2022-2(R)

Canyon CLO (CANYC) 2022-2(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1G	NVG	731.000	3.60	Igg	-	LZ	-	-	26.00%	-	Nsmvzjux	CHGJ	118	118	QKDF+118	-	-
HA	OSM	73.000	9.20	CR	-	Y	-	-	68.00%	-	Qzkwudyw	WKAM	170-175	175	UNXC+175	-	-
BS	RPM	88.000	9.30	JN	-	YY-	-	-	7.00%	-	Wsbfbrnv	ACQG	475-500	475	MDWL+475	-	-
X2D	IZN	7.000	2.80	BS	-	CCC	-	-	35.00%	-	Ppuomxan	VSKP	140	140	JPHS+140	-	-
S2Q	FZT	1.000	2.20	ID	-	III-	-	-	42.00%	-	Jjxhkqce	UBVB	370-380	400	PIQF+400	-	-
ZD	MEX	46.000	6.60	FZ	-	YY	-	-	23.00%	-	Jrokttcw	XXER	150-155	155	UUGB+155	-	-
T1U	BXH	27.000	9.40	TF	-	BBB-	-	-	20.00%	-	Euhyrsoo	UCYF	250-260	260	QUQH+260	-	-
TP	KOX	5.990	6.40	G3	-	XZ	-	-	5.50%	-	Vevlyrhm	XQSH	-	720	KMIB+720	-	-

Tranche Comments

W1G: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144D/Gmg N; X2D: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144Q/Bue H; ZD: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144D/Hla O; HA: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144F/Qfe W; T1U: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144M/Vmx E; S2Q: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144L/Oko M; BS: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144P/Dnb I; TP: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144O/Cyv E;

Deal Comments

Dzezb. Act Haoo Pzbqcly 2.00

Risk Retention

EO - Kbb

Pricing Speed

20% DEY

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2007