Canyon CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VEEK18.0005.10QY-N--49.00%-BxbxxrnyXMVT175-185185SPSX+185--
MTCC99.0005.50JT-MM--77.00%-ExulqqpoQNBR150-155160TNSQ+160--
Y-2HRM46.0002.00WG-QQQ--34.00%-WdrayaydSTQV140l145TGMB+145--
JrgajaXAV82.500--------------Retained
T-1TRF993.0008.80Tzz-OA--69.00%-XrshzqcqEJFH115115PJFI+115--
N-2IHE4.00022.20PQ-UUU---51.00%-SjmvthqgHGWY370-380390ANXN+390--
GNLK58.00086.50GW-MM---5.00%-XeewrbwiPWDV450-475475GTWZ+475--
I-1NJN17.0009.30VU-WWW---33.00%-ZleotlsgVWVS255-265275SMQW+275--
SUSM7.55095.30R3-DU--6.61%-EhojcjhpVWML-750IEIP+750--
Tranche Comments
T-1: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144H/Pxk G; Comments: Ojs-Obhssz; Y-2: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144D/Rws G; M: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144T/Trs F; V: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144J/Hwl S; I-1: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144K/Pjm C; N-2: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144H/Atx E; G: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144L/Iun M; S: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144I/Juf G; Jrgaja: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144T/Rpi K;
Deal Comments
Rcv-Gupp Khhtced 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 2, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1CFYK37.0001.40XS-GGG---37.00%-XewaoduoYKEG250-260260HTLA+260--
Z2SUHO1.0001.40FP-YYY---38.00%-XlruvzmlVCAL370-380400KOFQ+400--
D2JKVE3.0009.20IH-PPP--70.00%-ZejvbsouGXXH140140PCQG+140--
XBPZF82.0007.60OL-SS--24.00%-GvcmwwhjWJTQ150-155155VDGA+155--
NTKOS21.0008.30BZ-DD---2.00%-DnwwjxqnCDLO475-500475XAPR+475--
Y1VJRX709.0003.20Kii-MI--28.00%-WrtwhvotGOJT118118KYOH+118--
TQXQZ56.0004.10ZI-Z--43.00%-MwjrwohvTWEN170-175175ETAJ+175--
DFFEB9.6801.70T3-WZ--6.74%-SskfwtxsCUGY-720BCNB+720--
Tranche Comments
Y1V: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144F/Paf I; D2J: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144T/Dcl N; XB: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144U/Vwy K; TQ: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144M/Rcs A; U1C: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144D/Wsb Z; Z2S: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144B/Ppk R; NT: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144W/Nbe N; DF: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144F/Xqe Q;
Deal Comments
Vkhkz. Iow Ghss Kknholt 2.00
Risk Retention
WI - Boe
Pricing Speed
20% WDG
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 18, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-B2LBP30.3004.90-VVV----68.80%-ZyhblonrVWTX-285SPOI+285--
E-R2QPU85.0004.50-AA----2.20%-IfhfrmbxLPOZ-600GNVI+600--
O-U2NUR92.0006.20-YY---30.55%-NhiplxilWJAA-150BYZA+150--
XtiWUY56.800--EL-----------Retained
M-H2YXG70.2009.10-J---93.95%-YqkcsanxCVQM-190JCUZ+190--
U-I2UZL226.0003.40-GGG---59.35%-LqflqsaoXOUG-101MHIQ+101--
Tranche Comments
U-I2: First Pay: 2025-04-15; Redemption: 2026-02-11; Registration: 144L/Tuk H; O-U2: First Pay: 2025-04-15; Redemption: 2026-02-11; Registration: 144T/Pob X; M-H2: First Pay: 2025-04-15; Redemption: 2026-02-11; Registration: 144U/Jyq P; B-B2: First Pay: 2025-04-15; Redemption: 2026-02-11; Registration: 144I/Umy V; E-R2: First Pay: 2025-04-15; Redemption: 2026-02-11; Registration: 144H/Qyi Z; Xti: First Pay: 2025-04-15; Redemption: 2026-02-11; Registration: 144B/Ahb P;
Deal Comments
Rxkiptpfipg. Xyp-Ytaa Cxtiyvj 1.00
Risk Retention
AQ - Qpx
Pricing Speed
20% DCP
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 13, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-X2AOD54.2002.80-VV---54.41%-BkjbhiizKEVH-153XUIN+153--
H-Z2XOB98.0008.20-F---80.60%-MfcwetkcLCXE-185IOTX+185--
C-Q2WEF700.5004.20-YYY---30.78%-ZvqqdbpsUPTT-103TCSF+103--
C-P2OGB19.0001.20-VV----3.36%-KxfxmzzfFHCF-575GXTZ+575--
VhxVCO14.700--GW-----------Retained
J-H2XBO70.0006.10-WWW----64.65%-VlxbhkviUQIZ-295YUYH+295--
Tranche Comments
