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
V-1-BB	GHZ	52.000	2.90	-	GGG	-	-	-	23.00%	-	Tklemxct	BIVE	-	-	365	BPNG+365	-	975.00000
R-RR	CYB	55.000	6.60	-	BBB	-	-	-	25.00%	-	Hpurpxlm	QXQQ	-	-	143	YEIA+143	-	963.00000
Y-BB	IYT	954.000	7.70	-	CCC	-	-	-	81.00%	-	Uzwzqflp	PYIM	-	-	143	ZAMN+143	-	865.00000
H-HH	ABF	63.000	7.20	-	KK	-	-	-	30.00%	-	Ciyqiwif	MGWB	-	-	180	IDCO+180	-	206.00000
E-CC	JJG	59.000	75.60	-	ZZ-	-	-	-	4.00%	-	-	-	-	-	-	-	-	Retained
J-2-OO	QIV	6.000	94.00	-	PPP-	-	-	-	75.00%	-	Dqvfpqrc	CLLV	-	-	515	MHIQ+515	-	183.00000
I-RR	NRN	91.000	1.30	-	H	-	-	-	34.00%	-	Hrwdkobo	TIOK	-	-	220	MGZZ+220	-	644.00000
Oyu Lww	ICU	11.930	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Mwp	VMK	50.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Htm A; R-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Mus W; H-HH: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Zho U; I-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Dry I; V-1-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Gcj G; J-2-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Hiw C; E-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Yew U; Oyu Lww: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Nmr S; Mwp: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Ofp E;

Deal Comments

Sbybe. Gpm Vnuu Hbvepux 2.00

Pricing Speed

20% FAM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Jan 4, 2016