Canyon CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD315.0006.40-AAA---37.00%-FloatingSOFR-155SOFR+155--
A-2USD15.0007.90-AAA---34.00%-FloatingSOFR-177SOFR+177--
BUSD50.0008.40-AA---24.00%-FloatingSOFR-205SOFR+205--
CUSD30.0009.10-A---18.00%-FloatingSOFR-250SOFR+250--
DUSD30.0009.50-BBB----12.00%-FloatingSOFR-360SOFR+360--
EUSD20.00010.00-BB----8.00%-FloatingSOFR-665SOFR+665--
SubUSD40.350--NR-----------Retained
Tranche Comments
A-1: Redemption: 2026-04-15; Registration: 144A/Reg S; A-2: Redemption: 2026-04-15; Registration: 144A/Reg S; B: Redemption: 2026-04-15; Registration: 144A/Reg S; C: Redemption: 2026-04-15; Registration: 144A/Reg S; D: Redemption: 2026-04-15; Registration: 144A/Reg S; E: Redemption: 2026-04-15; Registration: 144A/Reg S; Sub: Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 2029
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CANH28.0009.60-OOO----64.80%-ArfletykZTQQ510-525500XUCO+500-520.00000
MJWC75.00060.00-FF----4.60%-YlcxwekzISSC825-850815CBDR+798-25.00000
OPAU45.0009.40-Y---30.00%-PerzvvcvXSNX300-315300GKSQ+300-605.00000
JGLZ30.0003.60-XX---81.00%-EdwwvcmkHINP260-265265UYAE+265-389.00000
LJRW338.0006.80-DDD---10.00%-MhhskvdeDCEE-186KABS+186-529.00000
XwuZQI17.100--------------Retained
Tranche Comments
L: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Ole R; Comments: Yug-Yezogw; J: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144O/Pxk W; O: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Wdt N; C: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144T/Fnd G; M: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144B/Erv R; Xwu: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144J/Bmi I;
Deal Comments
Qmt Bbgg Klaymwi 2.00
Risk Retention
PN - Lpj
Pricing Speed
20YDV
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DEFN232.0004.10Euu-VH--83.00%-RjdhlqumNWAN-225MQMM+225--
PJLP87.0008.10GK-BBB---96.00%-VdrlmsbhMJCK-590CPTZ+574--
IZOM84.0008.00HG-F--27.67%-FufchmqjAUNZ-390UEQX+390--
X-TTVMX97.20029.20LT-QQ---7.80%-------Retained
KAKB4.30090.50C3-FL--3.50%-------Retained
SNVC99.0005.40ZR-AA--62.00%-AxsqaimwECJC-320XSEY+320--
FppvjjOPU55.661-TZ-AN----------Retained
Tranche Comments
D: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Ebu J; S: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144J/Bjo V; I: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Gwt O; P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144I/Von L; X-TT: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Dmt H; K: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Eld O; Fppvjj: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144O/Auo N;
Deal Comments
Igo Muvv Rszngbe 2.00
Risk Retention
XE - Bno
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DbozebIUD96.500--------------Retained
IRNK63.0009.60-GGG----34.00%-JzfphvvmJHDG-320PXHR+320--
EWXL675.0002.10-RRR---72.00%-NvstbxetPNXZ-133WLOI+133--
FPUB86.0001.10-S---32.00%-NqhvjbvtLLTP-220PCLW+220--
ZGVZ85.0005.20-TT---40.00%-SsebkrqoJQWG-185CGNV+185--
LKWN64.0006.40-OO----6.00%-WydoazjaGPCU-640HZYS+640--
Tranche Comments
E: First Pay: 2022-10-15; Redemption: 2024-04-15; Z: First Pay: 2022-10-15; Redemption: 2024-04-15; F: First Pay: 2022-10-15; Redemption: 2024-04-15; I: First Pay: 2022-10-15; Redemption: 2024-04-15; L: First Pay: 2022-10-15; Redemption: 2024-04-15; Dbozeb: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Hoy Jkoo Wtaqorb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UCGKE70.6003.90-T---97.00%-Cqchavtg3cT-2153sX+215--
ZOTPL86.5001.60-LLL----80.00%-Mljdbffh3dF-3303yV+330--
UWAEM89.00054.60-TT----4.00%-Qxcrwoum3uY-6753uW+675--
GAMTX69.0008.50-HH---34.00%-Gxypmkpy3gI-1703bT+170--
PSTUA539.0005.20-ZZZ---31.00%-Txvjqqpa3lP-1183wE+118--
Tranche Comments
PS: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F/Ehb N; GA: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Jpz Y; UC: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I/Zjg F; ZO: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Y/Itv H; UW: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144X/Vvr S;
Deal Comments
Abybp. Foz Dftt Kbzgozh 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HkqMII11.400--FZ-----------Retained
E-MLAU40.000--JJJ------Ehjfiwai3oY300-3153153fN+315--
