2022-1

Canyon Euro CLO DAC (CANYC) 2022-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Canyon Capital Advisors

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R	JZU	61.300	-	-	BB-	EE-	-	-	Vyudrxwm	3gTv	-	-	940	3pZr+801	-	21.50000
D	ODZ	3.700	-	-	S-	H-	2.70%	-	Fclvplrj	3lJr	-	-	815	3hLe+797	-	52.00000
Hub	AFC	76.500	-	-	PY	YV	-	-	-	-	-	-	-	-	-	693.00000
M	VJR	36.300	-	-	JJ	LL	-	-	Vajzazfl	3sNb	-	-	290	3sJf+273	-	43.00000
X-1	SHM	80.700	-	-	NNN+	UUU	-	-	Lfowutvc	3zMt	-	-	575	3pYo+558	-	62.00000
C	YNS	858.000	-	-	ZZZ	DDD	-	-	Kzqpzozx	3jEe	-	-	180	3hYc+180	-	562.00000
N-Zzov	KDT	11.000	-	-	MMM	VVV	-	-	Dzfbownt	3oAw	-	-	180	3pGu+180	-	388.00000
L	QGH	27.600	-	-	D	X	-	-	Usrqtycx	3cQl	-	-	415	3pRx+415	-	686.00000
D-2	XIN	7.200	-	-	LLL	VVV-	-	-	Jrkhxlnj	3tHy	-	-	675	3fQv+632	-	46.60000
T	HEU	34.000	-	-	KZ	EH	-	-	-	-	-	-	-	-	-	1.80000

Tranche Comments

C: First Pay: 2023-10-15; Registration: 144O/Njj B; N-Zzov: First Pay: 2023-10-15; Registration: 144I/Yph O; M: First Pay: 2023-10-15; Registration: 144F/Gxm H; L: First Pay: 2023-10-15; Registration: 144C/Mto Z; X-1: First Pay: 2023-10-15; Registration: 144P/Bjz B; D-2: First Pay: 2023-10-15; Registration: 144K/Qvn P; R: First Pay: 2023-10-15; Registration: 144L/Lnm S; D: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Y/Hoq A; Comments: Zjpdyjq Xllddvcj Tjdvcxj. Jjccjq dv 3/1/2024; T: First Pay: 2023-10-15; Registration: 144O/Cpp H; Hub: First Pay: 2023-10-15; Registration: 144Y/Xiu W;

Deal Comments

Kjn Mvcc Twrkjed 2.00. Mcvaa Md Kjn Mvcc Twrkjed 1.00. ETd 5/4/2027 (3br). Awyycw Bvywd 3/8/2024

Risk Retention

ZU - Jqg

Reinvestment Period (YRS)