2022-2(R)

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

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
O1A	LUI	295.388	-	-	-	BBB	-	-	90.21%	-	Jpmblwlj	3gEYJM	-	-	185	3vMIPV+185	-	655.00000
Y1X	HMM	62.900	-	-	-	MM+	-	-	20.10%	-	Yybmqfax	3mALOG	-	-	260	3gUNLN+260	-	921.00000
YDK	GRE	1.700	-	-	-	EE+	-	-	23.30%	-	Pafqu	-	-	-	260	7.088%	7.088%	503.00000
J2Z	TTU	77.000	-	-	-	UUU	-	-	33.73%	-	Plmwazbc	3xTGQX	-	-	235	3qMIZF+235	-	465.00000

Tranche Comments

O1A: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144W/Okb X; J2Z: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144N/Dui N; Y1X: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144U/Wak A; YDK: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144B/Fcg R;

Deal Comments

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Risk Retention

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WAL Test Period (YRS)

WAL Test Period End Date

Jan 14, 1998