2021-1(R)

Palmer Square European CLO DAC (PSTET) 2021-1(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
I	PVG	343.000	3.00	-	CCC	RRR	54.00%	-	Gbzfyfkb	3mIx	133y	-	133	3mXz+133	-	593.00000
G	HBU	27.000	7.00	-	DDD-	XXX-	37.00%	-	Hdwozjqq	3nEy	315-325	-	325	3dGy+325	-	796.00000
B	WGG	22.000	3.80	-	D	R	56.00%	-	Gcvlvvxm	3bNv	220-230	-	230	3gXe+230	-	206.00000
K	PAT	39.000	7.30	-	WW-	VV-	2.10%	-	Tjfutxuq	3eIf	550-560	-	575	3cQy+575	-	288.00000
Bwcsnn	BAZ	98.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	YUD	92.000	1.20	-	PP	QQ	23.00%	-	Mhmzloim	3wSh	180h	-	195	3gIn+195	-	259.00000
M	SID	11.000	6.80	-	K-	V-	9.90%	-	Gbbvuqrh	3vNm	Puf 800p en 98r	-	850	3pJe+817	-	53.00000

Tranche Comments

I: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144A/Vke T; B: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144B/Atw B; B: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144J/Mjn F; G: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144K/Tab J; K: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144N/Fho N; M: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144N/Oar C; Bwcsnn: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144J/Hae S;

Deal Comments

Ywgwq. Kcj-Oyss Ywekctm 1.50

Risk Retention

RX/XP - Nmo

Pricing Speed

20 CMX

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Sep 12, 2018

WAL Test Period (YRS)

5.1