Palmer Square European CLO DAC

Deals

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
F1	EVM	43.100	-	-	LL	AA	65.20%	-	Zzplqlyf	3rNx	-	-	180	3dYg+180	-	521.00000
E	DPP	582.000	-	-	LLL	AAA	57.00%	-	Vpoojymc	3kTs	-	-	135	3tAk+135	-	816.00000
D	YPF	25.500	-	-	O	J	63.00%	-	Dbbszhjx	3fMf	-	-	220	2203bQp+	-	837.00000
L2	GMH	8.200	-	-	HH	WW	43.30%	-	Jcqwb	VQV	-	-	-	4.600%	4.600%	744.00000
S	GQP	76.400	-	-	NN-	KK-	8.10%	-	Qvukcwos	3sYw	-	-	540	3iTd+540	-	750.00000
Gng	IWP	21.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	ANC	26.000	-	-	OOO-	DDD-	82.00%	-	Ydhcmpud	3sMt	-	-	310	3rPw+310	-	440.00000
N	INC	41.300	-	-	M-	U-	2.90%	-	Hxpyejfk	3oNt	-	-	850	3qMm+817	-	89.00000

Tranche Comments

E: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144X/Ymu B; F1: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144H/Qpj G; L2: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144Y/Koy Q; D: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144M/Fhi P; U: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144H/Kjz U; S: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144M/Ycx W; N: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144C/Wix E; Gng: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144N/Ykw Y;

Deal Comments

Rtx-Nycc Oyortwd 1.50

Risk Retention

FP/PF - Qbdkubzkab

Reinvestment Period (YRS)

1.9

Reinvestment Period End Date

Nov 26, 2014

Reset

Yes

WAL Test Period (YRS)

1.8