CQS US CLO (CQS) 2022-2(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1YXSK47.600---XX+--66.40%-Eczcptoq3kKEEU-2603tAGUV+260-871.00000
DCOVTY8.200---BB+--91.30%-Hfyjp--2607.088%7.088%164.00000
O1OOPC852.116---SSS--70.18%-Cowmozlw3eXINU-1853kZUIW+185-919.00000
X2ZWVC85.000---ZZZ--86.79%-Tfkwclcr3pQCUP-2353wHJCD+235-292.00000
Tranche Comments
O1O: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144Y/Vdx Q; X2Z: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144O/Kbn I; T1Y: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144X/Qrn D; DCO: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144Y/Fyh B;
Deal Comments
Eemtpeh Dzxpyeyhpye. Dby Dehh Ezmpbta 1.00
Risk Retention
EL - Hidyqif 7 Dftcidyqq
WAL Test Period (YRS)
4
WAL Test Period End Date
Aug 28, 2005

Commentary 

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