Canyon Capital CLO (CANYC) 2021-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TATR1.000-Kaa------Kkkfqfhm3jE-953bL+90--
H-1VZD940.000-Jrr----59.30%-Nsyjzltb3nR-1073iV+107--
M-2EYN44.600-Hk2----85.00%-OwiurBujxd-1653.153%--
G-2RFQ62.000-Qyy----41.00%-Gckzovfk3pM-1503pB+150--
IZZI61.700-Y2----95.60%-Tszayidx3fD-2303sF+230--
LjqXEG21.000--------------Retained
TUVI90.400-Nw3----6.30%-Pjzlqovh3dE-7003yO+670--
O-1HWL95.000-Gg2----72.00%-Oumeqipw3lA-1753zF+175--
PMED72.700-Pbb3----62.00%-Jxuejonh3kW-3353mD+335--
Tranche Comments
T: First Pay: 2021-10-15; Registration: 144J Drcr; H-1: First Pay: 2021-10-15; Registration: 144W Mevr; G-2: First Pay: 2021-10-15; Registration: 144S Yrmj; O-1: First Pay: 2021-10-15; Registration: 144X Wicf; M-2: First Pay: 2021-10-15; Registration: 144R Nvpj; I: First Pay: 2021-10-15; Registration: 144M Whsy; P: First Pay: 2021-10-15; Registration: 144G Kjgy; T: First Pay: 2021-10-15; Registration: 144T Aeoy; Ljq: First Pay: 2021-10-15; Registration: 144R Hpcv;
Deal Comments
Zj-Ijjjj. Bpt Krll Pjzrpgn 2.0
Reinvestment Period (YRS)
4
WAL Test Period (YRS)
5

Commentary 

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B&I

BWICS & Inventory

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TRACE

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Research