2019-1(R)

Canyon CLO (CANYC) 2019-1(R)

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
J-1-VV	BON	92.000	7.90	-	III	-	-	-	71.00%	-	Hmrbpvnz	NKUN	-	-	365	DWON+365	-	352.00000
P-HH	OQJ	646.000	4.90	-	TTT	-	-	-	75.00%	-	Rbebdyiw	IVQZ	-	-	143	HAJF+143	-	293.00000
D-UU	PGM	85.000	1.40	-	BBB	-	-	-	67.00%	-	Lrdaeefd	SOIP	-	-	143	GSTU+143	-	595.00000
P-2-TT	NQJ	7.000	90.00	-	III-	-	-	-	45.00%	-	Aboztbau	AAPK	-	-	515	ITLG+515	-	114.00000
M-KK	IVP	75.000	4.60	-	FF	-	-	-	19.00%	-	Tkzcbpja	NWTB	-	-	180	ABFB+180	-	123.00000
Yrg Lzz	XAW	59.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-QQ	YMV	53.000	5.30	-	V	-	-	-	82.00%	-	Tpmkkfhb	PWCV	-	-	220	PVHZ+220	-	302.00000
U-MM	EGJ	22.000	54.70	-	LL-	-	-	-	3.00%	-	-	-	-	-	-	-	-	Retained
Nnk	VXV	43.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-HH: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Afy H; D-UU: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Cxy X; M-KK: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Wde I; T-QQ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Gss Z; J-1-VV: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Doh V; P-2-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Wmz P; U-MM: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Yav V; Yrg Lzz: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Nfr L; Nnk: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Mrw H;

Deal Comments

Bzhze. Gsk Ignn Pzwpsbf 2.00

Pricing Speed

20% LCC

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Nov 24, 2016