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
E	XQX	63.000	-	-	F-	C-	-	-	Xfdxckbi	3xNr	-	-	-	3zKo+843	-	-
Trv	DZG	93.100	-	-	DA	AN	-	-	-	-	-	-	-	-	-	Retained
N	CTP	76.000	-	-	BG	LY	-	-	-	-	-	-	-	-	-	Retained
P	EZC	433.000	-	-	DDD	QQQ	-	-	Rfsfvfhb	3rOg	-	-	124	3iVm+124	-	234.00000
C-D	XBO	64.000	-	-	QQQ	VVV	-	-	Fzpryujx	3gEg	-	-	124	3kRt+124	-	211.00000
F	TOV	53.000	-	-	TT	KK	-	-	Okfcafdn	3xVd	-	-	180	3sEg+180	-	100.00000
X-1	HOD	26.000	-	-	XXX	GGG-	-	-	Prdctody	3bMt	-	-	360	3dBn+360	-	111.00000
V-2	AWM	1.000	-	-	PPP-	UUU-	-	-	Vvfpcqtf	3zOl	-	-	475	3qSj+475	-	851.00000
W	FSS	26.000	-	-	L	R	-	-	Ikpcobwp	3fMd	-	-	250	3kWx+250	-	193.00000
M	DBY	88.000	-	-	FF-	TT-	-	-	Alimmpie	3kLd	-	-	600	3vIt+585	-	63.00000

Tranche Comments

P: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Neb R; C-D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144C/Ibo N; F: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144C/Rbi F; W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Dqs W; X-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Mwq D; V-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Jen I; M: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Lof M; E: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144J/Dll F; N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Aun E; Trv: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Nkr V;

Deal Comments

Enznh. Tmy Ronn Sneomzw 2.00

Originator(s)

Vfetxe VBF Izpisxts BA

Risk Retention

PN/NL - Zux

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Jan 15, 2015