| Name | Due Date | Deal type | CCY | Original size | Original rtg | Price received | Decimal price | Price type | DM To Mat | DM To Call | WAL|Mat | WAL|Call | Call Date | Yield % | Country | Type | Dealer DM | WAL | Manager | Current rtg | CPR | CDR | Loss Severity | RPE | Warf | DM To Worst | Current Size | CUSIP | ISIN |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CANYC 2019-2A BR2 | 23-Sep-25 | CLO | USD | 1,250,000 | AA | L100H | 100.20 | TALK | AA | 1,250,000 | 13887WAU4 | |||||||||||||||||
| CANYC 2019-2A BR2 | 23-Sep-25 | CLO | USD | 1,250,000 | AA | H99h | 99.80 | TALK | AA | 1,250,000 | 13887WAU4 | |||||||||||||||||
| CANYC 2019-2A BR2 | 23-Sep-25 | CLO | USD | 1,250,000 | AA | LM100H | 100.35 | TALK | AA | 1,250,000 | 13887WAU4 | |||||||||||||||||
| CANYC 2019-2A BR2 | 23-Sep-25 | CLO | USD | 1,250,000 | AA | 100.107 | 100.11 | CVR | 151 | 4.12 | 16-Oct-34 | US | BSL CLO | 147/121 | 4.78/0.38 | Canyon Capital Advisors LLC | AA | 15-Oct-26 | 2807 | 2026-02-11T00:00:00 | 1,250,000 | 13887WAU4 | |||||||
| CANYC 2019-2A BR2 | 4-Apr-25 | CLO | USD | 6,225,000 | AA | TRD | CVR | 13887WAU4 | ||||||||||||||||||||
| CANYC 2019-2A BR2 | 4-Mar-25 | CLO | USD | 1,000,000 | AA | DNT | CVR | US | BSL CLO | |||||||||||||||||||
| CANYC 2019-2A BR2 | 4-Mar-25 | CLO | USD | 1,000,000 | AA | 100a | 100.00 | TALK | 150a | 13887WAU4 | ||||||||||||||||||
| CANYC 2019-2A BR2 | 4-Mar-25 | CLO | USD | 1,000,000 | AA | M100h | 100.50 | TALK | 13887WAU4 |
