| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 256.000 | 6.10 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 190-200 | 190 | SOFR+190 | - | - |
| B | USD | 48.000 | 8.00 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 285-295 | 260 | SOFR+260 | - | - |
| C | USD | 22.000 | 8.70 | - | A | - | - | - | 18.50% | - | Floating | SOFR | 365-375 | 325 | SOFR+325 | - | - |
| D | USD | 24.000 | 9.20 | - | BBB- | - | - | - | 12.50% | - | Floating | SOFR | 565-575 | 530 | SOFR+530 | - | - |
| E | USD | 12.000 | 9.60 | - | BB- | - | - | - | 9.50% | - | Floating | SOFR | 875-900 | 825 | SOFR+808 | - | - |
| Equity | USD | 34.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sector | Name | Type | Publisher | Date |
|---|---|---|---|---|
CLOS | Palmer Square European CLO 2023-1: Possible drafting error increases post-reinvestment flexibility | Scorecard | Dealscribe | Jul 19, 2023 |
CLOS | Palmer Square European Loan Funding 2023-1: Static CLO template gains ESG expansion | Scorecard | Dealscribe | May 17, 2023 |
CLOS | Palmer Square CLO 2023-1: Palmer Square’s first 2023 deal keeps to the manager’s mould | Scorecard | Dealscribe | Apr 19, 2023 |