FINSIGHT

CQS US CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Manulife Financial Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S	ONL	96.000	8.60	-	-	V	-	-	23.00%	-	Hbqfvdhx	GLGZ	210	-	220	GQAS+220	-	-
Y2R	ASZ	3.000	3.00	-	-	ZZZ-	-	-	18.00%	-	Psbrm	-	-	-	450	8.50%	-	-
M	OOO	33.000	9.20	-	-	JJ-	-	-	8.00%	-	Lvlkdwpm	BNQI	650-675	-	675	WXIJ+675	-	-
XM	WBE	7.000	9.80	-	-	LLL	-	-	89.00%	-	Erwahpwi	HBSC	170	-	170	LDMT+170	-	-
F	UXP	63.000	9.40	-	-	QQ	-	-	82.00%	-	Szyhwzsb	XIID	190	-	190	EICF+190	-	-
A2I	FKK	3.000	7.00	-	-	TTT-	-	-	51.00%	-	Qqodefqj	GOGH	450	-	450	BHKO+450	-	-
Z1 Seolo	RPE	662.000	1.30	-	-	III	-	-	10.00%	-	Pvvnnfun	IZYU	-	-	145	BLQQ+145	-	-
W1	QCG	305.000	9.80	-	-	VVV	-	-	18.00%	-	Jmezlycw	SMJW	145	-	145	JLGZ+145	-	-
X1	TBV	68.000	1.50	-	-	NNN	-	-	47.00%	-	Eejybjog	LIOL	340	-	350	IUXK+350	-	-
Npn	ZOR	68.800	-	-	-	SR	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144L/Iuh P; Z1 Seolo: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144K/Jww R; XM: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144G/Xpx X; F: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144C/Rqi W; S: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144Z/Lsg W; X1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144M/Yze X; A2I: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144E/Jiu U; Y2R: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144J/Zsd V; M: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144U/Cuv K; Npn: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144B/Mjy M;

Deal Comments

Lgs Rhaa Spetgek 1.10

Risk Retention

KJ - Eln

Pricing Speed

20 DTR

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

Dec 15, 2006

WAL Test Period (YRS)

WAL Test Period End Date