Canyon Euro CLO DAC (CANYC) 2022-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UTQV73.100--IN--Rrdqcxqi3aAz-4153jCs+415-398.00000
JWOV2.300--E-Y-1.90%-Lhlkwvxc3cHj-8153iTp+797-22.00000
EPDO942.000--YYYWWW--Xpmrvlyu3hTj-1803hXf+180-626.00000
LFQE76.800--UULL--Ydmolpjc3dIv-2903iIw+273-62.00000
G-1LHI70.900--AAA+YYY--Qbwwqdrc3vGh-5753oJe+558-29.00000
UKDW83.800--GG-CC---Pbzdpxve3mNa-9403nRf+801-69.60000
V-2HPR7.800--OOORRR---Ictpqtwx3zYo-6753mVl+632-13.40000
BFQH10.000--UGKZ--------5.40000
G-PmfoXWY84.000--QQQMMM--Ezxvjets3tUo-1803ySp+180-318.00000
DsgXKB12.800--NNYB--------688.00000
Tranche Comments
E: First Pay: 2023-10-15; Registration: 144H/Vih E; G-Pmfo: First Pay: 2023-10-15; Registration: 144O/Pex T; L: First Pay: 2023-10-15; Registration: 144K/Psb K; U: First Pay: 2023-10-15; Registration: 144F/Jpy N; G-1: First Pay: 2023-10-15; Registration: 144Z/Tqi Q; V-2: First Pay: 2023-10-15; Registration: 144W/Cyv B; U: First Pay: 2023-10-15; Registration: 144H/Jbs P; J: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144N/Uqi Z; Comments: Ugqwzgm Xggywvbg Gkwvbkg. Wkrbgm uv 3/1/2024; B: First Pay: 2023-10-15; Registration: 144U/Fmv U; Dsg: First Pay: 2023-10-15; Registration: 144A/Deg L;
Deal Comments
Hxf Zhgg Hbxbxvd 2.00. Zghww Id Hxf Zhgg Hbxbxvd 1.00. WHd 5/4/2027 (3fx). Bbffgb Ihfbd 3/8/2024
Risk Retention
XQ - Sro
Reinvestment Period (YRS)
8

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan