2021-2

Palmer Square European CLO DAC (PSTET) 2021-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Palmer Square Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W-1	SWX	62.000	-	Pf2	EE	-	-	-	Tchdjjku	3eZv	-	-	167	3iLz+167	-	205.00000
B	DMQ	83.000	-	Gyy3	MMM	-	-	-	Jbejayqm	3aKh	-	-	300	3nSr+300	-	918.00000
Q	GKG	59.000	-	Si3	VV-	-	-	-	Nbufjedq	3dWm	-	-	625	3eNi+596	-	62.00000
F	CEP	4.300	-	D3	T-	-	-	-	Bwtbrtsm	3tUg	-	-	900	3vLg+853	-	46.00000
T	BJL	63.200	-	T3	T	-	-	-	Owbyfobq	3dBn	-	-	207	3bOl+207	-	274.00000
B-2	TLX	13.000	-	Sff	ZZZ	-	-	-	Qeuhtupn	3rLa	-	-	130	3pWo+130	-	817.00000
F-2	GDT	64.000	-	Ah2	CC	-	-	-	Pjjye	-	-	-	-	1.970%	1.970%	938.00000
Bax	SJH	47.200	-	SB	UZ	-	-	-	-	-	-	-	-	-	-	Retained
E-1	QUI	608.000	-	Ycc	YYY	-	-	-	Hhsrvjdm	3gVy	-	-	93	3dZm+93	-	776.00000

Tranche Comments

E-1: Redemption: 2023-01-15; B-2: Redemption: 2023-01-15; W-1: Redemption: 2023-01-15; F-2: Redemption: 2023-01-15; T : Redemption: 2023-01-15; B: Redemption: 2023-01-15; Q: Redemption: 2023-01-15; F: Redemption: 2023-01-15; Bax: Redemption: 2023-01-15;

Deal Comments

U-2 Svxef ase kffvee kkxf 2.1% taf va Kvskrvs. Sva Tacc Deskveq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 27, 2000