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
B-X	VMZ	21.000	44.30	-	-	B-	-	-	7.00%	-	Umywsrnu	SQHJ	-	-	850	LTUC+800	-	-
V-D	NPZ	25.000	7.30	-	-	N	-	-	68.00%	-	Cshqdlpv	NNWK	-	-	185	YNAQ+185	-	-
Gnd	XNM	73.948	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2-J	ALV	58.000	7.80	-	-	KKK	-	-	65.00%	-	Hrpmkmvq	QYQX	-	-	160	YTAA+160	-	-
D-V	OXJ	52.000	2.80	-	-	VV	-	-	68.00%	-	Xyskuctv	JUCM	-	-	170	MCGM+170	-	-
L-1-R	YLT	98.400	1.40	-	-	HHH	-	-	21.00%	-	Edfvawvw	IZXF	-	-	285	NJEN+285	-	-
K-2-U	IPV	27.890	92.00	-	-	NNN-	-	-	45.30%	-	Vdocplut	IVEE	-	-	450	QTOO+450	-	-
F-Q	CZR	71.910	29.70	-	-	II-	-	-	5.00%	-	Vhzuxjdz	ASUC	-	-	575	ELES+575	-	-
X	AIN	8.000	9.30	-	-	HHH	-	-	-	-	Rvzfxezx	VPGH	-	-	100	WKJO+100	-	-
E-1-Y	VIG	395.000	4.40	-	-	RRR	-	-	68.00%	-	Gpupzzhy	MKPR	-	-	132	BVWX+132	-	-
Xqvsgx	IVV	70.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: Redemption: 2027-07-15; Registration: 144B/Eqz I; E-1-Y: Redemption: 2027-07-15; Registration: 144W/Rwu M; J-2-J: Redemption: 2027-07-15; Registration: 144D/Mmo O; D-V: Redemption: 2027-07-15; Registration: 144B/Pdj Q; V-D: Redemption: 2027-07-15; Registration: 144Y/Jvo F; L-1-R: Redemption: 2027-07-15; Registration: 144X/Vnd L; K-2-U: Redemption: 2027-07-15; Registration: 144B/Dod L; F-Q: Redemption: 2027-07-15; Registration: 144A/Axr T; B-X: Redemption: 2027-07-15; Registration: 144P/Jcw Z; Gnd: Redemption: 2027-07-15; Registration: 144K/Ofk N; Xqvsgx: Redemption: 2027-07-15; Registration: 144L/Wvi S;

Deal Comments

Mfgfy. Xab-Lsgg Zfakayt 2.10

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Dec 2, 2017