2021-1

CQS US CLO (CQS) 2021-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CQS

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U1	QFO	47.000	-	-	NNN	-	-	-	47.00%	-	Zskfpowf	3bN	-	-	355	3lK+355	-	-
HA	AAF	7.000	-	-	PPP-	-	-	-	37.10%	-	Uhjpklsy	3uK	-	-	498	3dN+498	-	-
P	MMV	578.000	-	-	HHH	JJJ	-	-	55.00%	-	Xczrwrdu	3tR	-	-	122	3cQ+122	-	-
J	QFJ	33.000	-	-	X	-	-	-	12.00%	-	Vkpluczx	3eK	-	-	239	3cQ+239	-	-
G	CBF	22.000	-	-	JW	TT-	-	-	7.00%	-	Qwkvcjhw	3tG	-	-	725	3eO+725	-	-
M	HZH	32.000	-	-	HH	-	-	-	50.00%	-	Eldcmaen	3zZ	-	-	188	3rE+188	-	-
Xmd	HNE	57.800	-	-	UW	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Mjh T; M: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Lvf H; J: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Yjz V; U1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Flv U; HA: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Fjv R; G: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Ing W; Xmd: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Wbm P;

Deal Comments

Wjp Kzss Tswjjsm 2.00

Risk Retention

QH - Pooxqfsk

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Feb 1, 2019