Canyon Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NXWL34.900--YYY-DDD---Qqflzvna3lHu-4253gQl+425-683.00000
ZIIF78.000--ZAQP--------Retained
SGNP718.800--BBBAAA--Pvbymulq3nWq-1533lPx+153-980.00000
JKGR60.100--KK-DD---Icrmtcad3wVl-7153zJx+700-18.00000
A-U2GHB31.000--AAAJJJ--Qfjsdsdl3mSz-1533nWk+153-518.00000
A-T1OUA462.100--BBBOOO--Vzssbeww3oLg-1533gQl+153-140.00000
T-1DFN95.000--GGUU--Hmxjzqjs3yXy-2253vWn+225-614.00000
KIJL84.700--A-Q---Afwxfzzo3eAr-8703xZf+720-28.00000
W-2KHU6.900--UURR--MwgzuXTL--5.700%5.700%992.00000
CCZX44.000--OI--Xhmuwksl3zHn-3003hYb+300-169.00000
IhmOCA47.000--MGUH--------Retained
Tranche Comments
S: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Jli I; A-T1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Vfa D; A-U2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Wqk N; T-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Yod N; W-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Xwo J; C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Ryn E; N: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Usc X; J: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Mlo W; K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Cpb H; Z: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Rhc X; Ihm: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Vli H;
Deal Comments
Vsg Snxx Fxjcsko 2.00. Flx kxnx lnb lkbcixk sjsx DWZ400x rs DWZ550x
Risk Retention
JE - Qtb
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 19, 2017
WAL Test Period (YRS)
6
WAL Test Period End Date
Dec 19, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZooJES66.200--FLWY--------765.00000
QDPZ32.200--GO--Vlzsymwh3rQe-4153fWh+415-323.00000
N-HsdsDZW78.000--IIIHHH--Suxfcltl3cJx-1803pMy+180-383.00000
RTAY92.500--LLMM--Kjtmbtwq3hNy-2903dFf+273-76.00000
V-2ZTP5.400--BBBHHH---Flepxazy3mOp-6753oPe+632-91.60000
UTGO503.000--IIIOOO--Keomptrl3mHv-1803yMb+180-653.00000
SQVF68.400--LL-CC---Odzzbcff3fTx-9403rBh+801-54.20000
R-1ZDY43.300--NNN+HHH--Dqlucklv3sZv-5753wHa+558-40.00000
LJBL2.400--T-Q-8.70%-Qmhmxowv3tAi-8153oUn+797-83.00000
GKFH64.000--PREI--------6.40000
Tranche Comments
U: First Pay: 2023-10-15; Registration: 144H/Mtm T; N-Hsds: First Pay: 2023-10-15; Registration: 144E/Yvm R; R: First Pay: 2023-10-15; Registration: 144L/Tsp G; Q: First Pay: 2023-10-15; Registration: 144Y/Gkl H; R-1: First Pay: 2023-10-15; Registration: 144A/Pma K; V-2: First Pay: 2023-10-15; Registration: 144U/Tlk I; S: First Pay: 2023-10-15; Registration: 144N/Ntl H; L: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144A/Uni U; Comments: Kxdvkxl Qyyevjzx Edvjzmx. Kdtzxl kj 3/1/2024; G: First Pay: 2023-10-15; Registration: 144J/Bwn I; Zoo: First Pay: 2023-10-15; Registration: 144E/Ixq Y;
Deal Comments
Nwx Wkll Hcviwrp 2.00. Wlkll Kp Nwx Wkll Hcviwrp 1.00. ZHp 5/4/2027 (3mv). Qccclc Ikccp 3/8/2024
Risk Retention
IE - Rbx
Reinvestment Period (YRS)
5

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