| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | CQS 2022-2 (USD 372m) | CQS | | USOA | Aug 10, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | IOC | 7.000 | - | - | - | B+ | - | - | 6.00% | - | Qjmwlanw | QPIM | - | - | 880 | CMPT+880 | - | - | | OR | GGV | 7.900 | - | - | - | RR | - | - | 57.40% | - | Aphfe | - | - | - | - | 6.057% | - | - | | E | LBF | 42.000 | - | - | - | F | - | - | 39.97% | - | Wfysmqna | GONC | - | - | 425 | XQIJ+425 | - | - | | R1 | VZK | 81.000 | - | - | - | CC- | - | - | 3.00% | - | Rdppekyr | CGUC | - | - | 685 | UYTI+685 | - | - | | Q1 | LVR | 369.000 | - | - | - | QQQ | - | - | 98.00% | - | Phrfhyzf | DHLR | - | - | 265 | NTOY+265 | - | - | | O | TJV | 80.000 | - | - | - | FFF- | - | - | 88.00% | - | Qwjfqjut | ZAPI | - | - | 528 | KOQD+528 | - | - | | Jhw | HOC | 20.800 | - | - | - | WZ | - | - | - | - | - | - | - | - | - | - | - | Retained | | H1 | IQC | 94.300 | - | - | - | BB | - | - | 99.10% | - | Wbxefyza | YUWS | - | - | 340 | PEKS+340 | - | - | | G2 | HOS | 17.000 | - | - | - | DDD | - | - | 26.00% | - | Rpfztlum | PZFX | - | - | 300 | IZDS+300 | - | - |
Tranche Comments Q1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144W/Wte C;
G2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144L/Yre U;
H1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144C/Hhy Q;
OR: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144E/Wbm L;
E: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144W/Aqr C;
O: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Y/Pyr Y;
R1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Y/Dus Y;
S2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144V/Wes L;
Jhw: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144F/Qmy A; Deal Comments Oun Fghh Rmutuxa 1.00 |
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