2024-1

Palmer Square European CLO DAC (PSTET) 2024-1

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
M-2	MJG	50.100	1.20	-	KK	WW	18.40%	-	Fuipj	TSJ	-	-	-	5.65%	5.650%	232.00000
I	GOR	10.000	-	-	U-	U-	9.90%	-	-	-	-	-	-	-	-	-
Qavghm	TWR	43.200	-	-	QR	FR	-	-	-	-	-	-	-	-	-	Retained
Y Kgzm	YDP	931.000	8.60	-	QQQ	OOO	32.00%	-	Vvlwehqa	3gGw	-	-	145	3bDb+145	-	784.00000
Z	XWF	43.000	1.80	-	OOO-	FFF-	35.50%	-	Jrpdqxrm	3jDl	-	-	375	3yAo+375	-	860.00000
C	QTU	40.000	4.10	-	BB-	DD-	7.50%	-	Nqdycvxh	3wYi	-	-	675	3wXr+668	-	58.50000
J	NQC	442.000	9.20	-	AAA	NNN	91.00%	-	Yszjujho	3xIj	-	-	145	3sQd+145	-	966.00000
T-1	GUP	71.400	8.70	-	MM	UU	66.10%	-	Rkfdtthg	3nLd	-	-	210	3sRr+210	-	773.00000
G	WGE	55.000	5.30	-	Q	Z	34.00%	-	Azvwdqqv	3pJo	-	-	265	3pPk+265	-	610.00000

Tranche Comments

J: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144X/Ing S; Y Kgzm: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144P/Gow H; T-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Y/Fhp D; M-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144L/Iin Y; G: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144B/Gwr Q; Z: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144C/Ghv N; C: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144P/Zkv Z; I: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144F/Yjt K; Comments: Ztmm dv uejpiwe il tmbdten; Qavghm: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144B/Efs P;

Deal Comments

Iss Cfll Ckvgsax 1.5

Risk Retention

JBw Fdkvddsgns

Pricing Speed

20% WYV

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

May 5, 2009