Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD248.0006.20Aaa-NR--38.00%-FloatingSOFR-225SOFR+225--
BUSD52.0008.20NR-AA--25.00%-FloatingSOFR-320SOFR+320--
CUSD23.0009.00NR-A--19.25%-FloatingSOFR-390SOFR+390--
DUSD25.0009.50NR-BBB---13.00%-FloatingSOFR-590SOFR+574--
E-DDUSD14.40010.10NR-BB---9.40%-------Retained
FUSD0.60010.20B3-NR--9.25%-------Retained
EquityUSD39.385-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
Risk Retention
EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2028

B&I

BWICS & Inventory

Research
SectorNameTypePublisherDate
CLOS
Canyon Euro CLO 2022-1Performance AnalyticsDealscribe
Jun 1, 2023
CLOS
Canyon CLO 2022-2Performance AnalyticsDealscribe
Mar 22, 2023
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