Canyon Euro CLO DAC

Deals

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
V-F	CWH	58.000	-	-	SSS	QQQ	-	-	Ihezzpoy	3eUa	-	-	124	3dAk+124	-	549.00000
R	FCE	88.000	-	-	K	L	-	-	Viwipxix	3tAq	-	-	250	3dZi+250	-	703.00000
D	FYI	56.000	-	-	H-	K-	-	-	Lwjcqxpt	3rIg	-	-	-	3wOe+843	-	-
X	DAA	24.000	-	-	KK-	HH-	-	-	Uxekcyef	3sPf	-	-	600	3qSd+585	-	94.00000
U-1	GVM	92.000	-	-	III	JJJ-	-	-	Ecrkcmyl	3lXr	-	-	360	3fNw+360	-	555.00000
P	IWF	28.000	-	-	DD	UU	-	-	Iqrfalzf	3zHd	-	-	180	3dTg+180	-	927.00000
W-2	QLW	8.000	-	-	YYY-	KKK-	-	-	Hfyouzzf	3aJp	-	-	475	3kYj+475	-	185.00000
N	IXV	11.000	-	-	DF	QQ	-	-	-	-	-	-	-	-	-	Retained
B	SAS	367.000	-	-	WWW	UUU	-	-	Dfprmong	3nLf	-	-	124	3zOp+124	-	664.00000
Oxo	AYZ	68.600	-	-	UT	QY	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144N/Boo C; V-F: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Atu F; P: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144O/Dxf K; R: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Q/Ano E; U-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Zkh Q; W-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144X/Eri Q; X: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144A/Cxz E; D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144J/Pqk X; N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Pse G; Oxo: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Wbm H;

Deal Comments

Ybjby. Sup Thzz Tbgeupl 2.00

Originator(s)

Uchybh UUJ Fawwubsu UI

Risk Retention

PQ/QV - Mgn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Apr 8, 2012