Palmer Square CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-QERD29.0006.60--L--63.00%-DbdqzxslCNOE-200QUDV+200-923.00000
JrfuvkZYZ88.880-PR-MG----------Retained
J-P-1REI78.7003.36--LLL--99.00%-FwurtlajGXQK-290DELZ+290-937.00000
C-QAMT61.0004.84--MM---9.00%-RpfausbhXLUK-525XTIP+510-47.00000
N-I-1ZPS370.0004.78Poo----63.00%-DqudoezoQLWO-125QBWW+125-810.00000
P-FBRL45.00093.50--N---8.00%-------Retained
E-H-2FPY25.0004.52--XXX--54.00%-GxvopiofTXGS-150HXAD+150-134.00000
O-LNOY75.0007.38--LL--31.00%-JzjxsheyUXEE-170QLME+170-714.00000
M-X-2POS11.9002.64--AAA---77.80%-DphbewvaAWEX-414TCDP+414-334.00000
Tranche Comments
N-I-1: Redemption: 2027-04-15; Registration: 144Y/Mzx V; E-H-2: Redemption: 2027-04-15; Registration: 144W/Esv Q; O-L: Redemption: 2027-04-15; Registration: 144O/Dnx D; I-Q: Redemption: 2027-04-15; Registration: 144L/Oir B; J-P-1: Redemption: 2027-04-15; Registration: 144X/Ier R; M-X-2: Redemption: 2027-04-15; Registration: 144T/Dji G; C-Q: Redemption: 2027-04-15; Registration: 144W/Mbw S; P-F: Redemption: 2027-04-15; Registration: 144K/Msz C; Jrfuvk: Redemption: 2027-04-15; Registration: 144B/Rwh Y;
Deal Comments
Mmqms. Jcu Qovv Lmgacvr 2.05
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Feb 7, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-XMWT69.4004.20--X--20.00%-BzuqbwbiAXUG-180MGIZ+180--
Ijj PtzBLD75.640--------------Retained
F-1n-IQJG694.8005.20--QQQ--82.00%-KmpljpjvBAUF-115ZBVK+115--
B-1x-GULV42.0002.50--GGG--88.00%-NwwbufphVSKD-140DGIR+140--
G-2ELVU4.28050.70--EEE---37.00%-VccpkxyeYTEN-355VZDP+ 355--
TlfCUX15.830--------------Retained
Q-2ROOH75.4007.80--BB--59.00%-YpisjfixWVCW-150JXLK+150--
V-KWMP4.63849.80--H---8.90%-XfyqfbypUKYS-760BIBM+760--
I-1RXVB11.5007.20--UUU---95.00%-QxssfelgSLDN-270MTYK+270--
M-FXFF38.15063.30--KK---8.00%-SltwjkjtXKPH-475DIHF+475--
Tranche Comments
F-1n-I: Redemption: 2027-04-20; Registration: 144G/Xco F; B-1x-G: Redemption: 2027-04-20; Registration: 144G/Vdu S; Q-2R: Redemption: 2027-04-20; Registration: 144P/Ntx M; G-X: Redemption: 2027-04-20; Registration: 144J/Ofc V; I-1R: Redemption: 2027-04-20; Registration: 144O/Izw S; G-2E: Redemption: 2027-04-20; Registration: 144E/Iuh S; M-F: Redemption: 2027-04-20; Registration: 144T/Mds B; V-K: Redemption: 2027-04-20; Registration: 144H/Cov O; Tlf: Redemption: 2027-04-20; Registration: 144D/Lsv P; Ijj Ptz: Redemption: 2027-04-20; Registration: 144V/Lnc G;
Deal Comments
Mbybk. Ygz Dytt Fbpmgvw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 11, 2024
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WCKR81.0001.00-L---28.00%-ExcakhssKCSH165-170170ZTWS+170--
EpcRYM23.500--------------Retained
DBNI29.5008.60-JJ---24.00%-JrdfhvjbHINI145-150145JYXY+145--
L-2QHM2.5001.40-AAA---61.40%-EpyvopccPQBM140140ZHSN+140--
B-1BFR57.0003.90-UUU----18.00%-PdbsulhyMDOG240-250245JAWO+245--
EQBT81.00084.00-XX----7.00%-YqruwcyeSZTI460-470450IBHN+450--
I-1VZX460.0003.20-RRR---72.00%-QuoecellXWLC-116CNPB+116--
T-2PBN8.0004.80-DDD----72.00%-JueptrmqIHDD355355DHFR+355--
Tranche Comments
I-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144T/Ivs S; L-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144N/Hnm U; D: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144G/Pzl E; W: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144W/Abj J; B-1: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144D/Bof A; T-2: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144E/Zvg F; E: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144L/Ivw G; Epc: First Pay: 2025-10-20; Redemption: 2027-03-06; Registration: 144Q/Gho B;
Deal Comments
Jug-Axjj Sgcgulv 2.00
Pricing Speed
20% EXG
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 4, 2013
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X2Q5PLO91.000-En2----10.00%-WzytohbtVSZN150-155160YVYB+160--
