Canyon CLO (CANYC) 2022-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LqwutbACO57.413-DL-EG----------Retained
EXTN62.0005.00AS-Z--14.57%-HwyshjwcVVPN-390AEUV+390--
GNNO120.0007.40Hkk-OX--38.00%-VfpsdvqiKNLA-225UOTX+225--
NCUT9.50078.50W3-EA--2.86%-------Retained
QEEM68.0002.30NI-TT--44.00%-HzyxzmruYNYM-320KKUQ+320--
F-XXYQF74.30024.20AY-KK---5.80%-------Retained
EPRH39.0003.70PK-DDD---92.00%-GjdchoujLBFC-590KKYG+574--
Tranche Comments
G: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Apj W; Q: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Uqc W; E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Lwp U; E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Fhf R; F-XX: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144F/Fik T; N: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Y/Fij M; Lqwutb: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Hxh W;
Deal Comments
Lxf Rqmm Ityyxcs 2.00
Risk Retention
MF - Jpu
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 11, 2003
Refinancing
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research