| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 292.400 | - | Aaa | - | - | - | - | 32.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| A-2 | USD | 51.600 | - | Aa2 | - | - | - | - | 20.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | 100.00000 |
| B | USD | 21.500 | - | A2 | - | - | - | - | 15.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | 100.00000 |
| C | USD | 18.275 | - | Baa3 | - | - | - | - | 10.75% | - | Floating | SOFR | - | 475 | SOFR+475 | - | 100.00000 |
| D | USD | 16.125 | - | Ba3 | - | - | - | - | 7.00% | - | Floating | SOFR | - | 850 | SOFR+800 | - | 98.00000 |
| Sub | USD | 23.750 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-01-20; Redemption: 2024-06-28;
A-2: First Pay: 2024-01-20; Redemption: 2024-06-28;
B: First Pay: 2024-01-20; Redemption: 2024-06-28;
C: First Pay: 2024-01-20; Redemption: 2024-06-28;
D: First Pay: 2024-01-20; Redemption: 2024-06-28;
Sub: First Pay: 2024-01-20; Redemption: 2024-06-28;
Deal Comments
Non Call Period: 1.00. Deal includes ESG focused eligibility criteria
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Palmer Square European Loan Funding 2023-1 | Performance Analytics | Dealscribe | May 17, 2023
|
CLOS | Palmer Square Loan Funding 2022-4 | Performance Analytics | Dealscribe | Apr 12, 2023
|