S1B5ETU67.000-Ecc----38.40%-WyftcqtbQOZJ135-140135JYLK+135--
T1T5MOZ572.000-Sww----25.00%-PkouwvtxBPQX105105ZSDD+105--
YX5RMX57.100-Jhh3----53.30%-WcxetzogLPWR265-275275QTQY+275--
DE5QIM63.400-S2----44.60%-SdclhhkyWXAP-190JSKQ+190--
Tranche Comments
T1T5: Redemption: 2025-10-21; Registration: 144V/Ieh K; S1B5: Redemption: 2025-10-21; Registration: 144A/Oyk M; X2Q5: Redemption: 2025-10-21; Registration: 144M/Nyo K; DE5: Redemption: 2025-10-21; Registration: 144W/Fah N; YX5: Redemption: 2025-10-21; Registration: 144I/Emd V;
Deal Comments
Twjmvwp Ritvbwbfvbz. Wib Wwpp Tijvixc 0.75
Pricing Speed
20 AWT
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Oct 18, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1-RVPR39.0007.80-RRR----63.80%-HzuftvvgQGVU260-265265KKLQ+265--
O-YXWD25.0009.90-VV----2.76%-KqlsvbdmICQP490490XEQU+490--
Q-ZCJE76.0003.20-RR---78.76%-LfuvuxwvBNLA160160UMUA+160--
M-QKUJ822.0004.90-LLL---44.80%-EjahuwarAJDA-125DSKW+125--
Z-2-FVFP3.0004.90-VVV----11.85%-EkkpshuaTPDA370-375375VLIS+375--
N-RPCT20.0004.80-Y---87.21%-FpyszfkhMVOG170-175175GPOL+175--
Tranche Comments
M-Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Mkw N; Q-Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Pcu S; N-R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Qem A; Z-1-R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Tix N; Z-2-F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Nep C; O-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Zjg W;
Deal Comments
Bwywf. Qcn Hkee Bwrbcil 2.00
Pricing Speed
20% KEB
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 12, 2022
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IOCH14.000-EEUU---58.00%-ApfhzkcuHAQD160-165165CZBL+165--
F2YRX8.000-JPMMM----24.00%-NlhjqolxEMIM390-400390JLUA+390--
F1QGA472.000-TooEEE---43.00%-YkhswtciASOJ-131TUJU+131--
PwsKHK93.500--------------Retained
Q2HCX13.000-LOWWW---51.00%-TkemwsfbBCER150t150EUXH+150--
RQPE71.000-VOTT----4.00%-KrqmyldpUBWM500-515500KAYJ+500--
TBNI15.000-UYW---32.00%-MikwbaviUEJY180-190175YKJL+175--
L1IJB89.000-PNVVV----69.00%-ScjbskurNYGL280-285265IQEK+265--
Tranche Comments
F1: Redemption: 2027-01-15; Registration: 144U/Vcs O; Comments: Myn-rvepnl; Q2: Redemption: 2027-01-15; Registration: 144F/Ckb E; I: Redemption: 2027-01-15; Registration: 144B/Fst V; T: Redemption: 2027-01-15; Registration: 144N/Qqx A; L1: Redemption: 2027-01-15; Registration: 144A/Pla F; F2: Redemption: 2027-01-15; Registration: 144K/Vdw V; R: Redemption: 2027-01-15; Registration: 144O/Esd J; Pws: Redemption: 2027-01-15; Registration: 144B/Wtu P;
Deal Comments
Iwj Otpp Wgxkwze 2.00
Pricing Speed
20 XAG
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 11, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PYFLC67.000-WI-CC--10.60%-VupvaqrgPTCA165v170VXUV+170--
Z1MEVM53.000-HI-WWW---26.71%-LjxbprlmGGGT285-290290PBSY+290--
CLMZF14.000-AC-Q--22.12%-GzfclhqkEDYL185-190190SYTC+190--
QghVMO37.300--------------Retained
MOMJX51.000-WR-MM---8.71%-WecxrbbzGSLU525-535550MILZ+550--
I1RITF438.000-Ajj-SL--72.24%-IveydflqNAVY135135ETBC+135--
L2LZOK97.000-AE-QQQ--69.85%-CcckpsatVHDK155t158WANJ+158--
G2MXED3.000-CT-WWW---88.33%-YebpzxnaJUDY400-410410PPET+410--
Tranche Comments
I1R: Redemption: 2026-10-20; Registration: 144T/Xjx U; L2L: Redemption: 2026-10-20; Registration: 144T/Hok L; PY: Redemption: 2026-10-20; Registration: 144H/Qty V; CL: Redemption: 2026-10-20; Registration: 144C/Kwz C; Z1M: Redemption: 2026-10-20; Registration: 144X/Uty H; G2M: Redemption: 2026-10-20; Registration: 144V/Kut D; MO: Redemption: 2026-10-20; Registration: 144T/Xol Y; Qgh: Redemption: 2026-10-20; Registration: 144X/Kat Z;
Deal Comments
Qmpmu. Vgn Dmee Xmssgtx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 18, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1-JZSG83.0009.50-LLL----77.97%-QzzbphtpMCUF290-295295MYIV+295--
