2025-2

Palmer Square European CLO DAC (PSTET) 2025-2

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
F	AOZ	77.500	-	-	JJ-	NN-	9.10%	-	Apuwwqeq	3tNf	-	-	540	3xWe+540	-	870.00000
N	VCQ	43.200	-	-	N-	L-	3.20%	-	Pfckcdho	3yLl	-	-	850	3fOn+817	-	88.00000
A1	JIZ	27.400	-	-	AA	II	19.80%	-	Xwdqupez	3vNz	-	-	180	3bJk+180	-	202.00000
Opj	HNS	30.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	AER	734.000	-	-	SSS	ZZZ	93.00%	-	Bfxeqtcv	3yWc	-	-	135	3kIw+135	-	368.00000
J2	FFP	8.500	-	-	JJ	CC	95.10%	-	Zotxl	NNG	-	-	-	4.600%	4.600%	554.00000
Y	LCI	92.600	-	-	R	C	49.00%	-	Wjbelfuh	3zNh	-	-	220	2203wSt+	-	753.00000
P	PUP	61.000	-	-	GGG-	RRR-	28.00%	-	Yqpxxywp	3mEq	-	-	310	3wPx+310	-	168.00000

Tranche Comments

C: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144H/Brk I; A1: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144V/Oaq E; J2: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144I/Fxh D; Y: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144Q/Yuw I; P: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144K/Atl I; F: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144N/Nxp O; N: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144E/Bru K; Opj: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144F/Uuo Q;

Deal Comments

Sbr-Zvxx Knhrbfe 1.50

Risk Retention

VJ/JY - Rxywfxyfwh

Reinvestment Period (YRS)

1.2

Reinvestment Period End Date

Jan 7, 2015

WAL Test Period (YRS)

1.2

WAL Test Period End Date

Nov 23, 2021