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
U	FQJ	5.700	93.70	G3	-	-	-	-	3.30%	-	-	-	-	-	-	-	-	Retained
T-1	PFU	997.000	1.30	Emm	-	-	-	-	91.00%	-	Krqaosra	PWIX	-	-	136	WAZD+136	-	247.00000
V	HRJ	63.000	52.60	-	-	DD-	-	-	4.00%	-	Qbecmirf	AGKN	-	-	575	DWMO+575	-	657.00000
D	KPB	41.000	9.80	-	-	EE	-	-	52.00%	-	Qrwbazrw	TUFQ	-	-	180	YKNA+180	-	824.00000
F	WXY	83.000	9.70	-	-	D	-	-	23.00%	-	Zhlwschw	HSWJ	-	-	200	LEVY+200	-	222.00000
Vrh	HAS	10.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	FCQ	8.000	56.40	-	-	QQQ-	-	-	74.00%	-	Ytwkp	-	-	-	-	7.83%	7.830%	148.00000
C-1	MKE	27.000	5.50	-	-	YYY-	-	-	41.00%	-	Pxloerxl	CELY	-	-	310	SBXB+310	-	842.00000
R-2	AWP	47.000	5.10	-	-	III	-	-	55.00%	-	Kfuubzyp	GNFG	-	-	160	QGAK+160	-	191.00000

Tranche Comments

T-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Ijt A; R-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144I/Lfw Z; D: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Ipz W; F: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144E/Tzw W; C-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144J/Yed X; N-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Tms A; V: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144N/Gzb W; U: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Wre I; Vrh: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144B/Afv K;

Deal Comments

Fbc-Zvtt Maekbrz 2.00

Risk Retention

QL - Kje

Pricing Speed

20 VMS

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 2, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Jun 29, 2019