Canyon CLO (CANYC) 2024-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1ALE35.0003.20--NNN---17.00%-EqloksvsZCBB-310MUUE+310-345.00000
QqlRGQ20.850--------------Retained
K-1LZR656.0007.20Nee----63.00%-XkhsmirhYQBT-136IUXE+136-239.00000
TEQP9.60048.70M3----4.30%-------Retained
KQQX21.0003.10--WW--83.00%-HxhjsksmJZQF-180MBME+180-281.00000
P-2PXZ9.00010.10--OOO---31.00%-Vjfjy---7.83%7.830%121.00000
G-2CJN81.0001.90--OOO--28.00%-VdrrdkbqWWJH-160IKNB+160-726.00000
WMNW75.0005.40--D--26.00%-SmrvcpsxBSYA-200EUQV+200-482.00000
JEPZ57.00034.90--QQ---8.00%-FckzhjmpBMGP-575IYTP+575-357.00000
Tranche Comments
K-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144I/Xzd D; G-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Ura Z; K: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144B/Qso G; W: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144T/Cqp I; Z-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144N/Bzl V; P-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144V/Lnq I; J: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Itq Z; T: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144U/Ipo A; Qql: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Vpz S;
Deal Comments
Joe-Rjww Ulaeoud 2.00
Risk Retention
BB - Qjl
Pricing Speed
20 QBV
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 22, 2010
WAL Test Period (YRS)
9
WAL Test Period End Date
Mar 25, 2022

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research