| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 290.000 | 7.00 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | 100.00000 |
| A-2 | USD | 30.000 | 7.00 | - | AAA | - | - | - | 36.00% | - | Fixed | SOFR | - | 147 | 4.05% | - | 99.99947 |
| B | USD | 60.000 | 8.91 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | 100.00000 |
| C | USD | 30.000 | 9.18 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | 100.00000 |
| D | USD | 30.000 | 9.37 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 415 | SOFR+415 | - | 100.00000 |
| E | USD | 18.500 | 9.65 | - | BB- | - | - | - | 8.30% | - | Floating | SOFR | - | 800 | SOFR+783 | - | 98.97179 |
| Equity | USD | 34.660 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.08
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Palmer Square European CLO 2022-2: Restrictive deal puts tight limits on negative cash | Scorecard | Dealscribe | Jan 18, 2023
|
CLOS | Palmer Square CLO 2022-2: New issue sticks tight to market standards | Scorecard | Dealscribe | Jul 26, 2022
|