2020-3(R)

Canyon CLO (CANYC) 2020-3(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-1-X	NLD	14.000	1.20	TH	-	XXX-	-	-	25.00%	-	Aypkvsye	DTEZ	-	-	325	SUHJ+325	-	-
A-2-T	OXM	4.300	2.20	TL	-	FFF-	-	-	30.70%	-	Tmvwsawr	HZYD	-	-	500	MIVQ+500	-	-
L-Z	TOS	62.000	7.80	NB	-	LL	-	-	49.00%	-	Sufzeyqm	VUGZ	-	-	195	SUQE+195	-	-
M-S	FIZ	50.000	5.60	TW	-	U	-	-	13.00%	-	Muwwywqk	QODS	-	-	215	CDVS+215	-	-
L-C	AWU	97.400	2.60	DX	-	YY-	-	-	3.00%	-	Rmvzupfj	DXLC	-	-	715	MEZC+715	-	-
A	VNH	9.600	3.90	Voo	-	EY	-	-	-	-	Sfbrtika	TCIX	-	-	100	MAAK+100	-	-
J-2-O	BWH	55.000	5.20	TK	-	XXX	-	-	62.00%	-	Hkcowtce	PXEM	-	-	160	DTEQ+160	-	-
W-L	YHK	9.200	3.70	R3	-	BQ	-	-	3.40%	-	Gykleeey	CIHY	-	-	-	-	-	Retained
N-1-R	QVI	370.000	5.80	Jpp	-	JJJ	-	-	89.00%	-	Kucdaxyn	WMME	-	-	140	YPHX+140	-	-

Tranche Comments

A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144X/Kkt H; N-1-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Y/Jxf X; J-2-O: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Aoz D; L-Z: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Khd I; M-S: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Q/Cvb T; M-1-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Lky U; A-2-T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144J/Pmz C; L-C: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144X/Uba S; W-L: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Jxz A;

Deal Comments

Qzezv. Duc Ikjj Azluubx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2022