Palmer Square CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L2W5	RVF	26.000	-	Sw2	-	-	-	-	42.00%	-	Upjoxbrd	CCTE	150-155	160	EWZC+160	-	-
U1U5	QXR	663.000	-	Gaa	-	-	-	-	19.00%	-	Ruwdspdb	CBYO	105	105	UTMN+105	-	-
S1Z5	YJV	79.000	-	Xgg	-	-	-	-	56.50%	-	Wywxroby	VVXW	135-140	135	KMFJ+135	-	-
ES5	TYL	66.900	-	Gcc3	-	-	-	-	68.80%	-	Wppqsmre	KXVY	265-275	275	LDIP+275	-	-

Tranche Comments

U1U5: Redemption: 2025-10-21; Registration: 144B/Mlb P; S1Z5: Redemption: 2025-10-21; Registration: 144C/Qzq N; L2W5: Redemption: 2025-10-21; Registration: 144C/Fni Y; ES5: Redemption: 2025-10-21; Registration: 144W/Wjm F;

Deal Comments

Gqrurqb Amjrbqbbrby. Iyb Iqbb Gmrrydk 0.75

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Aug 18, 2022

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-A	ABG	28.000	8.90	-	J	-	-	-	85.54%	-	Gsschsde	ZCNN	170-175	175	QWVZ+175	-	-
E-L	WQJ	68.000	9.30	-	HH	-	-	-	93.79%	-	Ubcakabb	IPFK	160	160	ZUHV+160	-	-
V-Y	GML	67.000	6.70	-	WW-	-	-	-	3.37%	-	Gwcsaxjj	CNZL	490	490	XUXW+490	-	-
M-D	YZL	790.000	6.80	-	HHH	-	-	-	61.70%	-	Fqzvrzjk	JDPT	-	125	PPTP+125	-	-
N-1-V	MHC	15.000	3.30	-	OOO-	-	-	-	11.67%	-	Huxabqat	YKOB	260-265	265	XNQQ+265	-	-
H-2-D	XHM	8.000	2.90	-	DDD-	-	-	-	51.63%	-	Bkdozwzc	ZKWY	370-375	375	HVSV+375	-	-

Tranche Comments

M-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Eyx P; E-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Aqv Y; O-A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Nov H; N-1-V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Ync D; H-2-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Zhh C; V-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Yki V;

Deal Comments

Bcvcs. Gyv Hsii Pclfyiq 2.00

Pricing Speed

20% TMM

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2019

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	JJG	43.000	-	XO	GG-	-	-	-	1.00%	-	Zpeyzkof	YDZC	500-515	500	BMSR+500	-	-
C2	LGN	2.000	-	GT	OOO-	-	-	-	63.00%	-	Fvczzbnz	GIMH	390-400	390	JBSH+390	-	-
O2	EOL	93.000	-	NZ	FFF	-	-	-	98.00%	-	Uljjkyez	VVEL	150k	150	IHOG+150	-	-
Bdx	WXN	69.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	CCZ	55.000	-	ON	KK	-	-	-	60.00%	-	Oehmbtrj	NICK	160-165	165	WAOR+165	-	-
F	WHW	56.000	-	PR	N	-	-	-	86.00%	-	Jwetcxtg	CGDU	180-190	175	HKBY+175	-	-
E1	PVN	61.000	-	JI	OOO-	-	-	-	55.00%	-	Oyufhehs	GIGU	280-285	265	UBKU+265	-	-
E1	WHN	278.000	-	Ljj	KKK	-	-	-	59.00%	-	Chjsmcxg	GYCW	-	131	UJXK+131	-	-

Tranche Comments

E1: Redemption: 2027-01-15; Registration: 144D/Hlo J; Comments: Smq-vbszqf; O2: Redemption: 2027-01-15; Registration: 144Y/Vib U; A: Redemption: 2027-01-15; Registration: 144P/Tlb Q; F: Redemption: 2027-01-15; Registration: 144M/Phq S; E1: Redemption: 2027-01-15; Registration: 144F/Dxx D; C2: Redemption: 2027-01-15; Registration: 144J/Wyb N; F: Redemption: 2027-01-15; Registration: 144P/Hjp L; Bdx: Redemption: 2027-01-15; Registration: 144J/Hwk O;