J-1-DOXL540.0006.80-WWW---27.12%-JylkdmbuGQDC-136ZWGU+136--
O-YQAI94.0008.30-N---59.63%-VcdubqpfAIQV190-195185ZZCZ+185--
S-2-TWZA6.0004.10-NNN----38.55%-IbdauoolHGVA415415USUM+415--
S-2-WGHC8.4009.00-QQQ---90.31%-WxezwqwqKUZU150-155160GNZF+160--
O-KHSH44.0004.40-HH----7.75%-AyklpvvjKACW550-575550IJGO+550--
J-1-CTPE671.0005.60-SSS---36.42%-CkqmpohqCUNP-136GXHQ+136--
Z-ZVWZ27.6005.20-YY---96.83%-YeszulprGGDS165-170170NAMO+170--
Tranche Comments
J-1-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Ado R; J-1-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Xkp W; S-2-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Cjk J; Z-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Kec V; O-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Vjs F; V-1-J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Okk G; S-2-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Jjx D; O-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Ckr F;
Deal Comments
Ugugb. Xpb Hyhh Xgvtplk 2.00
Pricing Speed
20% OUO
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 30, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-WNBX63.0002.80-HH----3.50%-HvjojzrxHPOQ-600QSNN+600--
K-XBLL40.1007.10-RR---29.70%-AvlsuoufLYTQ-170IJQX+170--
O-TMHG48.0003.00-E---74.26%-JuvyyhlhBPAH-195MUHU+195--
P-2-DEMT6.0009.20-WWW----87.87%-HbkpwfkeQXBE-425VUYG+425--
C-2-CFGV1.2001.00-CCC---96.75%-RxfhpxrfTDGA-157CEPT+157--
J-1-LIHX74.0007.10-RRR----44.27%-DvjqbeitZOLK-305HIBL+305--
AlparqJLJ56.600--------------Retained
T-1-QLSU208.0003.40-LLL---82.82%-ThodtkvgBSNP135135WWCM+135--
Tranche Comments
T-1-Q: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144O/Zuo M; C-2-C: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144M/Jjs X; K-X: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144F/Zmz X; O-T: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144L/Gfi T; J-1-L: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144Y/Ghp A; P-2-D: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144T/Cvy S; A-W: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144G/Aci H; Alparq: First Pay: 2025-01-20; Redemption: 2026-10-03; Registration: 144J/Iky G;
Deal Comments
Bejep. Fzc Ncff Eeefzjt 2.00
Risk Retention
TN - Wow
Pricing Speed
20% YQU
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 11, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2YXJY40.000-VX-XX--48.00%-BxblytkrMTTK-180IUGS+180--
S1ZWRS601.000-Ctt-PA--23.00%-ZpbwvzyrAGFK135c135SQEJ+135--
A1MVAQ91.000-OO-XX--54.00%-LqbabdbwAIEY-160KVZT+160--
PEQYA29.000-SF-C--53.00%-FqofyxtaXILQ190o195TOEA+195--
IozBPP60.900--------------Retained
T2SFVC64.000-IB-KKK--29.00%-VsywurcvBOPL150t155XDDJ+155--
M1HPNT49.000-LZ-LLL---24.00%-RexyjwqoVLBY280a295AWMI+295--
O2PFML9.000-KR-NNN---51.00%-CbczolzqQKNN410-415425XGMT+425--
JYQVT11.000-IU-HH---2.00%-JkescrilWPYW535z650WVAH+650--
Tranche Comments
S1Z: Redemption: 2026-08-28; Registration: 144X/Wum E; T2S: Redemption: 2026-08-28; Registration: 144D/Dtx A; A1M: Redemption: 2026-08-28; Registration: 144J/Uij V; Z2Y: Redemption: 2026-08-28; Registration: 144G/Xzr N; PE: Redemption: 2026-08-28; Registration: 144C/Xpx B; M1H: Redemption: 2026-08-28; Registration: 144J/Cas N; O2P: Redemption: 2026-08-28; Registration: 144Q/Knk I; JY: Redemption: 2026-08-28; Registration: 144Y/Rto M; Ioz: Redemption: 2026-08-28; Registration: 144X/Wqj R;
Deal Comments
Oktkb. Wss Iutt Ikgesvh 2.00
Risk Retention
SP - Qli
Pricing Speed
20 GDJ
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 7, 1999

Commentary 

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Deal Flow 

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B&I

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Research