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
H1	KWS	328.000	9.20	-	-	HHH	-	-	79.00%	-	Zfxbdjpl	ENSG	145	-	145	SESX+145	-	-
M2U	ZSV	9.000	7.00	-	-	BBB-	-	-	44.00%	-	Scuwfeyo	ZHLT	450	-	450	TQVQ+450	-	-
J	NGW	54.000	6.30	-	-	Z	-	-	72.00%	-	Mdxqeink	VQVU	210	-	220	WEJM+220	-	-
Don	XEY	28.600	-	-	-	AC	-	-	-	-	-	-	-	-	-	-	-	Retained
T1 Gklkp	MOK	835.000	4.40	-	-	VVV	-	-	76.00%	-	Zxehsckn	QVBJ	-	-	145	HOZA+145	-	-
XG	OQW	2.000	4.60	-	-	ZZZ	-	-	37.00%	-	Kipqboig	JWJD	170	-	170	NWXT+170	-	-
R	EFW	85.000	7.40	-	-	XX-	-	-	2.00%	-	Eulklcca	ZTOU	650-675	-	675	VIVP+675	-	-
M	RSI	84.000	9.50	-	-	AA	-	-	83.00%	-	Dvrqftqt	QOFU	190	-	190	DOFI+190	-	-
H1	KFI	89.000	9.30	-	-	UUU	-	-	81.00%	-	Arviqdqi	BKNH	340	-	350	GTTU+350	-	-
C2R	XJW	1.000	5.00	-	-	MMM-	-	-	14.00%	-	Saues	-	-	-	450	8.50%	-	-

Tranche Comments

H1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144K/Jzc S; T1 Gklkp: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144H/Yuv S; XG: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144A/Ojf K; M: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144M/Wcm L; J: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144P/Qaz M; H1: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144Z/Gzd Z; M2U: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144A/Ibh C; C2R: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144W/Ndk B; R: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144E/Evj V; Don: First Pay: 2026-01-20; Redemption: 2026-07-20; Registration: 144D/Foi Y;

Deal Comments

Ums Ebnn Fpmfmvj 1.10

Risk Retention

DM - Xzu

Pricing Speed

20 YIY

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Dec 7, 2023

WAL Test Period (YRS)

WAL Test Period End Date