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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVJO55.000--YE--Kudptvav3wYa-2503wLj+250-935.00000
A-1CLJ22.000--HHHXXX---Qhduttrc3hDb-3603iLz+360-272.00000
HQIO70.000--HHXX--Cufelocx3gSs-1803kNj+180-223.00000
FJMH38.000--KZFQ--------Retained
GgcBKZ27.200--JZPZ--------Retained
B-DEND22.000--QQQSSS--Hhwmmwaq3hQx-1243iDt+124-688.00000
GSLM35.000--B-P---Uhnleran3lCx--3zLb+843--
UHGE363.000--CCCIII--Cycxdwbs3qEt-1243oYz+124-469.00000
H-2CFG1.000--PPP-AAA---Kmfkthwu3cPl-4753pGu+475-831.00000
BGTY86.000--MM-GG---Nkqmomyw3dTe-6003oNg+585-50.00000
Tranche Comments
U: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144G/Axy A; B-D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144A/Qcd D; H: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Ymi W; Y: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Lqh I; A-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Tde A; H-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Iio N; B: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144H/Psx J; G: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Xpa T; F: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Qnz R; Ggc: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Lld W;
Deal Comments
Bpjpe. Ifz Hzgg Bprufin 2.00
Originator(s)
Gywxyw GGX Buxtqycq GT
Risk Retention
WN/NC - Xoq
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 24, 2026
WAL Test Period (YRS)
7
WAL Test Period End Date
Jun 8, 2029

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan