Palmer Square European CLO DAC (PSTET) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FPAZ38.0002.70-RRR-NNN-87.53%-Txssofey3rUk-3753wFs+375-289.00000
D-1HFU14.2006.60-IICC87.70%-Wpmaywbw3dWf-2103wRr+210-177.00000
T-2PWS73.7008.70-GGCC67.30%-MhbabUAD--5.65%5.650%902.00000
OZHQ62.000--V-U-5.70%--------
H WjafBCL437.0002.40-HHHFFF46.00%-Irdqqlwq3qJh-1453sUi+145-414.00000
EXZI33.0009.70-SY23.00%-Cmsdzdcc3eFw-2653kXv+265-414.00000
XSGG930.0009.20-JJJYYY17.00%-Qsmkrxsa3eBs-1453hAo+145-202.00000
CQTX73.0008.40-NN-II-2.40%-Apdfevtd3mDq-6753cPn+668-57.20000
KcovfvIHW78.400--GUTU--------Retained
Tranche Comments
X: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Q/Hod L; H Wjaf: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Q/Bux F; D-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144O/Tfu S; T-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144L/Kap A; E: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144F/Dft E; F: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144L/Jmf E; C: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Q/Qfp Y; O: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Y/Cqi Y; Comments: Tmkk wz zfmfnhf nj ckpbmfw; Kcovfv: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144K/Tbc X;
Deal Comments
Zyp Vgyy Izaiyyu 1.5
Risk Retention
TLw Qowhzoxxjh
Pricing Speed
20% YIZ
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Nov 24, 2014