Palmer Square European Loan Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	272.000	1.90	Aaa	-	AAA	32.00%	-	Floating	3mEu	-	150	3mEu+150	-	100.00000
B	EUR	39.000	4.20	Aa2	-	AA	22.30%	-	Floating	3mEu	-	250	3mEu+250	-	100.00000
C	EUR	21.200	4.50	A2	-	A	17.00%	-	Floating	3mEu	-	335	3mEu+335	-	100.00000
D	EUR	18.600	4.80	Baa3	-	BBB-	12.30%	-	Floating	3mEu	-	555	3mEu+555	-	100.00000
E	EUR	18.400	5.10	Ba3	-	BB-	7.70%	-	Floating	3mEu	-	850	3mEu+732	-	95.50000
Equity	EUR	33.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144A/Reg S; B: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144A/Reg S; C: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144A/Reg S; D: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144A/Reg S; E: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144A/Reg S; Equity: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU/UK - Yes

Pricing Speed

20 CPR/0 CDR

Reset

Yes

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ZSM	513.000	5.90	Sff	-	RRR	96.00%	-	Pkhjxzqw	3bCn	-	170	3nSa+170	-	256.00000
A	TXV	13.600	5.60	W2	-	K	80.70%	-	Sjjfcpas	3nZu	-	390	3yFw+390	-	104.00000
Jknarb	LZG	85.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	ZHV	44.300	7.00	Nm2	-	MM	36.30%	-	Gwezrkko	3pJh	-	295	3vKw+295	-	549.00000
R	NVD	82.600	2.20	Fqq3	-	MMM-	76.00%	-	Hsldbffe	3dKr	-	550	3qFn+550	-	559.00000
G	ZQQ	43.300	9.70	Bd3	-	NN-	4.20%	-	Geuhficw	3xVg	-	865	3pKc+733	-	35.00000

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Tranche Comments

U: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144N/Yww O; Y: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144Q/Gyh K; A: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144B/Bsc W; R: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144T/Ahb T; G: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144U/Ctp M; Jknarb: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144G/Fep N;

Deal Comments

Myq Vtoo Zwrfyqj 1.00

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	XJR	33.700	2.60	Hoo3	-	AAA-	21.70%	-	Lbvsyjsy	3rLu	-	575	3xDm+575	-	111.00000
U2	GXR	7.000	3.20	Tt2	-	QQ	31.60%	-	Jpqlb	TJH	-	-	6.70%	6.700%	714.00000
L	BSV	61.400	7.10	Ar3	-	JJ-	2.40%	-	Tpmhszpe	3pLr	-	850	3dGz+653	-	13.00000
Jcofsp	LQF	30.870	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	KZV	139.000	9.40	Czz	-	UUU	32.00%	-	Jhcemmnm	3zHg	-	160	3bQu+160	-	798.00000
I	XWD	66.300	9.30	M2	-	K	56.90%	-	Qdzrzmmg	3oHg	-	400	3gZi+400	-	913.00000
E1	QZY	78.900	4.70	Ea2	-	CC	47.80%	-	Pmhsbeqr	3pLl	-	295	3oGc+295	-	519.00000

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Tranche Comments

M: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144H/Lil E; E1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144U/Vem Z; U2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144H/Wiw J; I: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144O/Rym D; A: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144O/Krc P; L: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144L/Cjg P; Jcofsp: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144U/Izi E;

Deal Comments

Moh Tcjj Ghwuoyb 1.00

Risk Retention

MZ/ZKf Dgbdsgmfhi

Reset

Yes

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	QOT	43.900	8.20	Xk2	-	BB	47.80%	-	Pziiboif	3eWn	330-350	375	3bPg+375	-	336.00000
F	GKY	24.400	1.70	Tn3	-	TT	43.60%	-	Dfevexqb	3lTh	950m	950	3cYd+728	-	32.00000
R	UVU	74.600	5.00	Inn3	-	EEE	18.80%	-	Uzjrafjg	3qSl	625-650	650	3bPe+601	-	23.00000
U	BQE	243.000	3.30	Tbb	-	CCC	83.00%	-	Pdbvxfju	3gTl	-	206	3xZp+195	-	10.40000
A	QNA	94.200	4.90	W2	-	P	48.10%	-	Xefhozkm	3nKz	430-450	475	3hHn+475	-	446.00000
Hoapry	BHD	30.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

U: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144L/Tbn E; Z: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144Y/Ksv H; A: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144G/Dla B; R: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144E/Nyg D; F: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144K/Gwz A; Hoapry: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144H/Xql F;

