Canyon Capital CLO (CANYC) 2021-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2CJJ95.100-Mi2----34.00%-VftbpCjjho-1653.153%--
EYHF39.300-Qjj3----38.00%-Bfxwuxuv3mS-3353nC+335--
AANV56.600-Gu3----5.90%-Ieqdbean3nH-7003rF+670--
MXPB9.000-Vnn------Bupbmnxn3aR-953mS+90--
E-1ISC976.000-Pjj----85.70%-Xsfubmmm3zI-1073eW+107--
Q-2EZY19.000-Ann----48.00%-Mcdjoljz3pS-1503rD+150--
IttOMA21.000--------------Retained
U-1AEW93.000-Xz2----95.00%-Fqdvavvd3bV-1753iS+175--
VJUP44.300-O2----72.50%-Jcjzqzdk3fJ-2303oF+230--
Tranche Comments
M: First Pay: 2021-10-15; Registration: 144U Fcav; E-1: First Pay: 2021-10-15; Registration: 144Y Ybic; Q-2: First Pay: 2021-10-15; Registration: 144V Smak; U-1: First Pay: 2021-10-15; Registration: 144U Dzzz; W-2: First Pay: 2021-10-15; Registration: 144F Xbng; V: First Pay: 2021-10-15; Registration: 144A Wmhj; E: First Pay: 2021-10-15; Registration: 144K Lbnw; A: First Pay: 2021-10-15; Registration: 144B Evps; Itt: First Pay: 2021-10-15; Registration: 144L Hvrv;
Deal Comments
Vb-Jmmvb. Isz Vxpp Nbenslk 2.0
Reinvestment Period (YRS)
8
WAL Test Period (YRS)
7

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