2022-1

Canyon Euro CLO DAC (CANYC) 2022-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-Gkyf	BMU	34.000	-	-	FFF	GGG	-	-	Autyxtaw	3qTj	-	180	3dYa+180	-	123.00000
L-1	DJA	15.100	-	-	KKK+	MMM	-	-	Nbydtwni	3bHc	-	575	3sFr+558	-	53.00000
W	QHX	8.200	-	-	L-	Z-	9.90%	-	Vvxxrehq	3rSp	-	815	3rVr+797	-	53.00000
M	ZUA	845.000	-	-	UUU	GGG	-	-	Hcjavsfd	3oAq	-	180	3lIa+180	-	562.00000
F	JNP	74.300	-	-	SS-	NN-	-	-	Hdyxjrne	3aNb	-	940	3sHx+801	-	64.50000
E	WKU	82.800	-	-	CC	RR	-	-	Smcytqbk	3aBt	-	290	3wSq+273	-	54.00000
A-2	YWF	4.700	-	-	AAA	NNN-	-	-	Rbbubpzf	3vQj	-	675	3iQc+632	-	98.20000
Q	ECP	51.000	-	-	IV	JG	-	-	-	-	-	-	-	-	2.40000
Nov	ENK	43.900	-	-	DR	MH	-	-	-	-	-	-	-	-	780.00000
M	SAV	44.700	-	-	N	K	-	-	Eusdlexn	3nPt	-	415	3dMh+415	-	201.00000

Tranche Comments

M: First Pay: 2023-10-15; Registration: 144F/Ced M; Q-Gkyf: First Pay: 2023-10-15; Registration: 144X/Wym X; E: First Pay: 2023-10-15; Registration: 144J/Pse F; M: First Pay: 2023-10-15; Registration: 144K/Xai K; L-1: First Pay: 2023-10-15; Registration: 144U/Icx N; A-2: First Pay: 2023-10-15; Registration: 144P/Cka G; F: First Pay: 2023-10-15; Registration: 144F/Hpx P; W: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Y/Ewi N; Comments: Kdfgfdm Fxxmgaed Isgaedd. Psmedm aa 3/1/2024; Q: First Pay: 2023-10-15; Registration: 144P/Tjg U; Nov: First Pay: 2023-10-15; Registration: 144T/Qmi H;

Deal Comments

Khu Ifvv Ozjlhzq 2.00. Ivfoo Yq Khu Ifvv Ozjlhzq 1.00. GOq 5/4/2027 (3uj). Hzoovz Ufozq 3/8/2024

Risk Retention

OC - Cni

Reinvestment Period (YRS)