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
Gca	LGQ	94.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1-OO	YQK	99.000	8.80	-	III	-	-	-	40.00%	-	Fwkezfoj	WTEX	-	-	365	UNEF+365	-	114.00000
C-WW	KJP	905.000	9.30	-	SSS	-	-	-	31.00%	-	Tpkofveh	LJNJ	-	-	143	HUUB+143	-	684.00000
X-NN	MAV	97.000	9.80	-	QQQ	-	-	-	80.00%	-	Acvscdyd	BJKS	-	-	143	ZGNO+143	-	579.00000
C-JJ	OPW	25.000	7.90	-	N	-	-	-	35.00%	-	Vfyfffzj	ALDQ	-	-	220	DXWY+220	-	850.00000
F-DD	ZPN	29.000	84.50	-	LL-	-	-	-	2.00%	-	-	-	-	-	-	-	-	Retained
Vfc Ngg	RID	90.340	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-XX	AWQ	32.000	8.20	-	DD	-	-	-	12.00%	-	Thmyoptj	ZYZN	-	-	180	USWO+180	-	219.00000
G-2-UU	IKJ	6.000	42.00	-	YYY-	-	-	-	32.00%	-	Jqfkxzzi	ZBXK	-	-	515	ANSO+515	-	350.00000

Tranche Comments

C-WW: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Oxi R; X-NN: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Qui Q; I-XX: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Ftz W; C-JJ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Lbs I; A-1-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/The D; G-2-UU: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Okf M; F-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/God S; Vfc Ngg: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Dcx U; Gca: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Wsc I;

Deal Comments

Qhehe. Nsv Ckll Ehzusxo 2.00

Pricing Speed

20% ECX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 2012

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)