H-WWHW87.000--F-----Smhqukli3aZ-2053pG+205--
L-CKWG79.700--TT-----Syrytkcb3lJ160-1701703dT+170--
D-ZTQH57.000--LL------Mvpqyjhm3eQExp qx Mvc 600n6533qL+653--
X-XGNS520.600--SSS-----Xlpxfeef3eL-1193hA+119--
Tranche Comments
X-X: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144F/Eix R; L-C: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144G/Jhl V; H-W: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144B/Clk P; E-M: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144V/Ooy J; D-Z: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144W/Qdf S; Hkq: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144K/Rfk D;
Deal Comments
Fpbpe. Qxb Quww Rpauxlg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-VQFU613.000-Doo----96.00%-Bjubhhzl3xI-1173xW+117--
LYWZ349.000-Rvv----44.00%-Juwpkivq3hQ-1173zN+117--
SGBN84.600-Zq3----2.00%-Kmxzfuoy3wZ625-6506303aW+630--
CwvcjlFJY13.000--------------Retained
WLBU12.500-M2----96.10%-Ocryohfp3qN205-2152003cQ+200--
RUOL40.000-Ddd3----14.50%-Nfscowoo3fU305-3153053kN+305--
NLCY76.000-Hl2----73.00%-Vmpsrkvj3sH160-1651703wR+170--
Tranche Comments
A-V: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Atq J; L: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144W/Det J; N: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144N/Ekz W; W: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144X/Xvk A; R: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144U/Akz Z; S: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144P/Icg D; Cwvcjl: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Rth V;
Deal Comments
Bzp-Jbmm Zjaazdv 2.00.
Risk Retention
Kqqjnqrruxj un nrqsrrsqin curu rui ujrijr rx gi rxmvfuqjr curu NV qunl qirijruxj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2NIBY65.8002.80Jee----66.88%-Ehfctuvj3uC-1403hP+140--
KDWYE70.1007.70Xgg3----52.57%-Dfmrjrrv3hD-3103eH+310--
UFWMP89.3003.90Xx3----8.84%-Rrrluqcj3wT-7153lB+715--
FOIXX45.0008.20Lq2----14.21%-Juwotdkn3jU-1703pU+170--
IMRIZ57.5005.40Y2----65.72%-Hyzelvkx3gP-2103lH+210--
Y1YUKT499.6001.40Mdd----50.90%-Uvykckwq3cF-1103dD+110--
Tranche Comments
Y1Y: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144C/Nil Y; C2N: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144F/Bxn J; FO: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144X/Fdv B; IM: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144M/Ltf T; KD: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144H/Kum U; UF: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144K/Qss X;
Deal Comments
Tuvctptkctc. Lht Spoo Wufchis 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NMWA62.000--XXX-SJ----Wxcardea3tA-3053gN+305--
NORL973.000--LLLXXX----Mhvuhfnj3xC-1183sY+118--
FMYC25.000--BB-LI----Tbjaxseh3yI-6203oN+620--
QJOA30.000--SHQ----Gfxsfyyw3mY-2053kG+205--
NRVM71.000--AAZZ----Nshsweco3cV-1703tG+170--
DumCQP89.400--------------Retained
Tranche Comments
N: Redemption: 2023-06-29; N: Redemption: 2023-06-29; Q: Redemption: 2023-06-29; N: Redemption: 2023-06-29; F: Redemption: 2023-06-29; Dum: Redemption: 2023-06-29;
Deal Comments
Usv Okjj Fxakslz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-C1CYR519.800--BBB---60.00%-Isoehzsu3fC-1183mQ+118--
C-PELD62.000--TT----5.00%-Gwvllxae3iL-6353xL+635--
F-WPIC41.500--BBB---27.00%-Yxhpupjo3iK-1183yD+118--
E-OXHV87.000--J---64.00%-Oxjadzwn3tT-2053bQ+205--
RerjbtANH93.000--------------Retained
Z-A2JUK504.000--EEE---58.00%-Tkeatxtq3iT-1183rR+118--
U-JGFW94.000--RR---59.00%-Tjuhqjnx3iF-1703jC+170--
Y-QOHV93.000--MMM----53.00%-Jflxjxuk3rH-3153tI+315--
Tranche Comments
B-C1: First Pay: 2021-10-15; Redemption: 2023-07-15; Z-A2: First Pay: 2021-10-15; Redemption: 2023-07-15; F-W: First Pay: 2021-10-15; Redemption: 2023-07-15; U-J: First Pay: 2021-10-15; Redemption: 2023-07-15; E-O: First Pay: 2021-10-15; Redemption: 2023-07-15; Y-Q: First Pay: 2021-10-15; Redemption: 2023-07-15; C-P: First Pay: 2021-10-15; Redemption: 2023-07-15; Rerjbt: First Pay: 2021-10-15; Redemption: 2023-07-15;
Deal Comments
Qphpk. Fzt Qqss Fpgrzac 2.00
Risk Retention
Ksfyqsyfri susi sir ussrss sr jr NM fucf frsrssurs qrsubufss
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date

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BWICS & Inventory

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Research