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
T	CLH	708.000	-	-	AAA	OOO	-	-	Ukjsocdh	3sXf	-	-	124	3pId+124	-	139.00000
Rzl	EQY	52.800	-	-	ZT	CY	-	-	-	-	-	-	-	-	-	Retained
R	EFF	54.000	-	-	A	T	-	-	Deqkfpct	3jMw	-	-	250	3jYn+250	-	996.00000
G-M	EWI	25.000	-	-	RRR	FFF	-	-	Yzlsffqc	3nKr	-	-	124	3kTp+124	-	425.00000
N-1	KMA	40.000	-	-	HHH	III-	-	-	Xrqucssr	3wBf	-	-	360	3wBs+360	-	297.00000
G-2	HJO	6.000	-	-	XXX-	PPP-	-	-	Bymvksvj	3sNm	-	-	475	3mFy+475	-	645.00000
M	ZTG	33.000	-	-	YA	LI	-	-	-	-	-	-	-	-	-	Retained
Q	HLV	40.000	-	-	G-	M-	-	-	Ddjkaahb	3oSf	-	-	-	3lQc+843	-	-
A	TWO	20.000	-	-	ZZ	II	-	-	Pfmwqxyl	3rSs	-	-	180	3nMw+180	-	803.00000
V	NAP	51.000	-	-	AA-	TT-	-	-	Mvpbfokw	3kYe	-	-	600	3iZb+585	-	47.00000

Tranche Comments

T: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144C/Vng H; G-M: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144G/Jqt J; A: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144V/Gpn T; R: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144X/Jvj D; N-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144D/Xne B; G-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144A/Lhe D; V: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Xtk R; Q: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Eei Z; M: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Lqt P; Rzl: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144N/Zuw E;

Deal Comments

Svzvh. Ypv Bpff Kvgopvs 2.00

Originator(s)

Hkwypw HTY Ckxquphu TX

Risk Retention

CT/TQ - Hwb

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Aug 13, 2026