2020-2(R)

Canyon CLO (CANYC) 2020-2(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
Y-M2	XVS	516.100	4.20	-	LLL	-	-	-	28.57%	-	Xxsvjtjz	XPPS	103	-	103	TLQE+103	-	-
G-J2	LFM	34.000	9.40	-	NN-	-	-	-	1.55%	-	Fjmhcbup	UDQU	575	-	575	YPUY+575	-	-
Enk	ASM	71.500	-	-	KB	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-D2	QUV	65.000	4.90	-	CCC-	-	-	-	71.87%	-	Vrqcupvn	BQVH	295	-	295	BLWG+295	-	-
Q-E2	BXA	36.000	9.20	-	F	-	-	-	59.70%	-	Hdypcalv	ZLXZ	185	-	185	VZZN+185	-	-
Z-Q2	HNC	45.300	3.70	-	GG	-	-	-	17.19%	-	Nyobymsr	SITG	153	-	153	HOSF+153	-	-

Tranche Comments

Y-M2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144V/Gsq P; Z-Q2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144Z/Kbb I; Q-E2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144O/Uxo N; B-D2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144K/Gdv Z; G-J2: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144B/Tec U; Enk: First Pay: 2025-04-15; Redemption: 2026-01-31; Registration: 144J/Iov K;

Deal Comments

Xmpaauaaaak. Usa-Duuu Cmaassv 1.0

Risk Retention

HG - Uhx

Pricing Speed

20% IEP

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2002