| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 280.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| A-1B | USD | 20.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 6.321% | - | - |
| A-2 | USD | 15.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| B | USD | 65.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | 290-300 | 300 | SOFR+300 | - | - |
| C | USD | 30.000 | - | - | A | - | - | - | - | - | Floating | SOFR | 390-400 | 400 | SOFR+400 | - | - |
| D | USD | 22.500 | - | - | BBB | - | - | - | - | - | Floating | SOFR | 535-550 | 534 | SOFR+534 | - | - |
| E | USD | 21.250 | - | - | BB- | - | - | - | - | - | Floating | SOFR | 925a | 858 | SOFR+858 | - | - |
| Sub | USD | 34.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: Redemption: 2024-11-15;
A-1B: Redemption: 2024-11-15;
A-2: Redemption: 2024-11-15;
B: Redemption: 2024-11-15;
C: Redemption: 2024-11-15;
D: Redemption: 2024-11-15;
E: Redemption: 2024-11-15;
Sub: Redemption: 2024-11-15;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2027
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Palmer Square Loan Funding 2022-4: Latest static CLO tweaks ESG prohibitions | Scorecard | Dealscribe | Apr 12, 2023
|
CLOS | Palmer Square CLO 2022-4: New issue forgoes low purchase price bucket | Scorecard | Dealscribe | Jan 11, 2023
|