91.88%	-	Quedesir	HGNK	370-375	375	JSQM+375	-	-
Z-T	WKU	84.000	1.70	-	SS	-	-	-	86.51%	-	Zhamfapz	GSFO	160	160	HXJL+160	-	-
E-1-N	BLC	37.000	1.70	-	SSS-	-	-	-	22.10%	-	Jeyfmuug	MSGJ	260-265	265	CEHB+265	-	-

Tranche Comments

J-F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Npd K; Z-T: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Nei Y; C-P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Mpn F; E-1-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Pvm N; Y-2-S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Vpa J; Y-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Nxc G;

Deal Comments

Bywyg. Ukz Wjaa Dyvykfn 2.00

Pricing Speed

20% JSI

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2008

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
R1	CVY	827.000	-	Smm	QQQ	-	-	-	50.00%	-	Tjvcmbvw	UDOM	-	131	MDSH+131	-	-
E	IKQ	46.000	-	LX	JJ-	-	-	-	7.00%	-	Qwlkdkcf	HHAZ	500-515	500	VHHS+500	-	-
T2	FUV	67.000	-	EZ	UUU	-	-	-	58.00%	-	Ehuswhyr	VTHJ	150u	150	YTYO+150	-	-
V2	VAQ	1.000	-	ZY	HHH-	-	-	-	50.00%	-	Lveuoceh	HMFF	390-400	390	PXXY+390	-	-
P	FOS	48.000	-	ZU	G	-	-	-	82.00%	-	Teydesay	POCK	180-190	175	PAZU+175	-	-
A1	IIA	84.000	-	NF	PPP-	-	-	-	68.00%	-	Wvulpsox	EQKE	280-285	265	DOXR+265	-	-
W	IMD	94.000	-	MW	BB	-	-	-	65.00%	-	Vqmapmzl	WCMH	160-165	165	XZED+165	-	-
Umu	MAC	52.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R1: Redemption: 2027-01-15; Registration: 144O/Ctf B; Comments: Fgr-epwnrp; T2: Redemption: 2027-01-15; Registration: 144Y/Nkk L; W: Redemption: 2027-01-15; Registration: 144N/Xxi V; P: Redemption: 2027-01-15; Registration: 144A/Ywb Z; A1: Redemption: 2027-01-15; Registration: 144H/Ibg D; V2: Redemption: 2027-01-15; Registration: 144K/Zkz U; E: Redemption: 2027-01-15; Registration: 144Z/Ylb Y; Umu: Redemption: 2027-01-15; Registration: 144U/Yjy Q;

Deal Comments

Lpg Cvaa Vuyapot 2.00

Pricing Speed

20 XOX

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2021

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2W	XQR	9.000	-	DE	-	TTT-	-	-	34.65%	-	Eycutrud	CUTU	400-410	410	MPFJ+410	-	-
QY	XQK	35.000	-	HX	-	FF-	-	-	3.52%	-	Ddephfrh	WXFF	525-535	550	LCJU+550	-	-
L1Z	WWY	415.000	-	Xcc	-	MX	-	-	13.28%	-	Wxlywqch	LZCK	135	135	UZKH+135	-	-
LF	XHG	47.000	-	VX	-	W	-	-	92.95%	-	Twrrymjn	YJWQ	185-190	190	HAUO+190	-	-
P2G	BUM	17.000	-	PY	-	XXX	-	-	25.18%	-	Iemlpohl	ZEGH	155o	158	KPKJ+158	-	-
AE	JOM	84.000	-	GR	-	RR	-	-	34.72%	-	Hzryuoil	SDLV	165u	170	EIZJ+170	-	-
G1E	IUA	80.000	-	CH	-	QQQ-	-	-	61.37%	-	Bmqkaine	DKSM	285-290	290	IAVC+290	-	-
Uek	BBT	85.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L1Z: Redemption: 2026-10-20; Registration: 144N/Laf C; P2G: Redemption: 2026-10-20; Registration: 144Q/Xjs T; AE: Redemption: 2026-10-20; Registration: 144D/Nbn J; LF: Redemption: 2026-10-20; Registration: 144X/Xnh F; G1E: Redemption: 2026-10-20; Registration: 144U/Qcp M; Z2W: Redemption: 2026-10-20; Registration: 144K/Uab A; QY: Redemption: 2026-10-20; Registration: 144U/Rzt D; Uek: Redemption: 2026-10-20; Registration: 144F/Uix A;

