| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 320.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| A-2 | USD | 7.500 | - | NR | - | AAA | - | - | - | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| B-1 | USD | 21.300 | - | NR | - | AA | - | - | - | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| B-2 | USD | 22.700 | - | NR | - | AA | - | - | - | - | Fixed | SOFR | - | - | 5.471% | - | - |
| C | USD | 30.500 | - | NR | - | A | - | - | - | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D | USD | 32.000 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | - | 484 | SOFR+484 | - | - |
| E | USD | 15.000 | - | NR | - | BB- | - | - | - | - | Floating | SOFR | - | 798 | SOFR+798 | - | - |
| B | USD | 1.000 | - | B3 | - | NR | - | - | - | - | Floating | SOFR | - | 1005 | SOFR+1005 | - | - |
| Sub | USD | 40.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-08-04;
A-2: Redemption: 2024-08-04;
B-1: Redemption: 2024-08-04;
B-2: Redemption: 2024-08-04;
C: Redemption: 2024-08-04;
D: Redemption: 2024-08-04;
E: Redemption: 2024-08-04;
B: Redemption: 2024-08-04;
Sub: Redemption: 2024-08-04;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Palmer Square CLO 2022-3: No par balance or OC requirement for work-out obligations | Scorecard | Dealscribe | Sep 21, 2022
|