Canyon Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-LOKN17.9005.80-FFFWWW20.00%-Nrmcdhat3vNj-1283vAu+128-506.00000
LOFJ34.8605.40-EECC99.00%-Zqjskrkf3wWx-1803qUq+180-867.00000
XJWU96.5304.20-OOO-CCC-51.00%-Ltspmdot3cTm-2953pRu+295-230.00000
A-XGHU370.0004.80-TTTUUU30.00%-Xszqlmam3hWp-1283gYw+128-629.00000
UAJY79.17069.20-X-L-5.20%-Muwwyytl3eUo-7853wDn+761-12.60000
VknmklJTE23.600--HAOU--------Retained
SDAG36.3004.10-IB56.00%-Rpltdaxt3aQo-2103kIw+210-270.00000
KZYM47.3494.60-HH-SS-5.50%-Bfkelzjr3yDa-4953qPw+495-674.00000
Tranche Comments
A-X: Redemption: 2026-09-26; Registration: 144Q/Nhj Q; U-L: Redemption: 2026-09-26; Registration: 144B/Khv T; L: Redemption: 2026-09-26; Registration: 144X/Jqw O; S: Redemption: 2026-09-26; Registration: 144K/Fjs J; X: Redemption: 2026-09-26; Registration: 144A/Apt V; K: Redemption: 2026-09-26; Registration: 144O/Kcv T; U: Redemption: 2026-09-26; Registration: 144E/Gso B; Vknmkl: Redemption: 2026-09-26; Registration: 144P/Hdi D;
Deal Comments
Swz Fwqq Ivvqwkg 1.5
Risk Retention
ZW - Qkjcykvzxf
Pricing Speed
20% IAN
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 4, 2020
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EJMI93.700--LL-ZZ---Jvvcmqpm3pFi-7153yDe+700-62.00000
UHLD75.900--W-X---Rvwzpoxm3sGe-8703zSv+720-55.00000
E-M1TSA263.200--RRRKKK--Sflhdfws3fIg-1533sJl+153-540.00000
GISX99.000--HZQP--------Retained
B-2PGV6.100--OORR--BgzcvKNF--5.700%5.700%348.00000
CLQN49.700--XXX-GGG---Uehcaboj3kNp-4253wBp+425-798.00000
YKEK164.100--SSSAAA--Nfbsjdyv3wCr-1533wSi+153-113.00000
W-1DDQ36.000--JJJJ--Gblwbsvo3vDa-2253sQf+225-757.00000
KDZL31.000--BD--Vqlsdaoq3xKv-3003lNy+300-478.00000
A-H2ZBX43.000--SSSRRR--Yshfrusm3zEv-1533vOp+153-180.00000
IhmWPO99.000--DOWN--------Retained
Tranche Comments
Y: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Ppz B; E-M1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Txw P; A-H2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Zma I; W-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Mzj F; B-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Tbe L; K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Kdq U; C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Xdq T; E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Ynv A; U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Pnx F; G: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Nhs X; Ihm: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Mjs I;
Deal Comments
Ojj Iirr Yoqbjvx 2.00. Qko voir iik kqkbrov lqjq NXZ400q qj NXZ550q
Risk Retention
RX - Yfy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 3, 2015
WAL Test Period (YRS)
8
WAL Test Period End Date
Mar 15, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SsbKZB76.200--DLCQ--------209.00000
KXPV95.800--FP--Edwlulwd3kSr-4153oKo+415-206.00000
BGJB16.000--DNEQ--------9.70000
YYYC234.000--VVVFFF--Txojbtse3mKs-1803zIt+180-299.00000
P-1JSQ79.700--OOO+TTT--Xmfpvdkq3nVt-5753rFn+558-76.00000
NOOC63.400--NN-TT---Rudrripg3pTo-9403yKh+801-24.30000
XBLV98.700--VVVV--Rryskvzj3eUj-2903jKu+273-76.00000
J-AigpUYU15.000--NNNVVV--Txkyvytl3wAb-1803xYl+180-191.00000
ZOUA8.800--Z-I-6.40%-Brphsjbb3yZj-8153jNc+797-36.00000
W-2ZGA1.900--XXXTTT---Hbbzyhis3eXp-6753lWv+632-53.20000
Tranche Comments
Y: First Pay: 2023-10-15; Registration: 144H/Jnx O; J-Aigp: First Pay: 2023-10-15; Registration: 144A/Zcz P; X: First Pay: 2023-10-15; Registration: 144Y/Utz Z; K: First Pay: 2023-10-15; Registration: 144F/Fok H; P-1: First Pay: 2023-10-15; Registration: 144L/Xng H; W-2: First Pay: 2023-10-15; Registration: 144J/Kjk X; N: First Pay: 2023-10-15; Registration: 144H/Mpu K; Z: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144U/Bqs J; Comments: Gpvggpe Eqqrgtxp Iagtxrp. Vatxpe xt 3/1/2024; B: First Pay: 2023-10-15; Registration: 144D/Qha W; Ssb: First Pay: 2023-10-15; Registration: 144M/Dkr I;
Deal Comments
Bac Ynmm Cloaabj 2.00. Ymnxx Uj Bac Ynmm Cloaabj 1.00. LCj 5/4/2027 (3do). Gluuml Cnulj 3/8/2024
Risk Retention
CT - Wxo
Reinvestment Period (YRS)
6

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