CLO Calendar

On The Horizon

PALMER SQUARE EUROPEAN LOAN FUNDING CLO 2020-1 DAC: €198.7 million static CLO; Palmer Square Europe Capital Management LLC (CLO manager); notes due Jan. 15, 2030; London-based affiliate of Palmer Square Capital

• €129 million of class A floating-rate notes (/AAA/);

• €18.4 million of class B floating-rate notes (/AA/);

• €14.5 million of class C floating-rate notes (/A/);

• €11 million of class D floating-rate notes (/BBB-/);

• €8.3 million of class E floating-rate notes (/BB-/);

• €3.2 million of class F floating-rate notes (/B-/); and

• €14.3 million of subordinated notes

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