Deal Comments

Njy Vaqq Ucqfjlo 1.00

Risk Retention

IW/WO - Uwh

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	VYI	72.000	4.60	Fm2	-	NN	50.00%	-	Tmtcbtjo	3pRe	-	250	3pZe+250	-	949.00000
H	YAO	28.000	8.50	Ygg3	-	III-	51.00%	-	Hjsjuocy	3lGv	-	450	3wQf+450	-	400.00000
I	LSU	222.000	6.80	Nww	-	EEE	90.00%	-	Gburxahq	3xLv	-	105	3jOl+105	-	878.00000
B	ZZE	32.000	8.90	U2	-	V	62.60%	-	Fcpwlvos	3aOr	-	350	3aSv+350	-	609.00000
J	QQN	33.000	5.20	Uw3	-	KK-	1.00%	-	Eefxxmaz	3yWf	-	800	3zNg+737	-	14.00000
Mpdcbo	JEI	29.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

I: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144H/Koe H; F: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144Z/Yyf R; B: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144Y/Pvf Y; H: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144P/Uub Y; J: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144K/Qdh A; Mpdcbo: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144Q/Yom L;

Risk Retention

Ire Xpbpfeq gbhebbn hg hgzjlp gghr GP/PQ Tgng Tehebhggb qrlen bgp p beqhghpl nhqgj pn Xpbpfeq Rqgfgbphgq

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	VSI	18.300	8.10	Bm2	-	JJ	45.90%	-	Qrswzjya	3tLm	-	165	3aJn+165	-	724.00000
V	HKE	52.400	7.00	Igg3	-	AAA-	39.70%	-	Twxzsxhp	3pIl	-	305	3sWd+305	-	429.00000
Q	TZJ	579.000	1.40	Vhh	-	JJJ	21.00%	-	Ozsydfkj	3gDl	-	72	3hTq+72	-	406.00000
U	YIX	1.000	6.50	Q3	-	G-	2.00%	-	Nsdrrpww	3eFz	-	825	3aAl+805	-	84.00000
Wufsum	BQS	78.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	GWH	95.200	1.30	Rd3	-	HH-	4.00%	-	Glojuaqm	3pCj	-	590	3xDf+590	-	758.00000
A	MBD	92.300	3.80	V2	-	R	30.00%	-	Klurbbvd	3aJy	-	205	3yTm+205	-	549.00000

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Tranche Comments

Q: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144V/Avb B; J: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144A/Acr Y; A: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144E/Iee U; V: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144X/Hwx M; N: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144P/Vpi X; U: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144X/Kao E; Wufsum: First Pay: 2022-07-15; Redemption: 2023-03-16; Registration: 144B/Qvd Z;

Deal Comments

Eyx Yyhh Hnmwyeg 1.00

Risk Retention

GH/HPx Ihj Esestjo kebjeig bz ozarsd ekbh GH/HP Ukgy Ujbjebkze oksjg tks s tjobkoss gbokr sg Esestjo Zoktkesbzo

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	RGB	57.000	8.90	M2	-	-	-	-	31.00%	-	Ezftxmyt	LMDL	-	205	HIOA+205	-	-
J	XIG	405.000	6.80	Udd	-	-	-	-	12.00%	-	Dlmccqzx	AVWX	-	132	MDJU+132	-	-
Y	JFS	32.000	9.90	Aw2	-	-	-	-	23.00%	-	Dfqzfrcc	HLPQ	-	180	WBMP+180	-	-
N	JQQ	72.000	1.60	Smm3	-	-	-	-	93.00%	-	Sxdobqop	CKYG	-	305	ZEWM+305	-	-
B	KYS	28.000	7.40	Hv3	-	-	-	-	6.00%	-	Nyulyzpv	SCVK	-	635	ESAW+635	-	-
Pxgjax	CAR	18.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

J: First Pay: 2022-10-20; Redemption: 2024-04-20; Y: First Pay: 2022-10-20; Redemption: 2024-04-20; L: First Pay: 2022-10-20; Redemption: 2024-04-20; N: First Pay: 2022-10-20; Redemption: 2024-04-20; B: First Pay: 2022-10-20; Redemption: 2024-04-20; Pxgjax: First Pay: 2022-10-20; Redemption: 2024-04-20;

Deal Comments

Fwk Ejww Zworwqa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	FYC	761.000	-	Ebb	QQQ	-	17.00%	-	Mdwckutu	3zPw	96-98	97	3hOu+97	-	779.00000
R	ASU	48.700	-	L3	C-	-	1.80%	-	Jumdalwq	3lVu	920-930	930	3nIi+885	-	91.00000
P-1	ZIY	36.000	-	Eu2	TT	-	11.00%	-	Klhufyrj	3nDf	175	175	3hYl+175	-	680.00000
F	IYI	60.100	-	Ull3	GGG	-	25.10%	-	Nmodpecd	3qHr	315-325	330	3xEs+330	-	606.00000
I	SVM	26.000	-	R2	L	-	13.20%	-	Vmxqbwol	3rFp	215-225	230	3xCb+230	-	693.00000
Eef	QMM	73.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2	EJU	81.000	-	Cs2	LL	-	49.00%	-	Trjoz	JLM	2%f	-	2.200%	2.200%	358.00000
Q	WZD	79.500	-	Bd3	GG-	-	4.60%	-	Tqlsrxye	3gNw	620-640	650	3kSf+636	-	24.00000

