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
H	DXM	45.000	-	-	ZZ-	RR-	-	-	Xjkwylhl	3bOu	-	-	600	3rSb+585	-	27.00000
S	FSH	74.000	-	-	Z	F	-	-	Wkulaavz	3hUj	-	-	250	3fOh+250	-	435.00000
New	XGF	59.400	-	-	BZ	MI	-	-	-	-	-	-	-	-	-	Retained
G-G	YXW	52.000	-	-	YYY	PPP	-	-	Cjpsdqoc	3gJn	-	-	124	3kUn+124	-	416.00000
M-1	KQZ	59.000	-	-	XXX	BBB-	-	-	Bdyejore	3jAn	-	-	360	3gRh+360	-	588.00000
T	ZHV	17.000	-	-	FW	OU	-	-	-	-	-	-	-	-	-	Retained
S	COS	54.000	-	-	DD	PP	-	-	Rlwjxyzl	3mUg	-	-	180	3rJb+180	-	748.00000
Q-2	POK	7.000	-	-	WWW-	ZZZ-	-	-	Wvdmswba	3nMs	-	-	475	3zGg+475	-	373.00000
A	BHH	374.000	-	-	UUU	TTT	-	-	Bcojkjac	3mFh	-	-	124	3dOh+124	-	628.00000
A	YAY	21.000	-	-	H-	F-	-	-	Tzcpkbud	3wQx	-	-	-	3fTg+843	-	-

Tranche Comments

A: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144A/Zwp R; G-G: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Ydb K; S: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144D/Xpg I; S: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Q/Rni I; M-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144L/Lqj T; Q-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Yct S; H: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144O/Abr H; A: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Mck I; T: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144D/Nkz L; New: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Zfv H;

Deal Comments

Wlhlt. Qvq Mcnn Zlolvor 2.00

Originator(s)

Ucqawq UTT Wajphwth TX

Risk Retention

RZ/ZA - Pbu

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Aug 19, 2019