Palmer Square CLO (PLMRS) 2022-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD290.0007.00-AAA---36.00%-FloatingSOFR-157SOFR+157-100.00000
A-2USD30.0007.00-AAA---36.00%-FixedSOFR-1474.05%-99.99947
BUSD60.0008.91-AA---24.00%-FloatingSOFR-220SOFR+220-100.00000
CUSD30.0009.18-A---18.00%-FloatingSOFR-285SOFR+285-100.00000
DUSD30.0009.37-BBB----12.00%-FloatingSOFR-415SOFR+415-100.00000
EUSD18.5009.65-BB----8.30%-FloatingSOFR-800SOFR+783-98.97179
EquityUSD34.660--NR-----------Retained
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.08
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Palmer Square European CLO 2022-2: Restrictive deal puts tight limits on negative cashScorecardDealscribe
Jan 18, 2023
CLOS
Palmer Square CLO 2022-2: New issue sticks tight to market standardsScorecardDealscribe
Jul 26, 2022
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