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
Kfs	PRV	46.400	-	-	CS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M1	AWJ	358.000	8.40	-	OOO	-	-	-	98.00%	-	Ccuywepq	BUCM	-	-	189	IKEU+189	-	-
V	CZS	76.000	52.60	-	II-	-	-	-	2.00%	-	Gcyxdodd	CJWM	-	-	848	EVKZ+848	-	-
Q	JXS	98.000	8.10	-	T	-	-	-	95.00%	-	Qcjcbdri	SUBI	-	-	340	ZBIT+340	-	-
I	RWI	90.000	56.00	-	XXX-	-	-	-	90.60%	-	Pbupwzqc	JHFB	-	-	420	GBUI+420	-	-
BR	RRA	34.000	6.50	-	MMM	-	-	-	19.00%	-	Zwoorqve	NDMV	-	-	215	TIYV+215	-	-
T	BFY	29.000	3.40	-	DD	-	-	-	16.00%	-	Vhrmqlnv	CPLO	-	-	265	INXO+265	-	-

Tranche Comments

M1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144H/Ztl N; BR: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Drt J; T: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144X/Rel K; Q: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144G/Wkl B; I: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Dvn O; V: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Myy M; Kfs: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Okm E;

Deal Comments

Wfk Xggg Xvjhfry 2.00

Risk Retention

LJ - Sql

Pricing Speed

20 GYW

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2020

WAL Test Period (YRS)

WAL Test Period End Date

May 4, 2026