Canyon Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RGUJ435.900--PPPEEE--Owsodcde3xCp-1533qEs+153-110.00000
FECD35.000--LJ--Dqzxluuo3pVn-3003qXu+300-609.00000
YBYR31.000--APYX--------Retained
F-L2YBG54.000--AAAGGG--Tfrwsrfa3jGv-1533hUs+153-100.00000
KGAX82.700--EEE-ZZZ---Bxudtvfr3nCt-4253bJc+425-112.00000
UHNA80.400--I-B---Adqajmxx3qLg-8703qWo+720-63.00000
B-F1QLC487.300--GGGCCC--Obfafsad3bIe-1533wKw+153-751.00000
W-2NKI3.800--JJCC--JanirKGY--5.700%5.700%985.00000
MBFD26.400--TT-ZZ---Wbdfoief3jLz-7153jFk+700-81.00000
R-1ITL11.000--GGII--Zhhwywwl3kXr-2253lTn+225-248.00000
FcuVQO26.000--DFIH--------Retained
Tranche Comments
R: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Wxz I; B-F1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144M/Qyp E; F-L2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144M/Qrt X; R-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Cxf X; W-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Lzs N; F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144X/Hhg Y; K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Wwb B; M: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Quv E; U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Jby Y; Y: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Jxd T; Fcu: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Yjw V;
Deal Comments
Ojb Bikk Bealjlq 2.00. Kne leik oic nvcloel saji YFC400i kj YFC550i
Risk Retention
IC - Bkt
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 30, 2003
WAL Test Period (YRS)
5
WAL Test Period End Date
Nov 28, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-NktdTIZ95.000--KKKDDD--Njsryohc3iBf-1803tSd+180-685.00000
IIDR53.000--ZICX--------5.30000
I-1SEN42.300--NNN+ZZZ--Mjbkatbg3oBy-5753dZw+558-70.00000
JFVP876.000--NNNJJJ--Hdqxfion3hCz-1803hPh+180-653.00000
XVNM48.100--KM--Skeexwpl3eMx-4153gKh+415-831.00000
C-2JTC5.400--PPPQQQ---Wychovnq3sBi-6753rUh+632-22.10000
AMWK71.400--DDII--Bwqrdvwv3cZx-2903wHn+273-46.00000
WBGJ79.400--EE-HH---Jjqocrsg3jDz-9403aMw+801-93.80000
XYFV9.100--O-A-6.10%-Sjdrrvkv3hBx-8153lXu+797-14.00000
RlqJWI32.300--OYSB--------226.00000
Tranche Comments
J: First Pay: 2023-10-15; Registration: 144Y/Boj A; K-Nktd: First Pay: 2023-10-15; Registration: 144B/Oca E; A: First Pay: 2023-10-15; Registration: 144I/Qqs F; X: First Pay: 2023-10-15; Registration: 144T/Axb I; I-1: First Pay: 2023-10-15; Registration: 144C/Bph M; C-2: First Pay: 2023-10-15; Registration: 144A/Rjh E; W: First Pay: 2023-10-15; Registration: 144H/Cfq C; X: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144F/Iuk S; Comments: Sgwxdgq Xbbzxpyg Hdxpycg. Fdhygq sp 3/1/2024; I: First Pay: 2023-10-15; Registration: 144J/Jii C; Rlq: First Pay: 2023-10-15; Registration: 144X/Gkp J;
Deal Comments
Vmm Mfgg Ekrimfc 2.00. Mgfkk Hc Vmm Mfgg Ekrimfc 1.00. LEc 5/4/2027 (3rr). Ykkkgk Kfkkc 3/8/2024
Risk Retention
VQ - Qqn
Reinvestment Period (YRS)
8

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research