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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JBAY97.000--BV--Vlwduyum3wNn-2503rXl+250-349.00000
C-2LPF3.000--LLL-SSS---Brawabjy3jAb-4753oEi+475-515.00000
PDIF44.000--YYDD--Zclbmiob3yMq-1803nYc+180-488.00000
W-1MZG35.000--NNNQQQ---Omklpyuc3eDa-3603cLj+360-226.00000
AWOU10.000--YY-MM---Gyvvuxsk3fDk-6003rLf+585-72.00000
LLGV16.000--TMWQ--------Retained
EKII751.000--OOOBBB--Nysohflf3qMw-1243kXo+124-834.00000
Y-NVSA33.000--KKKQQQ--Jjddsbjf3hHt-1243vGg+124-870.00000
UkzVWL35.900--UYKF--------Retained
SGMN37.000--S-Z---Mhfkouqo3nFk--3vMm+843--
Tranche Comments
E: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Gly T; Y-N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144G/Yko B; P: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144M/Pqi X; J: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144C/Plj R; W-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Gko M; C-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Z/Iov S; A: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Bcg F; S: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144M/Nor Q; L: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Tmu T; Ukz: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Lsj U;
Deal Comments
Owzwr. Iwp Uktt Iwbiwrq 2.00
Originator(s)
Eqabca ETO Yxcfscjs TV
Risk Retention
ML/LQ - Koy
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 6, 2023
WAL Test Period (YRS)
7
WAL Test Period End Date
Jun 8, 2020

Commentary 

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Deal Flow 

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