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
B-1-G	VTO	71.000	1.30	BJ	-	QQQ-	-	-	51.00%	-	Fpcyryhl	ESTO	-	-	325	MQKU+325	-	-
A-Q	JAR	16.000	8.20	IS	-	E	-	-	61.00%	-	Qhvhywtj	LNSO	-	-	215	MKZK+215	-	-
Z-L	QWY	58.400	7.10	AI	-	VV-	-	-	8.00%	-	Yuebmjwe	EDSU	-	-	715	NUWU+715	-	-
V-2-Q	EJH	82.000	6.80	OI	-	XXX	-	-	90.00%	-	Azscqkry	VOGG	-	-	160	XNYL+160	-	-
S-1-Q	XRZ	239.000	3.50	Fdd	-	FFF	-	-	91.00%	-	Lpfdlmjl	DDYI	-	-	140	WWCN+140	-	-
W-A	NQZ	8.800	8.90	W3	-	BY	-	-	7.10%	-	Oqmvwsau	SCIW	-	-	-	-	-	Retained
A	VNZ	5.400	2.60	Hjj	-	SK	-	-	-	-	Ntlfbdst	LCCK	-	-	100	ABMR+100	-	-
H-X	NFO	14.000	2.50	GG	-	QQ	-	-	68.00%	-	Ideptbln	MZGR	-	-	195	TJFE+195	-	-
X-2-H	TKN	6.300	5.40	ED	-	VVV-	-	-	38.10%	-	Kfavjexa	ZAXX	-	-	500	DWWI+500	-	-

Tranche Comments

A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144P/Loe F; S-1-Q: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Tog S; V-2-Q: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144M/Gtk H; H-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Mhk G; A-Q: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Ipu M; B-1-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144W/Anm Q; X-2-H: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144O/Bfr Y; Z-L: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Gnt P; W-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144V/Cdw Q;

Deal Comments

Gfvfp. Egx Stcc Afzwgmy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 2017

Refinancing

Yes