Canyon CLO (CANYC) 2024-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1YHP296.0002.80Bqq----23.00%-SkjlzrrtMQFH-136QAHC+136-398.00000
TBBQ79.0008.30--J--62.00%-NfselixpCVUT-200KXVD+200-581.00000
AHEM97.0009.60--JJ--58.00%-SkzwteadSUXV-180HLBT+180-234.00000
E-1ENX15.0009.10--HHH---29.00%-AroywcfkYUFF-310QXGC+310-486.00000
TqrKMV13.550--------------Retained
A-2PXS7.00049.50--NNN---63.00%-Uywif---7.83%7.830%274.00000
GNXI6.20045.10F3----1.80%-------Retained
H-2CWC53.0006.20--TTT--74.00%-XyetbtwpXKWC-160TQWP+160-224.00000
SVEO81.00046.10--TT---6.00%-SfrqybdeLCQU-575YKYB+575-183.00000
Tranche Comments
E-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144K/Yyi L; H-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Yxp P; A: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Wjd K; T: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144T/Auf Z; E-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144I/Ktd O; A-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Y/Zhj V; S: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Xaa Q; G: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144H/Mux H; Tqr: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144U/Und G;
Deal Comments
Mvn-Thjj Uxzsveg 2.00
Risk Retention
LA - Rur
Pricing Speed
20 UNR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 22, 2013
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 13, 2029

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