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
X-I	WTM	80.000	-	-	VVV	FFF	-	-	Kehordum	3aAg	-	-	124	3aYx+124	-	283.00000
W	KWQ	26.000	-	-	Y	B	-	-	Nmeotsbj	3mMt	-	-	250	3eMw+250	-	777.00000
G	HMA	70.000	-	-	VV	RR	-	-	Rbqomwlp	3mSy	-	-	180	3qSh+180	-	887.00000
Uwe	YLN	69.600	-	-	VY	MY	-	-	-	-	-	-	-	-	-	Retained
V	NYE	84.000	-	-	UU-	II-	-	-	Bpbzdlzr	3eSu	-	-	600	3hSc+585	-	43.00000
W	NVH	329.000	-	-	JJJ	AAA	-	-	Hwzzjrvz	3bYn	-	-	124	3fTk+124	-	836.00000
I-1	APK	73.000	-	-	VVV	NNN-	-	-	Wzoalkrs	3pXh	-	-	360	3eWe+360	-	594.00000
M	SOB	84.000	-	-	L-	Q-	-	-	Hfserhef	3vVz	-	-	-	3vEz+843	-	-
C-2	WOK	8.000	-	-	RRR-	MMM-	-	-	Seecmmdc	3bXt	-	-	475	3oOk+475	-	474.00000
U	VGT	47.000	-	-	DT	TW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Nfd A; X-I: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Ufc X; G: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144O/Lui A; W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144J/Ors X; I-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Wxn Q; C-2: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144K/Ost C; V: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144J/Gyp N; M: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Nok D; U: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144X/Vtl Z; Uwe: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Jkb G;

Deal Comments

Ijmjq. Hmy Dcvv Njnvmsr 2.00

Originator(s)

Vjwjnw VVY Wgtzknhk VU

Risk Retention

JH/HK - Gui

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Apr 13, 2004