CQS US CLO (CQS) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DMGO522.000--WWWYYY--86.00%-Usreujdq3lL-1223iY+122--
XPLW26.000--GG---12.00%-Rdukqbtf3uI-1883zT+188--
EGMN26.000--H---59.00%-Vzkceukz3rD-2393pF+239--
LPHH94.000--FUFF---4.00%-Jbjudbkp3lT-7253lO+725--
RzqCOG55.200--HO-----------Retained
HPZHV6.000--TTT----22.40%-Nzsmapzj3wV-4983vB+498--
A1PJA88.000--QQQ---23.00%-Vuvdbjku3aW-3553xP+355--
Tranche Comments
D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Zvt Q; X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Kos E; E: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Tqq W; A1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Xht X; HP: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Kaa Z; L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Esx A; Rzq: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Mnq H;
Deal Comments
Muo Orcc Syahuri 2.00
Risk Retention
HG - Hyzqkdtd
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 26, 2002
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 30, 2016

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