C-Q2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144M/Tvu B; X-X2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144K/Bxa U; H-Z2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144L/Bty S; J-H2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144Z/Gzy S; C-P2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144P/Rny W; Vhx: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144Q/Pzb V;
Deal Comments
Wmbvnmnyvnw. Etn-Omee Mmevtup 1.0
Risk Retention
AS - Bkq
Pricing Speed
20% XXU
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 15, 1995
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-C1-T2UZV984.3009.30-FFF---25.65%-QemoueytOBOX-108YBSP+108--
W-A2KBK52.0008.30-RR---54.48%-ZhmkslqhYPNI-165ZNLJ+165--
Z-G2AJF81.9008.90-FFF---88.97%-LuwhlxkeEAVZ-108PVYA+108--
G-M2CRH45.0006.10-G---22.48%-PwhopxpaGICY-195JWFJ+195--
W-D2IZJ65.0004.20-PPP----11.80%-AzlevyhfZTPS-310PKHK+310--
U-P2-Y2KZY758.0002.50-AAA---32.38%-DjdrpllwBXZL-108JKWM+108--
F-L2JUE59.0003.50-GG----4.40%-VedrhueeFJWF-625PJZB+625--
AwdZQC35.000--DX-----------Retained
Tranche Comments
Z-G2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144Z/Aok I; F-C1-T2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144F/Oxn Q; U-P2-Y2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144E/Bac J; W-A2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144U/Qfz M; G-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144B/Fms Z; W-D2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144I/Jaz K; F-L2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144U/Lob G; Awd: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144F/Eis B;
Deal Comments
Hwquhqhxuhm. Xmh Cqpp Owqumfb 1.00
Pricing Speed
20% DJJ
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Jan 19, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2QSI8.00063.80--TTT---15.00%-Djlxn---7.83%7.830%906.00000
CTUS40.00076.90--ZZ---1.00%-DdfuvemkZYVM-575BXXT+575-466.00000
K-1JRR566.0005.40Cnn----40.00%-TfyfylviMNJO-136VVBH+136-286.00000
VkfJEQ33.370--------------Retained
XHFE46.0004.80--F--94.00%-CeqqlpsnPCHB-200BMVO+200-388.00000
C-1NZU82.0003.50--LLL---62.00%-BxqjweyhMNPY-310VEKN+310-471.00000
N-2QTD36.0005.80--ZZZ--70.00%-VmomoozhZWSP-160JJXG+160-833.00000
UVFP5.30013.50U3----1.90%-------Retained
WUEB45.0001.40--KK--61.00%-McruomjrHHYA-180QPVT+180-823.00000
Tranche Comments
K-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Yva G; N-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144I/Usq J; W: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Jmj Z; X: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Eix N; C-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144L/Ioz F; R-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Q/Dki M; C: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144G/Rfd E; U: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144J/Mkj V; Vkf: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Djo S;
Deal Comments
Wfg-Laqq Bbcofuk 2.00
Risk Retention
MR - Hmg
Pricing Speed
20 ZVF
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 2, 2003
WAL Test Period (YRS)
1
WAL Test Period End Date
Oct 18, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-CZNV5.4009.70K3-VC--7.20%-PyxkbzeiYBKS----Retained
E-2-WJMC24.0001.20TF-JJJ--80.00%-CfepdkmdAMES-160QLJH+160--
L-1-ITRU226.0003.80Iss-SSS--87.00%-SsrjxbuwOWOP-140BXYC+140--
D-QLCD16.0008.20FB-LL--31.00%-RwquzoiwZUMR-195AYVA+195--
D-1-LKBG41.0009.60GJ-ZZZ---59.00%-HzplpponBWNJ-325TSAJ+325--
TLTP2.9008.60Kaa-QP----TzjqcpzvWSQU-100LSOJ+100--
M-FREX22.4006.20WA-CC---6.00%-OvfuyqvtDBTH-715AGCX+715--
D-GFHZ70.0002.70ZZ-P--12.00%-IkewltjvDSXO-215CELU+215--
F-2-MENH2.7009.40VD-ZZZ---26.50%-IfcowbqfLSDZ-500HUEH+500--
Tranche Comments
T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144V/Dyu C; L-1-I: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Qsv A; E-2-W: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Gxn D; D-Q: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144D/Yuq O; D-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144F/Rtc Y; D-1-L: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144B/Xnr Y; F-2-M: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Wjf P; M-F: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144J/Wvb B; F-C: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Q/Lqf C;
Deal Comments
Epcpx. Ebv Rwkk Mpecbgs 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 1, 2020
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2-RREEU2.00010.00-QQQ----32.00%-TforvzrjPWUZ-515SXKY+515-897.00000
W-YYHGK10.0001.40-BBB---36.00%-ElwusoifSOAC-143XABW+143-241.00000
T-CCJKL44.0001.80-P---59.00%-XzmabuouNHMN-220CEGR+220-548.00000
A-CCEQD79.00085.50-YY----2.00%-------Retained
SigCQF91.500--------------Retained
Y-1-QQJOG88.0006.10-KKK---37.00%-QkqlvsotEXUO-365YCOD+365-278.00000
Hjm WnnNRW58.520--------------Retained
L-EEJNT130.0004.70-OOO---92.00%-KjxjomnlESAH-143XYSB+143-299.00000
T-UUKOR42.0003.10-MM---48.00%-LjrekttqJLYG-180JEOW+180-416.00000
Tranche Comments
L-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Jnq G; W-YY: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Aho G; T-UU: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Ezg N; T-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Abi W; Y-1-QQ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Izs T; X-2-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Twp U; A-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Ywn F; Hjm Wnn: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Mbl Y; Sig: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Ton E;
Deal Comments
Jfmfg. Nbt Rnff Ifembku 2.00
Pricing Speed
20% UTJ
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 9, 2001
WAL Test Period (YRS)
6
WAL Test Period End Date
Dec 19, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1FFK180.0009.90-III---14.00%-OvxozorpLKPP-155UPUZ+155--
SFKA77.0006.50-J---38.00%-SerlsmkeMGJU-250ENUJ+250--
HRSU84.0006.30-QQQ----40.00%-HrxyvbdvESAZ-360KIKD+360--
QMLZ84.00028.00-UU----1.00%-JlfosaxfJGMW-665NLUO+665--
GmgCGF51.860--EA-----------Retained
Q-2WYL78.0005.70-CCC---45.00%-PpsaajhzNSEL-177YWVY+177--
JERK38.0007.20-NN---84.00%-XdhjcplkTTVJ-205ILEC+205--
Tranche Comments
U-1: Redemption: 2026-04-15; Registration: 144D/Liz O; Q-2: Redemption: 2026-04-15; Registration: 144O/Qpf R; J: Redemption: 2026-04-15; Registration: 144Y/Twi M; S: Redemption: 2026-04-15; Registration: 144Y/Usl A; H: Redemption: 2026-04-15; Registration: 144N/Lyo S; Q: Redemption: 2026-04-15; Registration: 144L/Iqi J; Gmg: Redemption: 2026-04-15; Registration: 144C/Tky J;
Deal Comments
Jzw Vctt Vebgzzh 2.00
Pricing Speed
20% KNL
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 2, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JUGZ58.0007.80-LL---54.00%-CwdpcqtlZSAS260-265265GCTS+265-310.00000
BCEM87.0007.30-O---58.00%-YmkuaoyqVIBN300-315300LLPA+300-139.00000
WmhOIU50.580--------------Retained
NTOZ92.00055.00-MM----3.50%-GjdovzesPYVD825-850815DMWP+798-93.00000
EKXY440.0005.80-III---45.00%-CvcybcpuIVYI-186YWOB+186-766.00000
GKWN26.0004.10-OOO----93.20%-OquplsfrLTPJ510-525500IYJK+500-510.00000
Tranche Comments
E: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144D/Tre U; Comments: Fje-Fbshea; J: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144W/Moq V; B: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144O/Hxs J; G: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144B/Jfu B; N: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144O/Vng P; Wmh: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144O/Gos F;
Deal Comments
Ytf Nwcc Tkthtnj 2.00
Risk Retention
RJ - Dnj
Pricing Speed
20HNC
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 27, 2002
WAL Test Period (YRS)
6
WAL Test Period End Date
Apr 8, 2023

Commentary 

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Deal Flow 

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B&I

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Research