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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OMKZ73.000--W-A---Gkhoqjuf3bGj--3eSn+843--
HhjNYB80.400--YMEX--------Retained
NGIT889.000--XXXGGG--Yzxkelpa3tKs-1243gPj+124-356.00000
R-XPNP36.000--XXXQQQ--Jwdrepze3fBj-1243xWn+124-928.00000
WCGN78.000--TQ--Jfumtcqz3rXf-2503wOn+250-686.00000
L-1SZA20.000--NNNMMM---Ukpsdibh3jMl-3603iXg+360-401.00000
DQCV48.000--JJ-GG---Ncezriyv3wSx-6003yYv+585-73.00000
E-2QFZ8.000--JJJ-PPP---Dtemwrtw3oVm-4753qHg+475-613.00000
PMUS70.000--PSNU--------Retained
SKDV87.000--KKII--Vkvutbqk3eXu-1803oBv+180-760.00000
Tranche Comments
N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Q/Xrf F; R-X: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Ohi M; S: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144P/Twk U; W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Jzi K; L-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144V/Ntd P; E-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Reg D; D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Bmv W; O: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144O/Ook F; P: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Dme Z; Hhj: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144V/Vrc P;
Deal Comments
Dvtvp. Ipw Ysss Avtgpgz 2.00
Originator(s)
Gewphw GXQ Wdyxgheg XK
Risk Retention
GI/IP - Ruo
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 14, 2019
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 20, 2018

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan