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
D-1	LVN	77.100	-	-	DDD+	QQQ	-	-	Nezvmkip	3nUs	-	-	575	3yWc+558	-	49.00000
G	OWP	38.600	-	-	ZZ	TT	-	-	Vsmrquze	3dVe	-	-	290	3wGa+273	-	92.00000
Fqt	WYV	76.400	-	-	JR	CZ	-	-	-	-	-	-	-	-	-	765.00000
Z	ODP	85.600	-	-	S	F	-	-	Zdlxoryk	3iLk	-	-	415	3sMb+415	-	827.00000
A	LMQ	3.800	-	-	V-	A-	5.50%	-	Alsoophj	3vUz	-	-	815	3hXw+797	-	17.00000
Q	PQO	125.000	-	-	YYY	BBB	-	-	Lfwllisw	3hTy	-	-	180	3eWl+180	-	758.00000
G-Mgkc	ZHY	45.000	-	-	UUU	UUU	-	-	Ebolqrev	3jLz	-	-	180	3hNc+180	-	397.00000
F-2	ESB	2.700	-	-	HHH	KKK-	-	-	Ksccjhpx	3sWy	-	-	675	3ePo+632	-	27.60000
P	LLP	85.200	-	-	LL-	VV-	-	-	Opyambyb	3iUv	-	-	940	3fQe+801	-	51.90000
Z	KFP	75.000	-	-	BD	HG	-	-	-	-	-	-	-	-	-	6.10000

Tranche Comments

Q: First Pay: 2023-10-15; Registration: 144H/Qrm S; G-Mgkc: First Pay: 2023-10-15; Registration: 144H/Pqb C; G: First Pay: 2023-10-15; Registration: 144C/Czs C; Z: First Pay: 2023-10-15; Registration: 144D/Bez U; D-1: First Pay: 2023-10-15; Registration: 144D/Etg P; F-2: First Pay: 2023-10-15; Registration: 144C/Jyz U; P: First Pay: 2023-10-15; Registration: 144X/Cra V; A: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144E/Jww W; Comments: Uxvqpxc Hxxdqmbx Uaqmbcx. Faibxc tm 3/1/2024; Z: First Pay: 2023-10-15; Registration: 144O/Fmg K; Fqt: First Pay: 2023-10-15; Registration: 144I/Kiw I;

Deal Comments

Ipb Wckk Bvpcpeu 2.00. Wkcnn Iu Ipb Wckk Bvpcpeu 1.00. IBu 5/4/2027 (3op). Zvppkv Ncpvu 3/8/2024

Risk Retention

JV - Quz

Reinvestment Period (YRS)