Canyon Capital CLO

Deals

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
D	VIU	6.000	-	Hpp	-	-	-	-	-	-	Vzhjboat	3zH	-	-	95	3dQ+90	-	-
Q-1	URR	87.000	-	Gy2	-	-	-	-	55.00%	-	Rdyvbfbd	3rK	-	-	175	3gV+175	-	-
L-1	EPL	651.000	-	Wvv	-	-	-	-	19.10%	-	Qxvbfcxl	3rF	-	-	107	3pW+107	-	-
Y	UHJ	61.600	-	M2	-	-	-	-	93.70%	-	Xobwqoks	3oE	-	-	230	3wR+230	-	-
L	QKR	13.100	-	Rf3	-	-	-	-	8.90%	-	Nrhzbzxs	3zE	-	-	700	3gL+670	-	-
Z-2	QFI	78.000	-	Ucc	-	-	-	-	93.00%	-	Jbwqzraf	3cN	-	-	150	3dX+150	-	-
Q-2	KGV	56.700	-	Xs2	-	-	-	-	29.00%	-	Czliu	Rovuz	-	-	165	3.153%	-	-
K	XZT	86.300	-	Raa3	-	-	-	-	35.00%	-	Xbkeobkf	3sH	-	-	335	3aB+335	-	-
Qgw	QRQ	55.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2021-10-15; Registration: 144V Wxzv; L-1: First Pay: 2021-10-15; Registration: 144S Sqee; Z-2: First Pay: 2021-10-15; Registration: 144I Bgrn; Q-1: First Pay: 2021-10-15; Registration: 144A Zdrk; Q-2: First Pay: 2021-10-15; Registration: 144J Yamv; Y: First Pay: 2021-10-15; Registration: 144N Ysfb; K: First Pay: 2021-10-15; Registration: 144I Oxnl; L: First Pay: 2021-10-15; Registration: 144I Ucsv; Qgw: First Pay: 2021-10-15; Registration: 144Y Asfa;

Deal Comments

Gj-Xeebj. Fcn Nnee Ijwccrv 2.0

Reinvestment Period (YRS)

WAL Test Period (YRS)