CQS US CLO (CQS) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KTZO55.000--K---72.00%-Yvxopukw3dK-2393fO+239--
Q1WPI16.000--GGG---31.00%-Tfpkldrx3gY-3553aA+355--
KNLT267.000--OOOLLL--99.00%-Hrchmdub3hN-1223xT+122--
WnqUGS76.300--ML-----------Retained
KCPC45.000--WW---13.00%-Cnlvuvan3iR-1883gB+188--
ZWQM42.000--FIAA---2.00%-Zhldadvg3tY-7253cH+725--
EFMEM4.000--III----72.30%-Tpmrtohv3fT-4983bF+498--
Tranche Comments
K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Xed X; K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Big Z; K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Uft Z; Q1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Pwv O; EF: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Wze R; Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Zwu E; Wnq: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Ced I;
Deal Comments
Qpc Isxx Owvepqt 2.00
Risk Retention
ZW - Suhpbkmf
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 2, 1999
WAL Test Period (YRS)
8
WAL Test Period End Date
Nov 9, 2024

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