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
Y1	FBW	79.000	-	-	MMM	-	-	-	48.00%	-	Omwjdene	3rX	-	-	355	3lB+355	-	-
Llb	GNC	65.400	-	-	BU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	OWQ	74.000	-	-	NN	-	-	-	58.00%	-	Cyhspbyj	3uM	-	-	188	3nH+188	-	-
U	UCS	130.000	-	-	EEE	MMM	-	-	85.00%	-	Bfwopazd	3mW	-	-	122	3lQ+122	-	-
A	CTW	25.000	-	-	E	-	-	-	28.00%	-	Vkvmjajw	3dP	-	-	239	3qP+239	-	-
AJ	BSO	8.000	-	-	ZZZ-	-	-	-	21.20%	-	Iadoalxd	3nI	-	-	498	3nF+498	-	-
W	CAV	44.000	-	-	PS	PP-	-	-	6.00%	-	Ghpydtlw	3cW	-	-	725	3zN+725	-	-

Tranche Comments

U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Tcp K; T: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Etw U; A: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Mui Y; Y1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Gtf U; AJ: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Vcj M; W: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Oxd K; Llb: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Yqk E;

Deal Comments

Ghm Ufgg Zjkjhvp 2.00

Risk Retention

OB - Nxhofott

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 10, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Feb 1, 2016