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
U-1-J	PQY	354.000	4.60	Xvv	-	DDD	-	-	76.00%	-	Wsyulbtj	CVME	-	-	140	MDKJ+140	-	-
G	BEO	4.700	3.40	Zaa	-	GN	-	-	-	-	Slrpdzbe	XMPM	-	-	100	BXPI+100	-	-
A-K	CLC	78.000	5.90	BE	-	A	-	-	41.00%	-	Ufeckejj	ZXGJ	-	-	215	MWBI+215	-	-
C-1-U	NKO	51.000	4.90	YH	-	HHH-	-	-	96.00%	-	Wevkvcel	LYWT	-	-	325	LHEJ+325	-	-
X-X	JAT	1.800	8.70	O3	-	TD	-	-	1.50%	-	Ksvvfzfq	ZAGP	-	-	-	-	-	Retained
E-2-G	EWB	8.300	3.30	AC	-	OOO-	-	-	49.50%	-	Vmdwtcqx	KTKX	-	-	500	JTQV+500	-	-
K-2-R	YEM	97.000	3.30	WD	-	NNN	-	-	34.00%	-	Chqcltho	DHXM	-	-	160	BZNJ+160	-	-
O-X	IJW	12.000	5.30	MT	-	WW	-	-	92.00%	-	Qmovmzej	TXCT	-	-	195	HPAO+195	-	-
N-A	KQS	75.400	7.70	IY	-	II-	-	-	8.00%	-	Lypcjlhx	ZMAY	-	-	715	TCVG+715	-	-

Tranche Comments

G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144P/Jjm Y; U-1-J: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Afc H; K-2-R: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144J/Oyh K; O-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Yfz S; A-K: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144G/Dqh Q; C-1-U: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Hnx A; E-2-G: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144A/Zji U; N-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144N/Fva C; X-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Q/Olc C;

Deal Comments

Egxgz. Luh Rbvv Rgvmuen 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2004