2019-1(R)

Canyon CLO (CANYC) 2019-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-UU	ZVL	91.000	1.80	-	N	-	-	-	41.00%	-	Kcrhhqfo	DOLD	-	220	YYND+220	-	274.00000
B-2-DD	FUQ	5.000	79.00	-	NNN-	-	-	-	75.00%	-	Sjoftpcu	BMTJ	-	515	CXVV+515	-	294.00000
D-OO	XQU	33.000	3.90	-	KK	-	-	-	25.00%	-	Nnfsvvtn	LVUS	-	180	XMQY+180	-	614.00000
L-1-LL	OBS	29.000	2.30	-	SSS	-	-	-	29.00%	-	Tvlkorkh	SSWT	-	365	GBJK+365	-	629.00000
T-DD	MAH	82.000	72.70	-	WW-	-	-	-	2.00%	-	-	-	-	-	-	-	Retained
Z-NN	QEF	465.000	5.80	-	YYY	-	-	-	41.00%	-	Nrhfsyal	HWFE	-	143	VNMI+143	-	666.00000
W-DD	JQO	22.000	1.40	-	GGG	-	-	-	45.00%	-	Clwyeibi	XXDE	-	143	ZZWK+143	-	238.00000
Jvg	JYN	76.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Wac Hqq	QUQ	90.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-NN: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Pin Q; W-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Ooq C; D-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Qel T; K-UU: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Wfm P; L-1-LL: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Izy Y; B-2-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Pxw G; T-DD: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Xbw H; Wac Hqq: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Dqt X; Jvg: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Awa G;

Deal Comments

Rjujt. Zfv Tbxx Ajqzfpe 2.00

Pricing Speed

20% CAB

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 21, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Dec 20, 2020