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
Tfk	OAL	33.400	-	-	ZA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	RGE	94.000	-	-	WG	LL-	-	-	6.00%	-	Eepyhfny	3uV	-	-	725	3zN+725	-	-
D	ESN	968.000	-	-	CCC	CCC	-	-	70.00%	-	Mqvqytvm	3xA	-	-	122	3bL+122	-	-
H1	EWH	44.000	-	-	LLL	-	-	-	83.00%	-	Pxdfqood	3oO	-	-	355	3pI+355	-	-
MM	IUV	7.000	-	-	GGG-	-	-	-	98.30%	-	Fxsqxiru	3nL	-	-	498	3rK+498	-	-
L	XMQ	73.000	-	-	E	-	-	-	19.00%	-	Evqmyaql	3yK	-	-	239	3lY+239	-	-
U	ZPY	10.000	-	-	II	-	-	-	94.00%	-	Qeqipfti	3zF	-	-	188	3kM+188	-	-

Tranche Comments

D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Hiy C; U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Kun A; L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Gnr E; H1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Xny U; MM: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Rlm X; X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Eqk Q; Tfk: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Vfd D;

Deal Comments

Fgo Aqxx Aqyxgud 2.00

Risk Retention

JD - Kgkvpecx

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 1995

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 18, 2017