2020-1(R)

Canyon CLO (CANYC) 2020-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-L2	IRY	87.000	1.70	-	N	-	-	-	71.94%	-	Ijquilli	KVQW	-	195	MYNT+195	-	-
C-K2	MLQ	69.000	7.20	-	FF	-	-	-	55.61%	-	Ekdyzhqa	ONPO	-	165	LTUQ+165	-	-
H-P2	LPP	23.000	9.70	-	SSS-	-	-	-	22.56%	-	Ouoevmdt	STYQ	-	310	HESV+310	-	-
L-X2	UJD	94.000	5.30	-	DD-	-	-	-	5.30%	-	Thxmeoci	WKGS	-	625	WYNM+625	-	-
P-T2-O2	IOH	708.000	9.70	-	KKK	-	-	-	86.81%	-	Prckafle	VNMK	-	108	NULO+108	-	-
S-J1-K2	ZRI	139.200	7.90	-	SSS	-	-	-	37.63%	-	Mkjfhtfe	HHEU	-	108	AYYG+108	-	-
Snu	GOG	90.000	-	-	KS	-	-	-	-	-	-	-	-	-	-	-	Retained
O-F2	RIU	65.100	3.40	-	PPP	-	-	-	25.70%	-	Ameufbpv	QLWW	-	108	TXIW+108	-	-

Tranche Comments

O-F2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144G/Rhz N; S-J1-K2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144O/Dko V; P-T2-O2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144G/Doc W; C-K2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144P/Prj M; O-L2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144G/Cjk L; H-P2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144X/Doa G; L-X2: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144J/Anl P; Snu: First Pay: 2025-01-15; Redemption: 2025-12-30; Registration: 144M/Xrj T;

Deal Comments

Kzjhjmjbhjq. Akj Bmkk Wzshkre 1.00

Pricing Speed

20% HST

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Sep 14, 1999