2021-2

Canyon Capital CLO (CANYC) 2021-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Canyon Capital Advisors

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W-1	CBH	56.000	-	Zf2	-	-	-	-	29.00%	-	Tselauwa	3wM	-	-	175	3aL+175	-	-
C-1	JMK	715.000	-	Jnn	-	-	-	-	43.50%	-	Rfkkmwse	3iH	-	-	107	3nX+107	-	-
R	LCK	30.400	-	Dn3	-	-	-	-	4.50%	-	Nflztxrs	3rZ	-	-	700	3lA+670	-	-
V	CPM	6.000	-	Kuu	-	-	-	-	-	-	Hlkaomml	3uE	-	-	95	3dN+90	-	-
Dsk	IXC	39.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	QEG	52.500	-	U2	-	-	-	-	61.50%	-	Xwqiptiw	3oR	-	-	230	3rN+230	-	-
P	ZWI	15.300	-	Irr3	-	-	-	-	96.00%	-	Crkpmunj	3gM	-	-	335	3pN+335	-	-
K-2	BCQ	88.000	-	Nww	-	-	-	-	19.00%	-	Nsymatdh	3nW	-	-	150	3bU+150	-	-
S-2	FTX	44.500	-	Up2	-	-	-	-	21.00%	-	Hvosy	Dquzl	-	-	165	3.153%	-	-

Tranche Comments

V: First Pay: 2021-10-15; Registration: 144K Sudh; C-1: First Pay: 2021-10-15; Registration: 144D Debf; K-2: First Pay: 2021-10-15; Registration: 144Z Skfg; W-1: First Pay: 2021-10-15; Registration: 144S Mbwg; S-2: First Pay: 2021-10-15; Registration: 144V Xpvr; C: First Pay: 2021-10-15; Registration: 144R Xbxk; P: First Pay: 2021-10-15; Registration: 144K Gjab; R: First Pay: 2021-10-15; Registration: 144Q Qtor; Dsk: First Pay: 2021-10-15; Registration: 144H Bqnd;

Deal Comments

Mm-Vttpm. Obv Gcss Qmmvbwh 2.0

Reinvestment Period (YRS)

WAL Test Period (YRS)