| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 240.000 | - | Aaa | AAA | - | - | - | - | - | Floating | SOFR | - | 187 | SOFR+187 | - | - |
| A2 | USD | 12.000 | - | NR | AAA | - | - | - | - | - | Floating | SOFR | 220-225 | 220 | SOFR+220 | - | - |
| B | USD | 52.000 | - | NR | AA | - | - | - | - | - | Floating | SOFR | 250-260 | 250 | SOFR+250 | - | - |
| C | USD | 24.000 | - | NR | A | - | - | - | - | - | Floating | SOFR | 315-330 | 300 | SOFR+300 | - | - |
| D | USD | 23.000 | - | NR | BBB- | - | - | - | - | - | Floating | SOFR | 515-530 | 500 | SOFR+500 | - | - |
| E | USD | 12.000 | - | NR | BB- | - | - | - | - | - | Floating | SOFR | 850-875 | 824 | SOFR+824 | - | - |
| Sub | USD | 35.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 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
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Palmer Square CLO 2023-2: Manager’s lowest D-score since 2018 | Scorecard | Dealscribe | Jun 28, 2023
|