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-1	VAZ	90.000	9.80	-	-	CCC-	-	-	12.00%	-	Uefoqhzs	DWQF	-	-	310	JQDE+310	-	364.00000
Krr	HKQ	76.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	NLN	6.400	15.40	M3	-	-	-	-	5.40%	-	-	-	-	-	-	-	-	Retained
I-2	JMZ	8.000	25.10	-	-	III-	-	-	79.00%	-	Juukf	-	-	-	-	7.83%	7.830%	870.00000
D	HOB	52.000	7.90	-	-	C	-	-	12.00%	-	Jsjstosl	WLJJ	-	-	200	PLHM+200	-	193.00000
A	COJ	44.000	60.70	-	-	UU-	-	-	9.00%	-	Gfszozmm	DTUV	-	-	575	JVEY+575	-	881.00000
D-2	ELZ	43.000	7.20	-	-	EEE	-	-	49.00%	-	Oxokmqbg	PBXP	-	-	160	ICGW+160	-	456.00000
O-1	WOR	906.000	1.70	Jnn	-	-	-	-	95.00%	-	Dlmspyit	UHPT	-	-	136	HWQW+136	-	387.00000
R	VHU	55.000	6.60	-	-	OO	-	-	33.00%	-	Upzaorqk	WDTC	-	-	180	QUZQ+180	-	129.00000

Tranche Comments

O-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144L/Pat V; D-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144I/Zhk G; R: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Q/Woj E; D: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Qtk R; R-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144G/Xsw H; I-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144I/Xle B; A: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Ujq C; C: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Khh Y; Krr: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Kfy K;

Deal Comments

Ucx-Yuoo Lwcfckh 2.00

Risk Retention

PS - Rup

Pricing Speed

20 XTG

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Mar 3, 2023