2024-2

Canyon CLO (CANYC) 2024-2

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
R-2	MQO	50.000	1.30	-	-	OOO	-	-	18.00%	-	Rwqwkhpg	JUMP	-	-	160	DEFT+160	-	938.00000
C	JFL	51.000	4.20	-	-	NN	-	-	16.00%	-	Ptroqteh	TSYW	-	-	180	ZCNJ+180	-	776.00000
J-2	MFE	1.000	35.60	-	-	EEE-	-	-	90.00%	-	Wrmgs	-	-	-	-	7.83%	7.830%	178.00000
W-1	TUZ	422.000	7.10	Aqq	-	-	-	-	37.00%	-	Jclypssi	WWMM	-	-	136	VXGO+136	-	299.00000
B-1	PXG	60.000	5.70	-	-	DDD-	-	-	15.00%	-	Wzvakslw	UDXR	-	-	310	JHLN+310	-	700.00000
Z	RMQ	45.000	29.90	-	-	WW-	-	-	2.00%	-	Bxcswvov	YSVQ	-	-	575	NWVM+575	-	234.00000
I	KRP	65.000	5.40	-	-	G	-	-	26.00%	-	Dbkxfvpa	IQXW	-	-	200	XGVF+200	-	753.00000
Yek	ZSY	46.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	GWO	8.300	18.40	S3	-	-	-	-	9.20%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Yli T; R-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144U/Zdr I; C: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144T/Txi X; I: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144D/Gzl R; B-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144G/Jwh J; J-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Lvz G; Z: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144T/Orc L; F: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144H/Wak W; Yek: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144K/Esg J;

Deal Comments

Xko-Eucc Zplnkmi 2.00

Risk Retention

LI - Ztu

Pricing Speed

20 USX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Aug 21, 2025