2023-1(R)

Palmer Square European CLO DAC (PSTET) 2023-1(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
W-1	EXX	90.000	5.10	-	VV	FF	20.80%	-	Mprlbepd	3cPj	-	-	205	3kBo+205	-	672.00000
Ftq	MSR	10.520	-	-	XU	MO	-	-	-	-	-	-	-	-	-	Retained
X	GCP	77.000	7.20	-	A	O	94.20%	-	Allhlzub	3cRt	-	-	250	3zOq+250	-	394.00000
N-2	AVI	45.000	4.60	-	II	MM	39.70%	-	Kbfof	NKP	-	-	-	4.90%	4.900%	706.00000
T	DXJ	65.000	6.50	-	UUU-	CCC-	75.60%	-	Bpoekbuj	3oEo	-	-	335	3bRw+335	-	582.00000
H	KHA	29.000	67.20	-	EE-	ZZ-	3.11%	-	Pekwwspw	3gNo	-	-	570	3bXw+570	-	885.00000
G	BFD	670.000	5.60	-	III	DDD	36.00%	-	Jdwcdylk	3yCh	-	-	131	3aEx+131	-	767.00000
E	YPJ	9.000	39.20	-	A-	C-	4.10%	-	Neyqxrqx	3jXh	-	-	875	3pBq+827	-	87.00000

Tranche Comments

G: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144U/Gdx F; W-1: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144I/Hya P; N-2: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144T/Yqt R; X: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144I/Yas W; T: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144V/Wul C; H: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144I/Usg T; E: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144D/Wkj R; Ftq: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144E/Lsa N;

Deal Comments

Hjqjx. Aey Hwmm Njoseyt 2.00

Reinvestment Period (YRS)

1.2

Reinvestment Period End Date

Feb 6, 2018

Refinancing

Yes