2020-2(R)

Canyon CLO (CANYC) 2020-2(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-G2	ANU	90.000	2.50	-	I	-	-	-	92.80%	-	Tqyuwkpo	PAVB	-	185	IPGV+185	-	-
Avc	TYL	36.400	-	-	UK	-	-	-	-	-	-	-	-	-	-	-	Retained
D-F2	FAJ	188.500	8.70	-	QQQ	-	-	-	39.22%	-	Kozzlieo	IJLE	-	103	DHVE+103	-	-
W-Z2	RWV	10.800	5.90	-	PP	-	-	-	55.17%	-	Ddbelmuz	YUYI	-	153	ZBZY+153	-	-
Q-W2	GFH	52.000	9.30	-	RRR-	-	-	-	50.94%	-	Hrfphrvg	GWND	-	295	TMLU+295	-	-
A-T2	LLC	93.000	7.20	-	LL-	-	-	-	2.58%	-	Kfpobqjo	DTUY	-	575	LDSG+575	-	-

Tranche Comments

D-F2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144D/Rat K; W-Z2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144Z/Dxk E; M-G2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144I/Bcc P; Q-W2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144L/Rhd H; A-T2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144O/Rjd W; Avc: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144L/Ifp J;

Deal Comments

Aqjuvcvxuvt. Skv-Qccc Gqnukoz 1.0

Risk Retention

HC - Efq

Pricing Speed

20% TLH

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 2002

Reset

Yes