Penta CLO 24 DAC European Cash Flow Notes Assigned Preliminary Ratings - S&P Global Ratings’ Credit Research

Penta CLO 24 DAC European Cash Flow Notes Assigned Preliminary Ratings

Penta CLO 24 DAC European Cash Flow Notes Assigned Preliminary Ratings - S&P Global Ratings’ Credit Research
Penta CLO 24 DAC European Cash Flow Notes Assigned Preliminary Ratings
Published Oct 30, 2026
Published Oct 30, 2026
Price US$ 150.00  |  Buy this Report Now

About This Report

  
Abstract:

Ratings Class Preliminary rating* Preliminary amount (mil. €) Credit enhancement (%) Interest rate§ A AAA (sf) 279.00 38.00 Three/six-month EURIBOR plus 1.24% B AA (sf) 50.60 26.76 Three/six-month EURIBOR plus 1.70% C A (sf) 27.00 20.76 Three/six-month EURIBOR plus 1.85% D-1 BBB- (sf) 31.50 13.76 Three/six-month EURIBOR plus 2.60% D-2 BBB- (sf) 4.50 12.76 Three/six-month EURIBOR plus 4.10% E BB- (sf) 15.75 9.26 Three/six-month EURIBOR plus 4.70 F B- (sf) 12.40 6.50 Three/six-month EURIBOR plus 8.40 Z NR 5.00 N/A N/A Sub NR 34.00 N/A N/A *The preliminary ratings assigned to the class A and B notes address timely interest and ultimate principal payments. The preliminary ratings assigned to the class C, D-1, D-2, E, and F notes address ultimate

  
Report Type:

Ratings Action

Issuer
PENTA CLO 24 DAC
Sector
Structured Finance
Country
Format:
PDF Adobe Acrobat
Buy Now

Presale: Penta CLO 24 DAC – 2026/10/30 – US$ 500.00

More from S&P Global Ratings’ Credit Research

S&P Global Ratings’ Credit Research—S&P Global Ratings’ credit research provides analysis on issuers and debt obligations of corporations, states and municipalities, financial institutions, insurance companies and sovereign governments. S&P Global Ratings also offers insight into the credit risk of structured finance deals, providing an independent view of credit risk associated with a growing array of debt-securitized instruments.

About the Author


Cite this Report

  
MLA:
S&P Global Ratings’ Credit Research. "Penta CLO 24 DAC European Cash Flow Notes Assigned Preliminary Ratings" Oct 30, 2026. Alacra Store. Nov 07, 2026. <http://www.alacrastore.com/s-and-p-credit-research/Penta-CLO-24-DAC-European-Cash-Flow-Notes-Assigned-Preliminary-Ratings-3652636>
  
APA:
S&P Global Ratings’ Credit Research. (). Penta CLO 24 DAC European Cash Flow Notes Assigned Preliminary Ratings Oct 30, 2026. New York, NY: Alacra Store. Retrieved Nov 07, 2026 from <http://www.alacrastore.com/s-and-p-credit-research/Penta-CLO-24-DAC-European-Cash-Flow-Notes-Assigned-Preliminary-Ratings-3652636>
  
US$ 150.00
$  £  €
Have a Question?

Any questions about the report you're considering? Our Customer Service Team can help! Or visit our FAQs.

More Research

Search all our Residential Mortgage-Backed Securities from one place.