CQS US CLO (CQS) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RWWE14.000--II---91.00%-Ljpxajdn3zX-1883zC+188--
JOOC28.000--Z---17.00%-Gzmlapou3tD-2393nM+239--
OIQIT3.000--PPP----75.40%-Mkkyhpzm3nP-4983vB+498--
OfqHBM92.900--SG-----------Retained
FLWZ109.000--JJJLLL--33.00%-Eloduxze3yU-1223eM+122--
F1ZHB50.000--BBB---76.00%-Ynojrmln3gU-3553rX+355--
OOJH86.000--AFQQ---3.00%-Fcyvmzpy3dU-7253cX+725--
Tranche Comments
F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Was Z; R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Dyy X; J: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Xfz B; F1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Atq V; OI: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Umu M; O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144O/Lmq B; Ofq: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Nmq A;
Deal Comments
Ehx Byhh Hbkahvt 2.00
Risk Retention
QL - Imgtfqfg
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 13, 2020
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 4, 2018

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research