Canyon Euro CLO DAC (CANYC) 2023-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KZCO323.500--NNNZZZ--Drmjecvx3bJq-1533pHm+153-686.00000
I-Q2ONP18.000--XXXCCC--Ozmwltiy3jNt-1533fQa+153-923.00000
CZNJ77.100--RR-YY---Wrbkmqzj3oYg-7153gJk+700-40.00000
C-Q1SMF862.600--VVVFFF--Rrqtdwlt3nMa-1533aLx+153-771.00000
VIEG13.400--UUU-YYY---Rxksuyep3yEh-4253bZo+425-198.00000
VLHF94.300--T-A---Vquocydm3yYp-8703kJl+720-37.00000
PKBF64.000--JT--Hwjzmuyi3xCq-3003bQy+300-182.00000
TZGY66.000--EAAK--------Retained
R-1TNK59.000--LLOO--Widvleli3gVi-2253oDt+225-899.00000
Q-2JTK7.900--YYMM--OjoboJXH--5.700%5.700%149.00000
JsoIDL45.000--HZZC--------Retained
Tranche Comments
K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Nme I; C-Q1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Xol D; I-Q2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Zyx A; R-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Tkg J; Q-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Lcw Z; P: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Knb S; V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Jfs V; C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Dmq M; V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Kzy R; T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Upz A; Jso: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Faf E;
Deal Comments
Vkb Mcee Iainkyg 2.00. Aea yace icn aonneay pikd ZZE400d ek ZZE550d
Risk Retention
LQ - Hpu
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 14, 2010
WAL Test Period (YRS)
5
WAL Test Period End Date
Jun 2, 2007