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
M-SS	MBA	47.000	1.20	-	K	-	-	-	54.00%	-	Geyoqcxe	GQZX	-	-	220	YADV+220	-	309.00000
M-2-BB	AXN	4.000	52.00	-	SSS-	-	-	-	21.00%	-	Txkqwaak	WWLW	-	-	515	KNLY+515	-	306.00000
Gxz Xvv	HCX	68.520	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Yqp	TMM	49.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-YY	FLB	92.000	6.10	-	EEE	-	-	-	29.00%	-	Xrhoesxp	VOGU	-	-	143	CUIO+143	-	415.00000
M-II	VWJ	876.000	5.40	-	LLL	-	-	-	85.00%	-	Msejemsc	EADV	-	-	143	EIXA+143	-	395.00000
M-EE	EIN	51.000	6.60	-	VV	-	-	-	65.00%	-	Jwdrrypj	QWPC	-	-	180	SKGJ+180	-	552.00000
D-1-LL	KGT	80.000	9.70	-	EEE	-	-	-	17.00%	-	Rhofvbzi	HGCC	-	-	365	KAJR+365	-	539.00000
X-PP	PZD	93.000	19.40	-	GG-	-	-	-	3.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-II: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Anz T; T-YY: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Pbt Z; M-EE: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Qwg R; M-SS: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Wkp F; D-1-LL: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Fsp C; M-2-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Wtz X; X-PP: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Ucq Y; Gxz Xvv: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Vvv X; Yqp: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Iji N;

Deal Comments

Qkpkv. Jxk Mpqq Dklzxhb 2.00

Pricing Speed

20% ZGK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Aug 31, 2015