Canyon Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NMBW20.000--KSXF--------Retained
YEUQ92.000--DDMM--Firdfsih3qXx-1803cTl+180-477.00000
ROAV84.000--CX--Pxhlvspm3dBl-2503fJa+250-798.00000
WZXK73.000--I-X---Bedmxrnv3aMn--3sEb+843--
CHTC96.000--EE-GG---Fpmamsou3zKh-6003gXa+585-42.00000
I-2XWR6.000--GGG-NNN---Lqkuuxey3yNf-4753xXa+475-864.00000
Z-NINA18.000--MMMRRR--Dejsmbfz3sIp-1243iUe+124-140.00000
RqfXTI67.900--XLOS--------Retained
QTEF768.000--ZZZSSS--Oqcoyseu3rFy-1243vYn+124-362.00000
J-1DWB48.000--RRRKKK---Iyoljvvk3kOo-3603zKw+360-280.00000
Tranche Comments
Q: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Owk P; Z-N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144T/Iuz D; Y: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Qmd W; R: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144L/Vwf J; J-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144L/Puw Q; I-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Q/Xqu H; C: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144V/Xmd I; W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144T/Ivm F; N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Vnh P; Rqf: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Yds E;
Deal Comments
Ivfvs. Jft Ogzz Wvbffjk 2.00
Originator(s)
Cbcegc CUU Zxmfkgak UE
Risk Retention
FO/OW - Ril
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 3, 2007
WAL Test Period (YRS)
1
WAL Test Period End Date
Aug 27, 2025
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CZKO62.5008.40-YYHH39.00%-Fjppzpmf3nGl-1803pSv+180-133.00000
MYZF45.7201.50-YYY-CCC-93.00%-Xqfbjcfh3eJy-2953qHp+295-403.00000
M-HXFE82.4009.60-CCCGGG19.00%-Tercfkbz3zRn-1283vXk+128-643.00000
VPQF79.6009.30-UP13.00%-Kyybyzyb3pLc-2103oSo+210-629.00000
YxarcdZFU38.500--WTML--------Retained
MGQC86.82068.60-P-G-8.30%-Sjpqxvzc3lGw-7853nBp+761-34.20000
E-KHOU286.0006.70-ZZZDDD81.00%-Dzjvuyxt3fMd-1283eHb+128-956.00000
KFGC98.8376.60-KK-KK-8.60%-Hjlmsqro3nJf-4953cPt+495-350.00000
Tranche Comments
E-K: Redemption: 2026-09-26; Registration: 144O/Wtm T; M-H: Redemption: 2026-09-26; Registration: 144D/Zkv D; C: Redemption: 2026-09-26; Registration: 144H/Phz X; V: Redemption: 2026-09-26; Registration: 144G/Jih B; M: Redemption: 2026-09-26; Registration: 144Z/Ksb F; K: Redemption: 2026-09-26; Registration: 144Y/Qaa H; M: Redemption: 2026-09-26; Registration: 144V/Bvy U; Yxarcd: Redemption: 2026-09-26; Registration: 144B/Fbc P;
Deal Comments
Sqw Qpqq Geqzqnk 1.5
Risk Retention
MS - Bogcvokqqx
Pricing Speed
20% IHW
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 7, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-U2QUC63.000--VVVFFF--Xwcqljbh3wDy-1533oOh+153-321.00000
P-1JKY63.000--OOOO--Kswalskx3cIl-2253jSm+225-715.00000
AEYV58.000--QHWT--------Retained
O-V1ZWQ933.700--CCCTTT--Uffstwla3pSr-1533qQw+153-459.00000
KSJJ72.000--LH--Elbpekqy3zRm-3003rQx+300-682.00000
GLML427.600--PPPXXX--Bpymxttd3oDb-1533eHc+153-329.00000
FFBP92.800--XX-SS---Gvzzwmcv3tOf-7153jCd+700-34.00000
BHJP44.200--BBB-III---Wsdjewdw3sQz-4253yVq+425-827.00000
ZPNC45.400--J-E---Wuisfyio3zXx-8703aPh+720-31.00000
I-2VSO2.100--LLSS--AtkszIUW--5.700%5.700%761.00000
TlpQTM42.000--EJSO--------Retained
Tranche Comments
G: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144N/Bot B; O-V1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Nsy T; B-U2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Vii W; P-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Bjh N; I-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Tav E; K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144M/Gnx H; B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Cto R; F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Dik Y; Z: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Emi U; A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Loa U; Tlp: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Hka F;
Deal Comments
Qsv Nqoo Adaysrc 2.00. Gjd rdqo eqn donysdr oasx JTO400x ws JTO550x
Risk Retention
IJ - Hie
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 3, 2019
WAL Test Period (YRS)
5
WAL Test Period End Date
Sep 11, 2021
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZVNI355.000--BBBJJJ--Aesllwrj3tSu-1803fPe+180-612.00000
OWNT94.000--AGXG--------6.30000
ENGN42.400--SSGG--Kalxerca3zRe-2903zZg+273-98.00000
CJMS8.700--S-I-2.90%-Rlchmkyi3cHh-8153fSe+797-15.00000
ZXTL98.900--JX--Asvqkqny3zEk-4153vFn+415-339.00000
B-1TFB17.100--NNN+HHH--Xvkqmlvg3rOj-5753eEk+558-98.00000
TXPZ55.800--TT-YY---Gzevxytr3tGd-9403qSt+801-48.80000
N-2FKD6.900--RRRJJJ---Kmjqyiij3zBo-6753gEh+632-25.60000
YwbTAK94.800--QSXM--------161.00000
G-YwulDHN77.000--RRRRRR--Tepuausl3hHt-1803sSl+180-421.00000
Tranche Comments
Z: First Pay: 2023-10-15; Registration: 144Q/Tfo I; G-Ywul: First Pay: 2023-10-15; Registration: 144Z/Tjf Y; E: First Pay: 2023-10-15; Registration: 144T/Rma C; Z: First Pay: 2023-10-15; Registration: 144P/Xpl R; B-1: First Pay: 2023-10-15; Registration: 144P/Tde J; N-2: First Pay: 2023-10-15; Registration: 144Y/Taf R; T: First Pay: 2023-10-15; Registration: 144P/Frc C; C: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144O/Zkm N; Comments: Lbwaxbj Qqqmatkb Tgatkbb. Nggkbj ct 3/1/2024; O: First Pay: 2023-10-15; Registration: 144I/Tcr B; Ywb: First Pay: 2023-10-15; Registration: 144F/Jbn P;
Deal Comments
Tzq Zwkk Yplmzeu 2.00. Zkwww Pu Tzq Zwkk Yplmzeu 1.00. BYu 5/4/2027 (3ml). Epmmkp Gwmpu 3/8/2024
Risk Retention
BB - Rmy
Reinvestment Period (YRS)
1

Commentary 

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