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
X-1-F	QAI	16.000	8.50	MS	-	BBB-	-	-	41.00%	-	Shjvbcna	IGXJ	-	-	325	DGTM+325	-	-
H-2-U	YBR	1.300	9.90	SL	-	PPP-	-	-	64.20%	-	Sdddvjxq	PPXD	-	-	500	DHGO+500	-	-
K-G	PRT	1.200	2.50	O3	-	FU	-	-	9.30%	-	Mdqqloug	UVWV	-	-	-	-	-	Retained
N-1-G	UER	235.000	2.50	Ybb	-	YYY	-	-	92.00%	-	Ghehtinq	QAIH	-	-	140	SUSE+140	-	-
O-D	HZR	33.000	1.50	XL	-	N	-	-	66.00%	-	Shprpoxm	GGDL	-	-	215	EMSV+215	-	-
O	WEJ	8.200	3.40	Ltt	-	ZZ	-	-	-	-	Pjbdeujz	GXGH	-	-	100	GANJ+100	-	-
P-2-G	QVV	11.000	7.20	CZ	-	EEE	-	-	57.00%	-	Rdhocarv	ZNAP	-	-	160	CLMS+160	-	-
E-Y	LPP	19.000	4.10	KU	-	QQ	-	-	41.00%	-	Elvxybqy	YHWS	-	-	195	SIJL+195	-	-
T-T	KUT	67.100	8.40	QD	-	VV-	-	-	9.00%	-	Smsxyeyj	SDZV	-	-	715	UZGQ+715	-	-

Tranche Comments

O: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Gex G; N-1-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144C/Zms Y; P-2-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144L/Waa K; E-Y: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Pjz O; O-D: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144J/Ziz F; X-1-F: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Jfp U; H-2-U: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Z/Yxu E; T-T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144P/Qpi E; K-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144B/Rko M;

Deal Comments

Xyfyq. Rof Nqqq Vybeodk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2010