FINSIGHT

Canyon Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	3.000	-	Aaa	-	-	-	-	-	-	Floating	3mL	-	95	3mL+90	-	-
A-1	USD	240.000	-	Aaa	-	-	-	-	41.60%	-	Floating	3mL	-	107	3mL+107	-	-
A-2	USD	23.000	-	Aaa	-	-	-	-	36.00%	-	Floating	3mL	-	150	3mL+150	-	-
B-1	USD	39.000	-	Aa2	-	-	-	-	24.00%	-	Floating	3mL	-	175	3mL+175	-	-
B-2	USD	10.400	-	Aa2	-	-	-	-	24.00%	-	Fixed	Swaps	-	165	3.15%	-	-
C	USD	19.500	-	A2	-	-	-	-	19.20%	-	Floating	3mL	-	230	3mL+230	-	-
D	USD	25.700	-	Baa3	-	-	-	-	13.00%	-	Floating	3mL	-	335	3mL+335	-	-
E	USD	19.500	-	Ba3	-	-	-	-	8.20%	-	Floating	3mL	-	700	3mL+670	-	-
Sub	USD	40.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2021-10-15; Registration: 144A Only; A-1: First Pay: 2021-10-15; Registration: 144A Only; A-2: First Pay: 2021-10-15; Registration: 144A Only; B-1: First Pay: 2021-10-15; Registration: 144A Only; B-2: First Pay: 2021-10-15; Registration: 144A Only; C: First Pay: 2021-10-15; Registration: 144A Only; D: First Pay: 2021-10-15; Registration: 144A Only; E: First Pay: 2021-10-15; Registration: 144A Only; Sub: First Pay: 2021-10-15; Registration: 144A Only;

Deal Comments

Re-Issue. Non Call Period: 2.0

Reinvestment Period (YRS)

WAL Test Period (YRS)

Canyon Capital Advisors