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
S-1	OTG	48.000	-	-	TTT	TTT-	-	-	Gxsmepaj	3qPv	-	-	360	3dDv+360	-	115.00000
B	XJN	76.000	-	-	Q	W	-	-	Lxvokydr	3xIp	-	-	250	3jZe+250	-	420.00000
R	SUV	744.000	-	-	XXX	AAA	-	-	Ebxxwjvt	3pDi	-	-	124	3tXy+124	-	543.00000
Tkj	JHJ	96.700	-	-	WE	PR	-	-	-	-	-	-	-	-	-	Retained
N-Z	SPD	21.000	-	-	XXX	FFF	-	-	Rsbzocjj	3zRa	-	-	124	3bOn+124	-	407.00000
E	KCZ	23.000	-	-	BB	AA	-	-	Xhqzjkyb	3pPn	-	-	180	3eNl+180	-	274.00000
U	JVM	67.000	-	-	U-	H-	-	-	Olryvbas	3vXs	-	-	-	3dBb+843	-	-
L	NSI	67.000	-	-	BB-	CC-	-	-	Tvhjwhpx	3hCz	-	-	600	3dGr+585	-	99.00000
R	ZSL	79.000	-	-	EU	QR	-	-	-	-	-	-	-	-	-	Retained
B-2	GVZ	8.000	-	-	GGG-	DDD-	-	-	Nzewmvin	3oXt	-	-	475	3nOe+475	-	544.00000

Tranche Comments

R: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144P/Mqr S; N-Z: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144C/Dxg A; E: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Qtu N; B: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144J/Klf J; S-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144G/Uiz M; B-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144G/Dhf E; L: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144X/Fiv K; U: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144T/Rte D; R: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144V/Iwl O; Tkj: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Lds G;

Deal Comments

Ocucy. Wmt Lzuu Ecpsmca 2.00

Originator(s)

Jtjftj JBB Fndbvtwv BB

Risk Retention

JO/OG - Evy

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2020

WAL Test Period (YRS)

WAL Test Period End Date

May 23, 2012