CQS US CLO (CQS) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1AGX48.000--ZZZ---37.00%-Nmmvmxfz3lD-3553lR+355--
HAVZ41.000--XNCC---5.00%-Dqbbchrs3nC-7253vQ+725--
MZGO63.000--EE---19.00%-Iuooomkl3oY-1883aA+188--
CRCR49.000--P---24.00%-Ihxoxvhk3oT-2393eR+239--
IZVJ359.000--UUULLL--80.00%-Prvyliey3nB-1223tY+122--
SLHFJ7.000--SSS----44.40%-Abhwjxve3rK-4983aS+498--
CnsPXS98.600--CI-----------Retained
Tranche Comments
I: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Uqx X; M: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Gpr F; C: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Ven I; U1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Kho W; SL: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Dwu V; H: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Juo J; Cns: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Rmw B;
Deal Comments
Dgq Awcc Runighd 2.00
Risk Retention
FJ - Hxnszbkg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 27, 2016
Refinancing
Yes
WAL Test Period (YRS)
4
WAL Test Period End Date
Mar 5, 2026

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