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
A-1	ZXS	661.000	4.70	Waa	-	-	-	-	79.00%	-	Ekyakfrn	VKBQ	-	-	136	HCIH+136	-	125.00000
L	USF	1.700	35.40	E3	-	-	-	-	5.90%	-	-	-	-	-	-	-	-	Retained
O	LBG	84.000	1.90	-	-	FF	-	-	52.00%	-	Vdmrvyps	BXDK	-	-	180	PTHG+180	-	651.00000
R-2	TLM	4.000	44.60	-	-	BBB-	-	-	19.00%	-	Hracb	-	-	-	-	7.83%	7.830%	473.00000
Dwr	UPN	96.210	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2	VGS	54.000	2.10	-	-	QQQ	-	-	86.00%	-	Sujljfws	CZEE	-	-	160	JKBR+160	-	805.00000
M	LYK	54.000	9.70	-	-	X	-	-	72.00%	-	Aklxhjyx	MJEC	-	-	200	DTIE+200	-	116.00000
U-1	GKY	91.000	8.60	-	-	EEE-	-	-	13.00%	-	Dhfwarzc	BWDU	-	-	310	ZUJZ+310	-	740.00000
C	BMZ	25.000	62.90	-	-	ZZ-	-	-	3.00%	-	Pyxmxvax	SJNF	-	-	575	UWJM+575	-	584.00000

Tranche Comments

A-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144U/Fhe M; J-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144G/Mds U; O: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Gkl G; M: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144L/Nob N; U-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144D/Kui J; R-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144A/Yod W; C: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144X/Vke X; L: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144H/Cus E; Dwr: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144N/Btn I;

Deal Comments

Gmt-Fuzz Dlummnw 2.00

Risk Retention

CT - Seq

Pricing Speed

20 OMF

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Jul 30, 2029