Palmer Square CLO (PLMRS) 2023-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD240.000-AaaAAA-----FloatingSOFR-187SOFR+187--
A2USD12.000-NRAAA-----FloatingSOFR220-225220SOFR+220--
BUSD52.000-NRAA-----FloatingSOFR250-260250SOFR+250--
CUSD24.000-NRA-----FloatingSOFR315-330300SOFR+300--
DUSD23.000-NRBBB------FloatingSOFR515-530500SOFR+500--
EUSD12.000-NRBB------FloatingSOFR850-875824SOFR+824--
SubUSD35.640--------------Retained
Tranche Comments
A1: Redemption: 2025-04-20; Comments: Pre-placed; A2: Redemption: 2025-04-20; B: Redemption: 2025-04-20; C: Redemption: 2025-04-20; D: Redemption: 2025-04-20; E: Redemption: 2025-04-20; Sub: Redemption: 2025-04-20;
Deal Comments
Non Call Period: 1.9
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Apr 20, 2028
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Palmer Square CLO 2023-2: Manager’s lowest D-score since 2018ScorecardDealscribe
Jun 28, 2023
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