2023-1

Palmer Square European CLO DAC (PSTET) 2023-1

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
S-2	NNK	15.000	8.10	-	JJ	MM	98.49%	-	Hprep	OBM	7.00%u	-	-	7.00%	7.000%	340.00000
Iaj	CSM	31.230	-	-	KE	CR	-	-	-	-	-	-	-	-	-	Retained
S	KBU	83.700	3.60	-	NNN-	QQQ-	11.68%	-	Cplkdcmf	3pLm	600-615	630a	620	3aNg+620	-	900.00000
J	SAV	85.100	6.70	-	RR-	XX-	46.27%	-	Hqswmyyx	3oQa	900-925	875-890	865	3nAc+759	-	78.00000
K	LMJ	7.000	-	-	RR-	Y-	-	-	Djsfurop	3yIy	-	-	-	-	-	Retained
L	BMX	330.000	8.40	-	MMM	FFF	99.00%	-	Bhyktzdj	3zCx	185-190	-	190	3zZy+190	-	132.00000
W-1	KMV	86.780	8.20	-	LL	VV	77.39%	-	Nfsrbfhn	3pXf	300-315	-	325	3tJn+325	-	688.00000
V	AQO	63.000	5.50	-	W	C	71.74%	-	Zypfboiu	3zUc	400-415	380-390	365	3eAv+365	-	544.00000

Tranche Comments

L: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144C/Gip G; Comments: YZT165.03f prcvq/YZT80.97f zrzp; W-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144O/Bjv V; S-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144U/Vyf V; V: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Nir A; S: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Fov V; J: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144N/Dhk O; K: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144I/Qnl N; Comments: Ssubosz zjbu mjbgips; Iaj: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144K/Fur J;

Deal Comments

Egu Wztt Uwifgim 1.5

Reinvestment Period (YRS)

2.8

WAL Test Period (YRS)

6.5