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
H-RR	QJS	49.000	6.40	-	GG	-	-	-	17.00%	-	Nvcphona	NPTJ	-	-	180	XUMH+180	-	238.00000
O-2-UU	BHE	9.000	91.00	-	III-	-	-	-	79.00%	-	Afprmuix	ZCVE	-	-	515	TIPX+515	-	852.00000
D-VV	MAJ	410.000	7.50	-	GGG	-	-	-	89.00%	-	Hezlexmd	TAYT	-	-	143	VQOU+143	-	260.00000
F-1-CC	HKD	33.000	8.20	-	XXX	-	-	-	84.00%	-	Hmummsqy	YWCN	-	-	365	MHTE+365	-	303.00000
Uwu Ahh	HLD	76.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Jcd	CYA	67.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-WW	ZPG	82.000	2.70	-	HHH	-	-	-	18.00%	-	Ddcaeowp	IWLJ	-	-	143	CUQI+143	-	733.00000
L-MM	PCS	45.000	2.70	-	U	-	-	-	20.00%	-	Myfolqrv	NAPE	-	-	220	ADKN+220	-	988.00000
D-AA	BOT	78.000	83.20	-	LL-	-	-	-	2.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-VV: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Ctq X; G-WW: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Cdp Q; H-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Bwy M; L-MM: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Qhw E; F-1-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Ifh K; O-2-UU: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Bxw C; D-AA: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Vjh C; Uwu Ahh: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Xcy R; Jcd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Hjp X;

Deal Comments

Musuq. Hwj Cfcc Puobwxd 2.00

Pricing Speed

20% XPI

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 1999

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 31, 2021