| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | 6.20 | Aaa | - | NR | - | - | 38.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| B | USD | 52.000 | 8.20 | NR | - | AA | - | - | 25.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | - |
| C | USD | 23.000 | 9.00 | NR | - | A | - | - | 19.25% | - | Floating | SOFR | - | 390 | SOFR+390 | - | - |
| D | USD | 25.000 | 9.50 | NR | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 590 | SOFR+574 | - | - |
| E-DD | USD | 14.400 | 10.10 | NR | - | BB- | - | - | 9.40% | - | - | - | - | - | - | - | Retained |
| F | USD | 0.600 | 10.20 | B3 | - | NR | - | - | 9.25% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 39.385 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
D: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
E-DD: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Equity: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2028
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Canyon Euro CLO 2022-1 | Performance Analytics | Dealscribe | Jun 1, 2023
|
CLOS | Canyon CLO 2022-2 | Performance Analytics | Dealscribe | Mar 22, 2023
|