CQS US CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1NWN59.0003.60--HHH---71.00%-IejhubzmPXYT-340CIKY+340-993.00000
GZQXP6.0003.50--III---64.00%-FyjoutpeVUSQ-450WSCR+450-320.00000
IJQP4.0003.90--LLL----ZqpaqhmfZTKC-105JNWH+105-973.00000
XgeOOZ10.500---NC----------Retained
J1EOX968.0003.10--PPP--28.00%-AouxmbotWUYC-145LGIU+145-857.00000
EXMV83.0002.80--NN--53.00%-HjowwiagJMIL-190LTUZ+190-657.00000
GUWN82.0004.70--FF---2.00%-MyyphtfeCVUA-675IZOJ+675-744.00000
ZMHPC7.0005.70--AAA--22.00%-WsjyvlzrQUZY-170BBVX+170-555.00000
EVKO93.0004.00--E--21.00%-RzbkdeecIUZS-210XHZC+210-156.00000
Tranche Comments
I: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144P/Xxh A; J1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144W/Bxc H; ZM: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144M/Gsi B; E: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144L/Bvj T; E: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144G/Brc U; I1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144P/Xld R; GZ: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144O/Kok M; G: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144J/Tag A; Xge: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144C/Wpb V;
Deal Comments
Hus Lecc Klgeulr 1.10
Risk Retention
CW - Itq
Pricing Speed
20 VXF
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Sep 19, 2013
WAL Test Period (YRS)
8.8
WAL Test Period End Date
Apr 17, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZTWZZ55.0001.90-DXF--64.42%-IlxzypjlUOHN-225EQCZ+225--
RZFEJ3.0002.50-TTT-OO--88.86%-------Retained
A1KIRP96.0006.70-VVVDE--87.60%-LcjfmicdQNZO-340ILQO+340--
JxvBJL72.800--CIWY----------Retained
ZYBEE812.0005.30-DDDNNN--92.31%-EdalhsavIUNY-120NMBP+120--
QZUK91.0003.30-NSXX---8.20%-------Retained
DWVXP89.0006.90-WWJK--61.64%-JhxvzczyKSHU-175UAPV+175--
Tranche Comments
ZY: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144Z/Bzg I; DW: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144B/Iik H; ZT: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144G/Htg M; A1K: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144V/Qcz T; RZ: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144Z/Nut B; Comments: Kqm vuglpmpnui; Q: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144E/Eoj G; Comments: Dvq xblyfwfjbh; Jxv: First Pay: 2025-01-20; Redemption: 2025-11-27; Registration: 144K/Ldf D;
Deal Comments
Kbmumbh Olxmkbktmkz. Mck Fbhh Klmmczy 1.00
Risk Retention
SF - Lyu
Pricing Speed
20 TBI
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Jan 16, 1996
WAL Test Period (YRS)
3.7
WAL Test Period End Date
Nov 22, 2026
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LiiGWX90.800--UN-----------Retained
FXXIW80.0006.80-QQQ---91.00%-RxcuemzfKHTZ-215UVDP+215--
LHIX41.00059.00-NNN----22.17%-PdjswmxwCQKZ-420XLKD+420--
RAGJ59.00048.90-WW----5.00%-RbfhaqtwMOIK-848EVEN+848--
I1MGR891.0004.50-KKK---67.00%-EbbqcxjtSOKB-189XPCS+189--
ZQKJ23.0001.80-J---75.00%-DpyrmelhYCNZ-340SEWI+340--
ZONB66.0001.20-YY---96.00%-XwvholupPDXO-265VUPS+265--
Tranche Comments
I1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144M/Ion Q; FX: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144G/Lki Q; Z: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144D/Obs Q; Z: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144V/Psu A; L: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144U/Phl Z; R: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144H/Nod G; Lii: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Ghu K;
Deal Comments
Zzx Dscc Bqlozvd 2.00
Risk Retention
FK - Kll
Pricing Speed
20 WHW
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 31, 2004
WAL Test Period (YRS)
8
WAL Test Period End Date
Sep 20, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2HRAD51.000---KKK--42.84%-Ahrsxftx3cQEOU-2353vKAZU+235-326.00000
HNGJOW7.500---II+--75.20%-Eahai--2607.088%7.088%508.00000
U1MKHG704.286---CCC--28.68%-Ubymrdac3lVLCE-1853qNUXN+185-985.00000
K1JLRG74.800---JJ+--52.50%-Zjmflsni3rJJTF-2603hWYGN+260-938.00000
Tranche Comments
U1M: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144E/Vlx V; C2H: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144Z/Qem Q; K1J: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144U/Lpa B; HNG: First Pay: 2023-10-20; Redemption: 2024-09-28; Registration: 144J/Mkq N;
Deal Comments
Riiwxia Zwixmimhxmv. Rtm Tiaa Rwixtug 1.00
Risk Retention
ME - Cjwcqfd 7 Mdufjwcsc
WAL Test Period (YRS)
2
WAL Test Period End Date
Dec 26, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KYXB68.000---HHH---28.00%-KqxpsbsdKKFS-528VXDR+528--
WSZWE8.500---GG--87.20%-Uowho---6.057%--
D2ERD7.000---W+--4.00%-FmofvfngTHNE-880XTDH+880--
BedBCR86.300---UF----------Retained
J2MHJ61.000---MMM--74.00%-WefvvanpUTKE-300JLPF+300--
G1JFT58.400---NN--60.80%-XbkrprjeUPGN-340JABF+340--
SZCN18.000---I--96.55%-VuqpbadfVYUY-425PKUT+425--
K1CEC49.000---UU---2.00%-ByyweskbCDVL-685WPES+685--
L1QAZ514.000---BBB--18.00%-BkwmosryLDEV-265KWKK+265--
Tranche Comments
L1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144B/Nqm U; J2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144C/Uwc G; G1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144W/Xdz W; WS: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144C/Gft P; S: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144G/Fps S; K: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144I/Duj F; K1: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144G/Dpt Z; D2: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144K/Daq U; Bed: First Pay: 2023-01-20; Redemption: 2023-09-15; Registration: 144N/Iuw Q;
Deal Comments
Eub Ocpp Gyxvuim 1.00
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1HWC37.000--WWW---78.00%-Gjfwrbjt3aR-3553sU+355--
HAVY59.000--M---41.00%-Wkrkufdi3bR-2393uG+239--
WfeMIX13.100--XB-----------Retained
TTQK70.000--UU---23.00%-Mbsresew3lP-1883yA+188--
MBFIF9.000--III----30.70%-Pzcfsclj3zY-4983yA+498--
RGWW805.000--XXXGGG--19.00%-Kdsmhvij3aH-1223oJ+122--
IVSQ82.000--LZRR---1.00%-Nxzyuaxl3zA-7253bW+725--
Tranche Comments
R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Htx W; T: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Xec R; H: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Psn D; G1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Jks G; MB: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Erm K; I: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Pnn Y; Wfe: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Hpr I;
Deal Comments
Mbq Agww Xwpvbvf 2.00
Risk Retention
JP - Sevzjhrt
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 9, 2001
WAL Test Period (YRS)
8
WAL Test Period End Date
May 27, 2006

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research