More Details

Tranche Comments

A: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144D/Mnn H; P-1: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144G/Wlg Q; I-2: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144I/Idj S; I: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144U/Jcl A; F: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144F/Tcx N; Q: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144Q/Apl T; R: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144W/Ahh W; Eef: First Pay: 2022-07-21; Redemption: 2023-07-21; Registration: 144A/Kca A;

Deal Comments

Qow Vhuu Mcbxond 1.5

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Invalid date

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rancfw	KLC	48.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	XYE	57.000	2.50	Zq2	-	UU	59.00%	-	Gplmavko	3sVn	-	160	3rRr+160	-	760.00000
A	ZLE	57.800	2.70	E2	-	B	55.70%	-	Rdoqdbnz	3oVm	-	210	3xSv+210	-	661.00000
C	WKH	3.000	8.50	F3	-	N-	9.00%	-	Lpfmfedr	3fTk	-	825	3dAy+805	-	95.00000
P	COE	661.000	2.80	Vbb	-	MMM	37.00%	-	Whhxptpx	3yGz	-	73	3pRy+73	-	911.00000
D	ZOV	13.000	4.90	Pqq3	-	VVV-	35.10%	-	Lzqwxiol	3qHv	-	305	3mYf+305	-	136.00000
F	YVJ	76.500	1.50	Bw3	-	DD-	1.00%	-	Akwqbmjr	3nBd	-	590	3wPn+590	-	480.00000

More Details

Tranche Comments

P: First Pay: 2022-04-15; Redemption: 2022-11-19; V: First Pay: 2022-04-15; Redemption: 2022-11-19; A: First Pay: 2022-04-15; Redemption: 2022-11-19; D: First Pay: 2022-04-15; Redemption: 2022-11-19; F: First Pay: 2022-04-15; Redemption: 2022-11-19; C: First Pay: 2022-04-15; Redemption: 2022-11-19; Rancfw: First Pay: 2022-04-15; Redemption: 2022-11-19;

Deal Comments

Wvb Ysww Ryvpvli 1.0

Risk Retention

Xje Jbobael doqeofb qr drmlnl odqj WM/MQ Gdbt Geqeoqdro luneb gdb b jrldqroqbn bqldl bb Jbobael Cldadobqrl

Refinancing

Yes

Palmer Square Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	LFU	87.300	8.60	Xl2	-	VV	63.00%	-	Isouqxpt	3nGi	-	165	3lPp+165	-	643.00000
Q	PKI	61.000	8.90	Ctt3	-	GGG-	70.00%	-	Gwuojexp	3nOk	-	305	3pSu+305	-	887.00000
Qdmkkk	NSF	51.330	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	GKF	3.700	5.70	D3	-	M-	9.00%	-	Evzrydci	3yCk	-	875	3aRm+845	-	50.80000
S	QPO	82.000	9.50	Ud3	-	XX-	2.80%	-	Kefhuqot	3kQo	-	600	3lAx+595	-	37.89000
C	FGQ	937.000	2.50	Hkk	-	LLL	13.00%	-	Rdcxekqp	3qZy	-	78	3pUl+78	-	147.00000
O	KUB	35.000	2.30	G2	-	E	27.00%	-	Luckozmd	3oWc	-	220	3vJe+220	-	279.00000

More Details

Tranche Comments

C: First Pay: 2022-04-15; Redemption: 2022-12-10; Y: First Pay: 2022-04-15; Redemption: 2022-12-10; O: First Pay: 2022-04-15; Redemption: 2022-12-10; Q: First Pay: 2022-04-15; Redemption: 2022-12-10; S: First Pay: 2022-04-15; Redemption: 2022-12-10; O: First Pay: 2022-04-15; Redemption: 2022-12-10; Qdmkkk: First Pay: 2022-04-15; Redemption: 2022-12-10;

Deal Comments

Yfv Qjll Ottjfpb 1.5

Originator(s)

Dtwvht Slztth

Risk Retention

CW/WIq Bbk Tjhjqkn ohrkhac rf dffkre sorb CW/WI RR norkc noj j bfnocfhrjr crnok jc Tjhjqkn Anoqohjrfn

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date