2022-2(R)

Palmer Square European CLO DAC (PSTET) 2022-2(R)

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
KA	VIZ	277.000	-	-	NNN	WWW	82.00%	-	Xujzwwap	3qMo	-	-	160	3gWt+160	-	532.00000
AX	TBQ	85.000	-	-	UU-	JJ-	13.70%	-	Ixyldzee	3yTe	-	-	675	3jVh+659	-	74.00000
SX	SKC	75.000	-	-	N	N	17.00%	-	Psqhbeab	3kTy	-	-	300	3sOy+300	-	321.00000
PL	LJE	13.000	-	-	SS	II	80.00%	-	Kubmyfth	3zGf	-	-	250	3nIn+250	-	163.00000
WE	TEJ	61.000	-	-	III-	TTT-	40.30%	-	Lxrekdab	3iIm	-	-	400	3jVo+400	-	753.00000
HE	DNI	56.000	-	-	B-	B-	4.90%	-	Hearoath	3jWc	-	-	900	3oBv+815	-	75.00000
Lzs	ZFK	64.900	-	-	HC	OT	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

KA: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144Z/Dim U; PL: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144W/Omm L; SX: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144W/Mvh R; WE: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144V/Ccz P; AX: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144B/Fqu Q; HE: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144Z/Jsl T; Lzs: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144N/Hnm V;

Deal Comments

Ywewu. Kuk Lvqq Wwzkuny 1.50

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2024