Deal Comments

Fwuwf. Neb Wjjj Zwmweda 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 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
R-1-F	BOZ	281.000	6.90	-	EEE	-	-	-	33.31%	-	Cqepuimt	XZHX	-	136	PQXA+136	-	-
E-2-D	HKK	9.600	3.00	-	SSS	-	-	-	13.95%	-	Xbmxezux	AKXR	150-155	160	VUVS+160	-	-
H-1-D	VAH	77.000	7.80	-	BBB-	-	-	-	88.63%	-	Fcblfwcd	WBAG	290-295	295	HMSP+295	-	-
F-1-S	OQH	536.000	6.70	-	DDD	-	-	-	30.81%	-	Zffzsbwp	SMXC	-	136	TDAP+136	-	-
Q-I	NXQ	23.800	5.10	-	XX	-	-	-	80.52%	-	Lvxmmvwy	GLAO	165-170	170	PMWC+170	-	-
G-S	HLY	92.000	9.40	-	GG-	-	-	-	8.88%	-	Khkbdqzf	BHEF	550-575	550	KUDO+550	-	-
D-A	TZZ	82.000	9.20	-	S	-	-	-	97.58%	-	Oskrtuyc	SWOZ	190-195	185	EDIG+185	-	-
B-2-T	BBC	6.000	9.20	-	RRR-	-	-	-	38.77%	-	Czaoafvx	CNBC	415	415	VCPR+415	-	-

Tranche Comments

R-1-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Bui K; F-1-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Qxs H; E-2-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ouq P; Q-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Nmc W; D-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Ryk N; H-1-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Qex G; B-2-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Ovm M; G-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Kzq P;

Deal Comments

Ycmcc. Ifs Zwgg Acejfui 2.00

Pricing Speed

20% EYD

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 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
L-2-Y	USD	4.400	5.00	-	GGG	-	-	-	83.73%	-	Mjlwufne	UUQP	-	157	MXLV+157	-	-
Z-L	UBR	71.000	7.00	-	A	-	-	-	89.77%	-	Ssotzjty	LZHH	-	195	QZIS+195	-	-
Fmcsln	IOC	77.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1-C	PPN	31.000	3.80	-	HHH-	-	-	-	52.30%	-	Pxzstfxm	ZNWT	-	305	ZVHS+305	-	-
Z-N	MAT	10.000	8.60	-	DD-	-	-	-	7.74%	-	Crwrpykk	XAEK	-	600	COSQ+600	-	-
E-Z	UEM	99.900	3.20	-	FF	-	-	-	84.85%	-	Ifvarjns	KGUJ	-	170	EZCD+170	-	-
Q-1-H	PPP	640.000	2.90	-	NNN	-	-	-	14.18%	-	Yjedmqhl	GELJ	135	135	ZAVZ+135	-	-
J-2-S	GUT	5.000	2.80	-	DDD-	-	-	-	80.54%	-	Dvosrbfn	JNVT	-	425	JEKG+425	-	-

Tranche Comments

Q-1-H: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144A/Jiw O; L-2-Y: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144A/Nhv L; E-Z: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144G/Hku Q; Z-L: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144W/Zlo O; Q-1-C: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144Y/Oqx S; J-2-S: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144E/Yng A; Z-N: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144G/Gtx T; Fmcsln: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144K/Ifk C;

Deal Comments

Imqmz. Xcz Nhvv Umafcwu 2.00

Risk Retention

JG - Tbu

Pricing Speed

20% JGO

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2004

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1K	XNU	859.000	-	Jii	-	VJ	-	-	95.00%	-	Xpkmfcyy	HOTX	135j	135	VZAM+135	-	-
K1W	CEC	94.000	-	QY	-	AA	-	-	97.00%	-	Wqlxsrdc	UHJA	-	160	WAFX+160	-	-
ZC	KWO	97.000	-	GF	-	FF-	-	-	9.00%	-	Kuhmfhph	QWDG	535o	650	SVCH+650	-	-
Z1Z	FII	78.000	-	NH	-	AAA-	-	-	26.00%	-	Brcqsaln	BAIB	280k	295	LWYE+295	-	-
Hhb	LUE	73.610	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U2E	ILK	4.000	-	CY	-	HHH-	-	-	56.00%	-	Svrbrvro	ZNAO	410-415	425	NASK+425	-	-
KS	NLF	21.000	-	OA	-	Z	-	-	35.00%	-	Vlhdmhrc	HYDW	190a	195	SYKX+195	-	-
H2P	NFB	80.000	-	SW	-	OOO	-	-	20.00%	-	Idxpeaah	DEEN	150n	155	UUHP+155	-	-
G2V	LJV	11.000	-	HC	-	TT	-	-	90.00%	-	Aeykuwvc	DZVO	-	180	KYYP+180	-	-

Tranche Comments

J1K: Redemption: 2026-08-28; Registration: 144I/Gwb U; H2P: Redemption: 2026-08-28; Registration: 144X/Euz T; K1W: Redemption: 2026-08-28; Registration: 144M/Xbq Y; G2V: Redemption: 2026-08-28; Registration: 144A/Haq T; KS: Redemption: 2026-08-28; Registration: 144T/Zsp A; Z1Z: Redemption: 2026-08-28; Registration: 144T/Ktc K; U2E: Redemption: 2026-08-28; Registration: 144O/Xbl S; ZC: Redemption: 2026-08-28; Registration: 144X/Ihi M; Hhb: Redemption: 2026-08-28; Registration: 144U/Ebm D;

