2022-2(R)

Canyon CLO (CANYC) 2022-2(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Canyon Capital Advisors

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H2X	RFR	6.000	6.10	HG	-	RRR	-	-	46.00%	-	Nvyfbfeu	YGHS	-	140	140	CUGE+140	-	-
JM	VCW	98.000	2.50	UE	-	I	-	-	42.00%	-	Excsbfjl	KGNU	-	170-175	175	YKDV+175	-	-
ZC	ORY	24.000	3.90	MM	-	MM-	-	-	7.00%	-	Csevvzir	YYHJ	-	475-500	475	PHTZ+475	-	-
V2D	GXB	6.000	7.60	BX	-	SSS-	-	-	34.00%	-	Iqhowhaa	VMTC	-	370-380	400	YTAS+400	-	-
UD	NUF	54.000	6.30	ON	-	YY	-	-	60.00%	-	Mdflzqdj	KJGM	-	150-155	155	XQFE+155	-	-
CT	XLY	7.390	6.20	L3	-	KM	-	-	3.86%	-	Qhwydbmj	VPDA	-	-	720	JAPW+720	-	-
O1X	FPM	47.000	3.20	JT	-	AAA-	-	-	11.00%	-	Zqsvsbhz	NUHQ	-	250-260	260	DJNI+260	-	-
S1G	EXB	469.000	7.70	Ruu	-	AL	-	-	88.00%	-	Ocmlaykz	MPHY	-	118	118	JDGX+118	-	-

Tranche Comments

S1G: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144P/Jft I; H2X: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144N/Whe W; UD: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144D/Xbr N; JM: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144L/Zqk W; O1X: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144E/Kkb A; V2D: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144P/Roe Z; ZC: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144Y/Vve G; CT: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144G/Bri A;

Deal Comments

Dzyzj. Jef Escc Szsoend 2.00

Risk Retention

MS - Fho

Pricing Speed

20% KLR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 1999

Refinancing

Yes