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
E-C2	XVA	39.100	2.20	-	JJJ	-	-	-	28.68%	-	Wsbshmnn	QNAS	108	-	108	UVBB+108	-	-
U-M2	ZZT	75.000	8.90	-	CC	-	-	-	51.26%	-	Ykhhfrpj	TSCR	155-160	-	165	UAWP+165	-	-
N-D2	VFC	40.000	1.90	-	D	-	-	-	75.69%	-	Usoubzqd	YVLT	185g	-	195	QAAI+195	-	-
N-M2	FVN	66.000	4.60	-	FF-	-	-	-	8.30%	-	Mlbwzskq	EXGS	625-640	-	625	YJCJ+625	-	-
H-D2-C2	BAQ	563.000	1.10	-	XXX	-	-	-	25.82%	-	Bchofxbu	EKLE	-	-	108	NLZK+108	-	-
Oau	IBE	72.000	-	-	LL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-D1-H2	CRU	240.600	9.50	-	SSS	-	-	-	77.16%	-	Hwkfyvkh	JYQM	-	-	108	YGLX+108	-	-
Y-H2	IXX	94.000	4.20	-	ZZZ-	-	-	-	83.30%	-	Gjfzuieq	GZVT	285-295	-	310	IMTV+310	-	-

Tranche Comments

E-C2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144A/Tej I; C-D1-H2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144D/Cny E; H-D2-C2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144Z/Roz V; U-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144L/Iff V; N-D2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144A/Bet Z; Y-H2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144P/Ypb E; N-M2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144T/Zth Q; Oau: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144W/Rpn L;

Deal Comments

Gemipppnipy. Qop Opbb Uefiohw 1.00

Pricing Speed

20% YLM

Reinvestment Period (YRS)

7.4

Reinvestment Period End Date

Dec 2, 2009

Reset

Yes