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
K	CTV	43.000	-	-	GG	EE	-	-	Jwccfkqy	3iNs	-	-	180	3qRg+180	-	943.00000
F-2	TKK	6.000	-	-	PPP-	AAA-	-	-	Mhwuyviz	3zDw	-	-	475	3dSw+475	-	387.00000
M	MAE	57.000	-	-	NG	LD	-	-	-	-	-	-	-	-	-	Retained
D	ACY	527.000	-	-	NNN	ZZZ	-	-	Csjcyxwc	3vTt	-	-	124	3rCt+124	-	860.00000
Y-D	XSR	76.000	-	-	GGG	FFF	-	-	Kxwkmvqf	3oFl	-	-	124	3dQe+124	-	680.00000
S	DYN	64.000	-	-	HH-	VV-	-	-	Pycsxpha	3wPq	-	-	600	3dNb+585	-	41.00000
J-1	MVU	38.000	-	-	JJJ	HHH-	-	-	Krmmdqrr	3gGd	-	-	360	3fEb+360	-	806.00000
L	AWA	54.000	-	-	Z-	Z-	-	-	Wacwcofa	3lDn	-	-	-	3cXe+843	-	-
Jys	JSV	91.900	-	-	IG	KU	-	-	-	-	-	-	-	-	-	Retained
I	NFS	45.000	-	-	R	G	-	-	Xydiekbi	3vCj	-	-	250	3mRu+250	-	988.00000

Tranche Comments

D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Mpr V; Y-D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Dvn P; K: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Z/Ihr K; I: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Tdn F; J-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Ads E; F-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Rfv F; S: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144G/Eri V; L: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144X/Abh N; M: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144L/Jry X; Jys: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144V/Hpj T;

Deal Comments

Sjqjj. Lvu Ygzz Kjznvfw 2.00

Originator(s)

Mfzquz MBU Ohwvouvo BZ

Risk Retention

GP/PC - Iwn

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2019

Refinancing

Yes

WAL Test Period (YRS)