Deal Comments

Xou Qcqq Mkmbozr 2.00

Pricing Speed

20 HDU

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 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
O2R	ULO	98.000	-	WW	-	RRR	-	-	35.95%	-	Edhzheog	BKHH	155m	158	SPOH+158	-	-
TK	HGP	15.000	-	HA	-	X	-	-	20.90%	-	Ovhcmetu	EZSF	185-190	190	AZTF+190	-	-
Gki	UUY	43.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
AV	ROH	47.000	-	NW	-	LL	-	-	28.75%	-	Eykqychj	VVWJ	165z	170	KSXL+170	-	-
Q2W	TJC	4.000	-	XC	-	EEE-	-	-	60.58%	-	Isemqmle	MAMW	400-410	410	VNBT+410	-	-
K1Y	LPA	556.000	-	Xdd	-	HF	-	-	83.72%	-	Yuhjvwiw	VPFM	135	135	KXKQ+135	-	-
QF	MVG	48.000	-	XY	-	HH-	-	-	8.56%	-	Lzyadjks	SJFW	525-535	550	MLVU+550	-	-
X1M	LXC	84.000	-	QY	-	CCC-	-	-	68.72%	-	Csfalpvd	VJSQ	285-290	290	ATAZ+290	-	-

Tranche Comments

K1Y: Redemption: 2026-10-20; Registration: 144C/Wbk F; O2R: Redemption: 2026-10-20; Registration: 144X/Ieu B; AV: Redemption: 2026-10-20; Registration: 144P/Xle I; TK: Redemption: 2026-10-20; Registration: 144T/Chn Y; X1M: Redemption: 2026-10-20; Registration: 144Y/Dcm B; Q2W: Redemption: 2026-10-20; Registration: 144L/Crh F; QF: Redemption: 2026-10-20; Registration: 144I/Hfi W; Gki: Redemption: 2026-10-20; Registration: 144K/Tmw R;

Deal Comments

Azuzs. Ujt Fcoo Qzaajrl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2015

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1-W	FEB	556.000	5.20	-	VVV	-	-	-	26.30%	-	Iwqbcyqb	BXLB	-	136	XOZD+136	-	-
D-G	PYH	30.600	3.50	-	FF	-	-	-	73.56%	-	Ckowuctq	ELNG	165-170	170	MXOJ+170	-	-
H-1-P	MTG	96.000	5.10	-	FFF-	-	-	-	48.65%	-	Vydedooz	ALFV	290-295	295	GGCL+295	-	-
H-2-K	USV	3.000	8.30	-	QQQ-	-	-	-	23.29%	-	Qjlkucbq	IVKN	415	415	HXQI+415	-	-
Q-J	XVV	95.000	8.50	-	GG-	-	-	-	2.70%	-	Uxhcmtpl	XUQU	550-575	550	NMPL+550	-	-
K-2-A	XGZ	4.800	9.00	-	HHH	-	-	-	53.85%	-	Vkqqcrkk	IXWE	150-155	160	WXHY+160	-	-
W-1-F	THK	368.000	1.10	-	BBB	-	-	-	38.83%	-	Csbkexrg	WGLP	-	136	HOTQ+136	-	-
U-B	CUB	98.000	1.60	-	M	-	-	-	68.17%	-	Ihuqaktr	JMYV	190-195	185	QNEJ+185	-	-

Tranche Comments

S-1-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Dwa M; W-1-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Tzo L; K-2-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Mmv C; D-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Tvf W; U-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Jng B; H-1-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Yob Q; H-2-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Mdk M; Q-J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Ota D;

Deal Comments

Buyul. Rpn Nhtt Muelpwm 2.00

Pricing Speed

20% UTR

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 2, 2003

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
W-2-U	EKT	4.000	5.80	-	DDD-	-	-	-	21.79%	-	Dcyomvlp	SLLC	-	425	LDQE+425	-	-
Y-B	ONR	43.000	1.20	-	CC-	-	-	-	4.41%	-	Buyprzyi	YHNN	-	600	NMCJ+600	-	-
X-1-F	WWU	426.000	9.30	-	LLL	-	-	-	14.81%	-	Spykbeyd	AMEU	135	135	JEXI+135	-	-
G-E	BFW	40.000	1.00	-	V	-	-	-	49.14%	-	Gljutife	MAWX	-	195	NOGZ+195	-	-
M-2-F	UYS	4.900	5.00	-	SSS	-	-	-	30.18%	-	Oljaeytn	YGAU	-	157	AQNG+157	-	-
E-H	NLI	17.200	3.90	-	QQ	-	-	-	39.57%	-	Quejjswm	GAQK	-	170	CADN+170	-	-
N-1-S	QBO	43.000	7.70	-	YYY-	-	-	-	11.17%	-	Gevvchsu	UIOQ	-	305	BXSF+305	-	-
Tbrfng	BQX	93.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1-F: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144W/Rtj U; M-2-F: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144C/Yha V; E-H: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144N/Krx L; G-E: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144G/Dhs S; N-1-S: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144G/Jee G; W-2-U: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144X/Tps I; Y-B: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144M/Cfx V; Tbrfng: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144X/Frk I;

Deal Comments

Tvpve. Vcp Ywxx Ovgucxf 2.00

Risk Retention

AN - Mwm

Pricing Speed

20% VUO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 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
D1Z	LUJ	429.000	-	Kss	-	DQ	-	-	40.00%	-	Ddbaydlz	PNSM	135d	135	HZCB+135	-	-
XY	GUK	49.000	-	BE	-	ZZ-	-	-	7.00%	-	Uxhulwfp	WTEF	535k	650	QEVZ+650	-	-
X2N	JGL	7.000	-	XY	-	NNN-	-	-	93.00%	-	Ayovshsh	YCOH	410-415	425	HKDI+425	-	-
S1O	CSR	29.000	-	AI	-	FF	-	-	72.00%	-	Xpskfowb	LOKF	-	160	ZPPY+160	-	-
L2Q	LOA	45.000	-	IK	-	VV	-	-	42.00%	-	Nwiuyxib	UWIR	-	180	ZABT+180	-	-
ZE	MEN	46.000	-	UJ	-	X	-	-	79.00%	-	Gxsqhxzh	HCJC	190m	195	AZAS+195	-	-
M1I	PGE	73.000	-	AR	-	FFF-	-	-	75.00%	-	Okyouiug	HHNQ	280u	295	WBCC+295	-	-
I2Y	GYK	71.000	-	HN	-	BBB	-	-	95.00%	-	Cqwzpuij	MNPF	150o	155	BLLW+155	-	-
Xec	ITP	11.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D1Z: Redemption: 2026-08-28; Registration: 144E/Oaq N; I2Y: Redemption: 2026-08-28; Registration: 144P/Evr F; S1O: Redemption: 2026-08-28; Registration: 144T/Ajl I; L2Q: Redemption: 2026-08-28; Registration: 144Y/Nat P; ZE: Redemption: 2026-08-28; Registration: 144N/Tha G; M1I: Redemption: 2026-08-28; Registration: 144M/Mal W; X2N: Redemption: 2026-08-28; Registration: 144N/Glh C; XY: Redemption: 2026-08-28; Registration: 144J/Yjf Y; Xec: Redemption: 2026-08-28; Registration: 144N/Joy K;

Deal Comments

Lqzqs. Iux Izee Eqtquov 2.00

Risk Retention

OU - Lms

Pricing Speed

20 MNR

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2018

Reset

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
W	BAK	12.000	8.90	-	CC	-	-	-	87.00%	-	Fdfudysg	GOKY	160	160	UGXX+160	-	-
Z	CTP	147.000	2.10	-	BBB	-	-	-	44.00%	-	Cuvxzmyq	XSWL	135	135	UJEL+135	-	-
Ykfbcf	ZVC	58.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K1	OUX	73.000	9.50	-	YYY-	-	-	-	46.00%	-	Thlbyjqw	XPAW	-	280	IMQK+280	-	-
E	MLJ	97.000	4.60	-	OO-	-	-	-	7.00%	-	Ffbtvkst	WEHT	540-550	550	CMMW+550	-	-
E2	XZI	6.000	1.20	-	CCC-	-	-	-	64.00%	-	Cvwlmibw	JTPB	-	410	UULI+410	-	-
O	MCX	45.000	5.80	-	O	-	-	-	91.00%	-	Wzqlvczt	XSSG	-	190	XVKS+190	-	-

Tranche Comments

Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Fvs U; W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Ehk C; O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Rpp W; Comments: Ege-vyosep; K1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Who V; Comments: Gts-hulqsk; E2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Okk K; Comments: Cgz-ijhnzw; E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Ayx F; Ykfbcf: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Rii G;

Deal Comments

Kyc Abuu Nogqyfa 2.00

Pricing Speed

20% EFA

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2014

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Khcdgw	RQS	73.340	-	-	KY	-	-	-	-	-	-	-	-	-	-	-	Retained
I-H	CMR	90.000	7.38	-	ZZ	-	-	-	38.00%	-	Cyqlyzdw	LKDT	-	165	NXPG+165	-	509.00000
H-V	OPM	85.000	5.93	-	KK-	-	-	-	6.00%	-	Pkzplhka	SDIS	-	575	WKKU+575	-	841.00000
X-1-E	VGP	60.630	6.27	-	FFF-	-	-	-	86.00%	-	Blxfotyn	AVAN	-	300	MCUR+300	-	305.00000
L-W	JSJ	90.000	7.70	-	X	-	-	-	44.00%	-	Dmvultcp	UGMI	-	195	KLKN+195	-	998.00000
P-2-J	NNY	7.000	3.75	-	OOO-	-	-	-	43.00%	-	Dcelvoxw	AQUT	-	420	HXGK+420	-	125.00000
K-U	FZZ	839.300	1.25	-	QQQ	-	-	-	22.50%	-	Nwhspenr	YTCS	-	137	DWNF+137	-	205.00000

Tranche Comments

K-U: Redemption: 2026-07-22; Registration: 144Y/Zfe Z; I-H: Redemption: 2026-07-22; Registration: 144H/Gbz H; L-W: Redemption: 2026-07-22; Registration: 144J/Fzi W; X-1-E: Redemption: 2026-07-22; Registration: 144C/Vkr L; P-2-J: Redemption: 2026-07-22; Registration: 144N/Xap L; H-V: Redemption: 2026-07-22; Registration: 144M/Fky J; Khcdgw: Redemption: 2026-07-22; Registration: 144O/Ztu Z;

Deal Comments

Ixexk. Wgo-Yxff Gxjxgtr 2.00

Reinvestment Period (YRS)

3.63

Reinvestment Period End Date

Feb 24, 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
Z-1	MVE	83.000	1.80	-	III-	-	-	-	27.00%	-	Cjsscjyc	DXYP	-	295	KICG+295	-	-
P	ZIS	53.000	2.20	-	W	-	-	-	37.00%	-	Rvjysdea	DPMY	-	195	IYOQ+195	-	-
D-2	VHT	7.000	66.70	-	WWW-	-	-	-	69.00%	-	Uoqfowkp	GGPQ	-	435	VCNX+435	-	-
A-2	EOR	5.000	2.90	-	RRR	-	-	-	13.00%	-	Ywysodho	MWAW	-	160	DKUY+160	-	-
S	FVS	61.000	8.90	-	MM	-	-	-	29.00%	-	Lsvltcrp	UMNO	-	165	EIQT+165	-	-
Dsv	WUD	31.000	-	-	LQ	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	CLK	335.000	4.80	-	KKK	-	-	-	76.00%	-	Zylfelzf	PVBY	-	140	HQLG+140	-	-
Y	YJS	53.000	53.30	-	CC-	-	-	-	3.00%	-	Sldfqcsr	XASI	-	570	CYPK+570	-	-

Tranche Comments

V-1: Redemption: 2026-07-20; Registration: 144Q/Jwz Z; A-2: Redemption: 2026-07-20; Registration: 144A/Eaj E; S: Redemption: 2026-07-20; Registration: 144H/Jpw C; P: Redemption: 2026-07-20; Registration: 144K/Rjb J; Z-1: Redemption: 2026-07-20; Registration: 144H/Crn H; D-2: Redemption: 2026-07-20; Registration: 144B/Uil G; Y: Redemption: 2026-07-20; Registration: 144J/Lnp I; Dsv: Redemption: 2026-07-20; Registration: 144E/Hfy F;

Deal Comments

Dbb-Wkcc Ratybfe 2.00. Cba fakc fka yoaytaf

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 25, 2023

Reset

Yes