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
L	MZH	7.900	8.70	Raa	-	YF	-	-	-	-	Nmldrbqg	KNIM	-	-	100	QHNV+100	-	-
Z-1-V	GVK	229.000	4.80	Nss	-	KKK	-	-	68.00%	-	Yrqykzhd	EIGD	-	-	140	UKNS+140	-	-
Y-W	JHN	43.000	1.50	AY	-	RR	-	-	14.00%	-	Pjpbpajj	SEVH	-	-	195	AZBX+195	-	-
D-V	MNH	78.000	4.50	MR	-	S	-	-	50.00%	-	Djkhrmdu	YXNU	-	-	215	DCSU+215	-	-
V-2-U	ZLN	1.100	6.20	SF	-	DDD-	-	-	80.80%	-	Frvlkuye	ZSMS	-	-	500	JLOM+500	-	-
Y-A	JCT	6.500	7.10	U3	-	YB	-	-	7.30%	-	Ryrdbcqy	CNKT	-	-	-	-	-	Retained
T-A	BSP	44.500	4.90	MG	-	ZZ-	-	-	6.00%	-	Delamtqc	EZXY	-	-	715	NZSR+715	-	-
K-2-T	TWM	53.000	6.70	CJ	-	FFF	-	-	20.00%	-	Tsmbyarl	HKWI	-	-	160	GVDE+160	-	-
P-1-X	NRD	15.000	4.50	ZH	-	AAA-	-	-	76.00%	-	Cvrmjmea	KNYO	-	-	325	ELQG+325	-	-

Tranche Comments

L: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Fkf V; Z-1-V: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Jwv O; K-2-T: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Yzt G; Y-W: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144M/Vfz U; D-V: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144D/Kbo K; P-1-X: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144P/Kug U; V-2-U: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144T/Jaw L; T-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144W/Oia B; Y-A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144I/Tiq K;

Deal Comments

Xwbwf. Nqn Xmpp Pwjlqzy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2011

Refinancing

Yes