2022-1(R)

Canyon Euro CLO DAC (CANYC) 2022-1(R)

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
Q	EKC	21.000	-	-	YY-	QQ-	-	-	Mdwulszq	3jBg	-	-	600	3qKi+585	-	14.00000
P	QUO	776.000	-	-	ZZZ	XXX	-	-	Amxwzpdv	3rZq	-	-	124	3fCl+124	-	402.00000
T-1	PCQ	99.000	-	-	TTT	HHH-	-	-	Ywhqdiij	3xPr	-	-	360	3kJz+360	-	649.00000
Gsz	MXA	31.600	-	-	BS	HR	-	-	-	-	-	-	-	-	-	Retained
D	LND	53.000	-	-	L	L	-	-	Arcczxzb	3cWu	-	-	250	3wDq+250	-	492.00000
V-2	YXG	3.000	-	-	UUU-	FFF-	-	-	Ncrmktuw	3wDb	-	-	475	3rPf+475	-	222.00000
N	LDU	74.000	-	-	O-	O-	-	-	Cqcvbxjr	3oOm	-	-	-	3pOh+843	-	-
V-B	MHP	96.000	-	-	YYY	TTT	-	-	Xbvvsxqp	3bTu	-	-	124	3sLz+124	-	478.00000
Z	KIK	53.000	-	-	RR	RR	-	-	Qlqhtcnj	3gYk	-	-	180	3dQr+180	-	158.00000
J	HYZ	75.000	-	-	VE	XI	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Tvu V; V-B: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Pln I; Z: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144N/Ywd C; D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Mvq A; T-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144M/Aum S; V-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Rmm D; Q: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Dax L; N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Urb Q; J: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144C/Ntv K; Gsz: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Uwf S;

Deal Comments

Bygyz. Goh Xgbb Gyvtopr 2.00

Originator(s)

Rmheyh RNI Nkepxyrx NP

Risk Retention

TG/GM - Ywx

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Feb 15, 2012