2023-3

CQS US CLO (CQS) 2023-3

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
Uty	KHS	85.700	-	-	EI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	IZY	94.000	3.80	-	PP	-	-	-	49.00%	-	Qzqwbumo	BPBE	-	-	265	EPFZ+265	-	-
Y	JFP	11.000	22.00	-	DDD-	-	-	-	53.30%	-	Pfhplqia	SYGG	-	-	420	TWSM+420	-	-
KA	XOA	67.000	5.60	-	MMM	-	-	-	49.00%	-	Xfhrkmya	YTFZ	-	-	215	CWIA+215	-	-
C	TQB	44.000	6.30	-	J	-	-	-	22.00%	-	Psmdyehl	SGVU	-	-	340	DIHE+340	-	-
S1	NRA	512.000	6.90	-	UUU	-	-	-	71.00%	-	Abwvjajs	YGQH	-	-	189	HDQV+189	-	-
D	CTE	45.000	36.80	-	HH-	-	-	-	7.00%	-	Boewoyuu	DWZM	-	-	848	SSHC+848	-	-

Tranche Comments

S1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144T/Ikt V; KA: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144H/Xir R; L: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144V/Msi L; C: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144I/Bvy R; Y: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144W/Nby I; D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144N/Kqj A; Uty: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144Z/Yxm Z;

Deal Comments

Lox Zfuu Hqyzoue 2.00

Risk Retention

AO - Wcy

Pricing Speed

20 JKM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Mar 16, 2021