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-2	VUU	1.000	-	-	XXX-	TTT-	-	-	Hmrcvaec	3hFk	-	-	475	3oLx+475	-	900.00000
Q	QAH	21.000	-	-	V-	Q-	-	-	Dwqqrqye	3jTp	-	-	-	3vFv+843	-	-
Tkh	JBS	71.600	-	-	GJ	MV	-	-	-	-	-	-	-	-	-	Retained
X-1	DAC	36.000	-	-	SSS	VVV-	-	-	Bzynmkon	3eQw	-	-	360	3sXo+360	-	267.00000
B	JLJ	280.000	-	-	VVV	YYY	-	-	Copmyouf	3sFv	-	-	124	3rLk+124	-	417.00000
Z	FVX	39.000	-	-	N	I	-	-	Eclqkkby	3iVt	-	-	250	3kRm+250	-	566.00000
C	FQL	22.000	-	-	KO	UW	-	-	-	-	-	-	-	-	-	Retained
F-V	EUV	27.000	-	-	ZZZ	HHH	-	-	Ezwadfhh	3cJa	-	-	124	3fRo+124	-	779.00000
W	EYV	83.000	-	-	PP	CC	-	-	Omoeoxjw	3hUh	-	-	180	3sMb+180	-	540.00000
B	BMA	79.000	-	-	NN-	EE-	-	-	Fqczmlik	3rAo	-	-	600	3qFp+585	-	63.00000

Tranche Comments

B: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144M/Rrj J; F-V: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Mik H; W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Ctu X; Z: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Xvh H; X-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144M/Dai F; T-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144A/Gek G; B: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144M/Hff C; Q: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Z/Ajv W; C: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Ipx I; Tkh: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144T/Rpn M;

Deal Comments

Gkjku. Msx Mgmm Ekwhspi 2.00

Originator(s)

Ewddud EBX Qtnnmudm BA

Risk Retention

CT/TV - Tlq

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Jul 28, 2018