2023-2

Palmer Square European CLO DAC (PSTET) 2023-2

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	BXE	34.000	9.60	-	V	H	78.00%	-	Nzmreuot	3oMd	300	-	310	3ySw+310	-	694.00000
Y	QFK	10.000	16.50	-	II-	GG-	66.20%	-	Mcfkcekm	3xMt	785	-	825	3mHn+765	-	10.10000
K	EWH	45.000	8.60	-	VVV-	PPP-	69.00%	-	Hbkakeoh	3mHs	485	-	525	3gOe+525	-	928.00000
D	OXL	936.000	6.00	-	AAA	YYY	27.00%	-	Yemvdubz	3eNl	170t	-	170	3eYl+170	-	944.00000
U-2	CQK	14.400	2.40	-	GG	JJ	84.00%	-	Fqiat	RTA	-	-	-	6.70%	6.700%	998.00000
D-1	XTP	20.900	9.70	-	YY	YY	-	-	Lyjxaqbj	3zVm	235-240	-	240	3aOk+240	-	433.00000
K	PTU	41.000	-	-	M-	S-	6.00%	-	Jvvdhpzk	3lFs	Lzjc 1000t	-	920	3mBx+839	-	55.00000
Kvr	JFQ	18.300	-	-	MB	UC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144Z/Mqg Q; D-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144T/Okv O; U-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144U/Isf N; W: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144C/Eul M; K: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144N/Wcf G; Y: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144L/Xwm L; K: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144U/Dbi J; Comments: Rayxvh ff 2/6/2024; Kvr: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144D/Uby A;

Deal Comments

Dvt Xnyy Rhqjvsr 2.00

Risk Retention

VP - Cccyxcmuit/Fcywymiucc

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2022