2020-1(R)

Canyon CLO (CANYC) 2020-1(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
C-V2-T2	JMS	171.000	5.60	-	ZZZ	-	-	-	27.76%	-	Tfxetqlv	CAOL	-	-	108	QPKE+108	-	-
D-T2	WFK	84.000	5.80	-	PPP-	-	-	-	41.62%	-	Qmkmkcif	PNTE	285-295	-	310	VGTK+310	-	-
X-M2	PHB	10.000	2.90	-	JJ-	-	-	-	9.70%	-	Wqdpedjz	NEUS	625-640	-	625	JJTC+625	-	-
X-S1-Z2	TEP	578.500	1.70	-	UUU	-	-	-	90.34%	-	Hlvwtasf	TWNP	-	-	108	KXLG+108	-	-
P-Q2	UVN	89.500	1.60	-	TTT	-	-	-	45.12%	-	Gzxzwyok	ANJK	108	-	108	IIIM+108	-	-
Z-O2	RZB	32.000	4.50	-	CC	-	-	-	55.18%	-	Guxkdwwr	ABDU	155-160	-	165	ZSJZ+165	-	-
Ljw	EZO	45.000	-	-	JB	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-T2	PSI	76.000	8.90	-	T	-	-	-	47.57%	-	Qsemeasj	MTWF	185w	-	195	LWMM+195	-	-

Tranche Comments

P-Q2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144J/Nyc P; X-S1-Z2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144F/Eum H; C-V2-T2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144I/Reb H; Z-O2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144L/Lnd J; U-T2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144E/Nfv S; D-T2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144B/Jki A; X-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144V/Wlz H; Ljw: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144L/Ats B;

Deal Comments

Jizxsxshxsj. Gms Ixgg Hioxmic 1.00

Pricing Speed

20% BVS

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Nov 30, 1998

Refinancing

Yes

Reset

Yes