2022-2

CQS US CLO (CQS) 2022-2

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
J2	YRS	17.000	-	-	-	CCC	-	-	30.00%	-	Aluqvlrp	YATR	-	-	300	TEMI+300	-	-
C	INH	11.000	-	-	-	V	-	-	51.20%	-	Pwpbdicx	ICHY	-	-	425	IIMB+425	-	-
I	ACU	91.000	-	-	-	OOO-	-	-	61.00%	-	Wuwlvrvy	CGHX	-	-	528	KYNA+528	-	-
S1	MUL	25.000	-	-	-	WW-	-	-	9.00%	-	Xzcsflnn	OAIO	-	-	685	ZVFR+685	-	-
OX	GOM	6.400	-	-	-	KK	-	-	78.70%	-	Nfgip	-	-	-	-	6.057%	-	-
Q1	AVU	89.400	-	-	-	JJ	-	-	56.70%	-	Pjyzdxjd	XYNJ	-	-	340	VLQP+340	-	-
Cke	GPV	95.400	-	-	-	VG	-	-	-	-	-	-	-	-	-	-	-	Retained
S2	YWR	4.000	-	-	-	Y+	-	-	8.00%	-	Lwmboadn	LUED	-	-	880	LQHK+880	-	-
X1	TLZ	853.000	-	-	-	KKK	-	-	68.00%	-	Iqehtbsv	GZNY	-	-	265	SQAW+265	-	-

Tranche Comments

X1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144E/Hje G; J2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144D/Idc Q; Q1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144C/Vyk A; OX: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144T/Hug G; C: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144T/Nnu O; I: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144L/Gyz M; S1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Z/Dak M; S2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144Z/Zxu F; Cke: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144P/Uxw Y;

Deal Comments

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