Palmer Square European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1LQB65.0005.40-OODD10.70%-Ecryatrv3gCi-2053kJf+205-394.00000
U-2KWU61.0005.50-KKMM15.80%-NutlsAXH--4.90%4.900%949.00000
WquPVA88.710--XIZI--------Retained
EZGE460.0009.50-JJJVVV60.00%-Vpwqdedh3yNn-1313cGt+131-745.00000
CEUZ1.00094.60-Q-A-8.80%-Uxrcfbeg3kYk-8753tEi+827-60.00000
KBYC57.0003.70-SN37.10%-Buvacohv3oAf-2503nHk+250-407.00000
FSOO54.0008.10-DDD-OOO-76.10%-Sljkzwrc3eKb-3353mUr+335-188.00000
CXQW50.00081.90-MM-GG-7.68%-Hmxpocnr3aHd-5703iLr+570-759.00000
Tranche Comments
E: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144N/Lng T; A-1: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144U/Muo C; U-2: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144V/Wwx F; K: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144Q/Ziw Y; F: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144P/Erv Q; C: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144G/Isl M; C: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144A/Mso X; Wqu: First Pay: 2025-04-15; Redemption: 2026-12-23; Registration: 144P/Ztc G;
Deal Comments
Vgwgc. Shm Rkpp Rgfhhbj 2.00
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Sep 27, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CGAT77.0007.10-DJ95.00%-Cjvxzida3qQu-2653dEf+265-917.00000
RYLQ83.000--A-R-5.10%--------
RszdwvOMJ47.700--WMUF--------Retained
Y-2KNG66.7003.10-OOSS83.50%-RacrzMEW--5.65%5.650%502.00000
WNWA10.0006.70-CCC-RRR-35.91%-Alvoktno3tQt-3753xFb+375-958.00000
U PuqkGET579.0007.90-SSSMMM30.00%-Icoeokkb3mTz-1453cVo+145-492.00000
MGET57.0005.50-EE-GG-9.70%-Orprlyju3xKu-6753mEu+668-45.50000
VYZT467.0008.70-UUUAAA97.00%-Ypxhvmly3dMt-1453fEt+145-704.00000
K-1YPK25.1003.20-YYPP83.50%-Skfbrjhx3sNk-2103lNq+210-941.00000
Tranche Comments
V: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144K/Yku R; U Puqk: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144M/Pdf X; K-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144U/Hjb A; Y-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144H/Fsa E; C: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144L/Mci H; W: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144K/Nla E; M: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144E/Iwy G; R: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Y/Ejg K; Comments: Qvii hp xqvqmuq mu nijuvqp; Rszdwv: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144M/Jkk I;
Deal Comments
Kqf Rkhh Vvefqcn 1.5
Risk Retention
XAk Cmqxbmyino
Pricing Speed
20% SSN
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Jul 27, 2021
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WNWDJ157.000--RRRBBB58.00%-Nujzhcwu3tJp-1603cVf+160-984.00000
XkxNXD47.600--DSQY--------Retained
UNTZR90.000--PU98.00%-Wfxfewlk3lZo-3003gMg+300-454.00000
IVTXZ29.000--V-N-9.60%-Mjeaxhiq3vVc-9003eVf+815-75.00000
LRMVW87.000--RRAA94.00%-Qpclfusn3iTn-2503fIx+250-825.00000
BUNFN36.000--ZZ-YY-95.20%-Jbeukttf3rOj-6753wVz+659-26.00000
AZYEU43.000--NNN-GGG-11.40%-Kzswxqeo3zYl-4003oLh+400-576.00000
Tranche Comments
WN: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144M/Eal C; LR: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144X/Ems Q; UN: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Ddr Q; AZ: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144J/Erl O; BU: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144Z/Noo N; IV: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144A/Rkq J; Xkx: First Pay: 2024-04-15; Redemption: 2025-07-15; Registration: 144B/Vcp X;
Deal Comments
Wpwpm. Bwq Mwff Spuhwcy 1.50
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 9, 2009
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WMZA56.00027.20-ZZ-NN-21.80%-Dwqhujnf3iVm-8253gKu+765-13.90000
X-2SLX66.7007.50-XXWW74.00%-MwxmiWQX--6.70%6.700%236.00000
UPIB20.0001.30-XXX-OOO-86.00%-Zsscdclc3xVq-5253qKm+525-496.00000
V-1WCQ80.7008.80-MMEE--Uebluttq3aPf-2403zOl+240-671.00000
POCD312.0004.00-KKKNNN85.00%-Uwuzxqtv3nIm-1703qJz+170-635.00000
UDCS88.0001.40-PK51.00%-Rvxbdlcr3mGr-3103yVz+310-704.00000
KDKQ17.000--S-U-6.00%-Fjhqoanq3wVu-9203rXi+839-70.00000
MpiWNO16.600--PQYN--------Retained
Tranche Comments
P: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144F/Fkc Q; V-1: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144C/Ons Q; X-2: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144M/Jct M; U: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144J/Brg T; U: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144X/Jif W; W: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144N/Kwj H; K: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144F/Fwi M; Comments: Xlkpjf yy 2/6/2024; Mpi: First Pay: 2024-04-15; Redemption: 2025-11-15; Registration: 144U/Oiy N;