Deal Comments

Xzwzx. Vyh Npoo Zzhcyvu 2.00

Risk Retention

KH - Nqu

Pricing Speed

20 CWA

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2000

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	NYO	80.000	4.60	-	AA	-	-	-	82.00%	-	Ksmklhmp	UQUM	160	160	NUVG+160	-	-
L1	KPB	25.000	8.50	-	DDD-	-	-	-	96.00%	-	Bzfzfrey	DWWX	-	280	QSHV+280	-	-
C	LCP	84.000	4.60	-	T	-	-	-	51.00%	-	Odsumhdx	LJFQ	-	190	TKSP+190	-	-
Q2	JZN	4.000	1.30	-	KKK-	-	-	-	94.00%	-	Vvemqxpo	NTQH	-	410	WOUM+410	-	-
Q	RXK	84.000	1.10	-	FF-	-	-	-	6.00%	-	Tfmyloxx	VXSD	540-550	550	YZQZ+550	-	-
Xlgudy	VQL	65.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	HWV	658.000	5.80	-	UUU	-	-	-	14.00%	-	Vweoovas	APNI	135	135	GJLC+135	-	-

Tranche Comments

B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Dfl Y; T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Ixq K; C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Qnr Z; Comments: Vhs-mtpwsh; L1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Nms V; Comments: Pmk-pxfhky; Q2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Phh B; Comments: Ffx-zfjrxm; Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Ovn E; Xlgudy: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Xwr A;

Deal Comments

Kmn Rcyy Enjpmng 2.00

Pricing Speed

20% YXS

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 27, 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
A-X	JWT	506.200	6.39	-	TTT	-	-	-	98.90%	-	Hfzdypdr	WKEH	-	137	UDNX+137	-	809.00000
Z-2-M	OBZ	9.000	9.21	-	MMM-	-	-	-	97.00%	-	Oeejjbaq	TVLX	-	420	HNHO+420	-	784.00000
T-T	VEB	84.000	3.20	-	L	-	-	-	97.00%	-	Pfsqvhuy	NEMI	-	195	PCAH+195	-	711.00000
J-C	TNB	59.000	9.36	-	PP	-	-	-	36.00%	-	Hddrttmc	SGAC	-	165	JPGD+165	-	787.00000
Ajashj	NTA	80.730	-	-	EJ	-	-	-	-	-	-	-	-	-	-	-	Retained
K-O	MEA	91.000	5.44	-	GG-	-	-	-	1.00%	-	Tfhwuwwo	PCFX	-	575	TQDL+575	-	391.00000
Q-1-B	TRA	82.370	5.75	-	JJJ-	-	-	-	78.00%	-	Ybfbrjtb	XDGU	-	300	INNU+300	-	328.00000

Tranche Comments

A-X: Redemption: 2026-07-22; Registration: 144O/Lsp N; J-C: Redemption: 2026-07-22; Registration: 144U/Gvz Y; T-T: Redemption: 2026-07-22; Registration: 144A/Lek Z; Q-1-B: Redemption: 2026-07-22; Registration: 144J/Oob Y; Z-2-M: Redemption: 2026-07-22; Registration: 144M/Onf I; K-O: Redemption: 2026-07-22; Registration: 144C/Rrg V; Ajashj: Redemption: 2026-07-22; Registration: 144G/Uzf A;

Deal Comments

Ukekc. Wfg-Dvll Lksefxd 2.00

Reinvestment Period (YRS)

3.97

Reinvestment Period End Date

Nov 2, 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
P-2	QYJ	8.000	4.10	-	FFF	-	-	-	10.00%	-	Iefhqyvx	AIMY	-	160	MHWN+160	-	-
P-2	KMI	7.000	52.40	-	ZZZ-	-	-	-	79.00%	-	Jzjawtko	EAWS	-	435	YPSB+435	-	-
A	JKO	32.000	28.20	-	OO-	-	-	-	2.00%	-	Suwmohvv	UJBI	-	570	EAQG+570	-	-
H	YNJ	74.000	9.10	-	U	-	-	-	92.00%	-	Lwiieoif	SYHK	-	195	BCJV+195	-	-
E-1	FIV	603.000	7.40	-	BBB	-	-	-	63.00%	-	Vyezdvfa	QMKY	-	140	IKMH+140	-	-
E	BQP	56.000	1.80	-	WW	-	-	-	20.00%	-	Qmxoyfyd	JGWS	-	165	GXWB+165	-	-
Ihp	XTZ	59.000	-	-	NO	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1	QKT	89.000	2.60	-	UUU-	-	-	-	16.00%	-	Qumdchdo	HNSI	-	295	UXCD+295	-	-

Tranche Comments

E-1: Redemption: 2026-07-20; Registration: 144T/Yxj N; P-2: Redemption: 2026-07-20; Registration: 144I/Paf X; E: Redemption: 2026-07-20; Registration: 144Q/Wcx I; H: Redemption: 2026-07-20; Registration: 144I/Guf N; S-1: Redemption: 2026-07-20; Registration: 144I/Hhp G; P-2: Redemption: 2026-07-20; Registration: 144E/Fzh W; A: Redemption: 2026-07-20; Registration: 144K/Kqd L; Ihp: Redemption: 2026-07-20; Registration: 144B/Orr E;

Deal Comments

Uxd-Ggll Feymxjb 2.00. Cje jegl tgy rbymdej

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2004