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
N	JIF	3.100	-	-	J-	W-	7.30%	-	Thrfxrut	3gXz	-	-	815	3zTu+797	-	65.00000
J-Tldy	VKV	75.000	-	-	WWW	FFF	-	-	Eutbkpkt	3cWy	-	-	180	3xHl+180	-	426.00000
K	BVT	79.500	-	-	ZZ-	KK-	-	-	Pjelvysu	3mXe	-	-	940	3hQo+801	-	57.90000
Pnp	TAL	75.500	-	-	EF	GI	-	-	-	-	-	-	-	-	-	535.00000
M	DBY	157.000	-	-	SSS	QQQ	-	-	Elqaosew	3yWk	-	-	180	3sHg+180	-	107.00000
M-1	KMW	68.100	-	-	GGG+	XXX	-	-	Xcuhffpc	3iAr	-	-	575	3cWw+558	-	92.00000
E	EGF	45.600	-	-	II	GG	-	-	Lzjabzvn	3nCu	-	-	290	3gWp+273	-	16.00000
B	PAL	95.200	-	-	Y	W	-	-	Ejxlrcha	3aPe	-	-	415	3xBg+415	-	237.00000
W-2	DYN	6.600	-	-	SSS	OOO-	-	-	Qwpzrsbl	3tOu	-	-	675	3qIe+632	-	75.10000
F	AOK	15.000	-	-	AG	HV	-	-	-	-	-	-	-	-	-	2.60000

Tranche Comments

M: First Pay: 2023-10-15; Registration: 144K/Qfb X; J-Tldy: First Pay: 2023-10-15; Registration: 144G/Psn U; E: First Pay: 2023-10-15; Registration: 144C/Mrd Q; B: First Pay: 2023-10-15; Registration: 144V/Gkk E; M-1: First Pay: 2023-10-15; Registration: 144G/Rxo G; W-2: First Pay: 2023-10-15; Registration: 144M/Tlf G; K: First Pay: 2023-10-15; Registration: 144G/Zid Z; N: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144N/Ryr X; Comments: Xqygwql Keeagfpq Cygfpwq. Iyjpql tf 3/1/2024; F: First Pay: 2023-10-15; Registration: 144C/Gex H; Pnp: First Pay: 2023-10-15; Registration: 144H/Tuv J;

Deal Comments

Zwv Noxx Ehanwzq 2.00. Nxoff Wq Zwv Noxx Ehanwzq 1.00. WEq 5/4/2027 (3na). Zhzzxh Cozhq 3/8/2024

Risk Retention

BR - Uut

Reinvestment Period (YRS)