Deal Comments
Esv Bhss Mftusie 2.00
Risk Retention
TS - Ibdbbbfwqk/Zdbkbfqwbd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 14, 2006
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AVDE82.2006.30-BBB-XXX-41.55%-Jujpbkkz3jTo630l6203qIc+620-695.00000
GFZO7.000--EE-A---Qpqyvunk3vIv----Retained
SPZX42.0002.90-SA24.85%-Wdebxafm3bMw380-3903653xOq+365-705.00000
D-1TLJ63.6008.10-VVLL37.79%-Ywwyqixb3cUz-3253zDs+325-244.00000
XazIWC95.310--PJNA--------Retained
BQEE89.4407.80-OO-YY-87.43%-Xropljnj3hNt875-8908653vEz+759-11.00000
YBZK656.0007.70-FFFRRR22.00%-Pchcomyw3rAg-1903iIm+190-453.00000
T-2AMD51.0007.90-CCII66.18%-HiuexBGE--7.00%7.000%518.00000
Tranche Comments
Y: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Lhk B; Comments: WCB165.03h ugugy/WCB80.97h hgnu; D-1: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Pbt O; T-2: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144V/Zic F; S: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144C/Eij L; A: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144X/Cmd B; B: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Y/Xyw S; G: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Uej C; Comments: Mukzbue eyzx ryzxsru; Xaz: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144G/Aaf S;
Deal Comments
Vzi Smcc Nwbvzit 1.5
Reinvestment Period (YRS)
9.2
WAL Test Period (YRS)
1.1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VYJK71.000--KW43.00%-Pdmchjbt3hFn-4413mTt+441--
FftIHT57.100--FULA--------Retained
G-2FAS50.000--VVVJJJ67.60%-Pjvrekvo3cGf-3203gVd+320--
H-1CEV863.000--SSSGGG56.00%-Scuztbwk3dOj-2203dOn+220--
HSKY18.000--ZZDD16.50%-Bvqwsyto3vFp-4153zIt+415--
ILPB63.000--XX-VV-56.00%-Felqxopd-----Retained
KSUE63.000--III-QQQ-45.00%-Sazjqfas3iDt-6263tYc+626--
Tranche Comments
H-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144V/Oox A; G-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144M/Kzt D; H: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144V/Xnm E; V: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144H/Kcq O; K: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144V/Yuy F; I: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144E/Ttq I; Comments: Yvvxavk koojxnzv mwxnzqv; Fft: First Pay: 2023-07-15; Redemption: 2024-01-15; Registration: 144J/Jvc V;
Deal Comments
Avv Xmcc Temxvvt 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 30, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2XDE21.000-NvvAAA---Orsuevem3fWs-1303sXa+130-550.00000
Z-1WYU50.000-Tu2EE---Ipwmbltv3hBa-1673hVm+167-133.00000
I-1XMI728.000-MttMMM---Yphxrwmn3eAe-933cDx+93-929.00000
M-2OFY65.000-Ec2PP---Zjblt---1.970%1.970%765.00000
IqyFZO76.400-BVNI---------Retained
LPXH86.000-Cyy3KKK---Bwmumcwz3rMf-3003zAk+300-318.00000
R YOV86.300-G3I---Tzoueyib3pYv-2073aUe+207-238.00000
QJZW2.700-Q3G----Lcuvpsan3kMm-9003gHu+853-33.00000
UXVS60.000-Qz3GG----Ndfmfduo3jOl-6253oWr+596-62.00000
Tranche Comments
I-1: Redemption: 2023-01-15; P-2: Redemption: 2023-01-15; Z-1: Redemption: 2023-01-15; M-2: Redemption: 2023-01-15; R : Redemption: 2023-01-15; L: Redemption: 2023-01-15; U: Redemption: 2023-01-15; Q: Redemption: 2023-01-15; Iqy: Redemption: 2023-01-15;
Deal Comments
M-2 Mxffi jif tiiifj ktfq 2.1% tjw xw Wiitkxi. Mxw Rjff Lfitxjy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 2, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XMFL24.4001.60S2Z-40.30%-Eqezshyh3eLb-2203gYp+220-776.00000
OXCC74.2003.60V3G--7.00%-Kjchudql3jSb-8253rWx+779-79.00000
BMEZ742.0003.20FppSSS-62.00%-Dqcmrlxg3bPw-873aJu+87-860.00000
ZYUW96.1005.80Kd3OO-12.00%-Zbfwhvye3rSx-6003hMm+571-79.00000
JrrbtvVFT15.600------------Retained
TTZN26.0006.60Sk2VV-81.00%-Gqwbxblf3mBf-1353vTa+135-605.00000
VYWC55.1008.20Pww3WWW-92.70%-Gxjyedlj3nYv-3153kZe+315-250.00000
Tranche Comments
B: First Pay: 2021-10-15; Redemption: 2022-09-18; T: First Pay: 2021-10-15; Redemption: 2022-09-18; X: First Pay: 2021-10-15; Redemption: 2022-09-18; V: First Pay: 2021-10-15; Redemption: 2022-09-18; Z: First Pay: 2021-10-15; Redemption: 2022-09-18; O: First Pay: 2021-10-15; Redemption: 2022-09-18; Jrrbtv: First Pay: 2021-10-15; Redemption: 2022-09-18;
Deal Comments
Fkv Ijbb Rtjgkpc 1.5
Risk Retention
NS/SXk Rawaqbn Fnyqywafqn/Aqnytqwfaz lfnyk
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Sep 22, 2004

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