Canyon Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	JXW	34.000	-	Sxx	-	-	-	-	91.00%	-	Pfukvinb	3nT	-	150	3nH+150	-	-
Lkj	UPQ	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	ZSP	325.000	-	Mdd	-	-	-	-	98.40%	-	Cwherfaf	3oJ	-	107	3kH+107	-	-
R-1	CJS	16.000	-	Ta2	-	-	-	-	50.00%	-	Udhyvvxc	3iH	-	175	3tX+175	-	-
Z	ELG	32.600	-	Bpp3	-	-	-	-	61.00%	-	Wfxavrlj	3sN	-	335	3lS+335	-	-
X	TEY	4.000	-	Ckk	-	-	-	-	-	-	Gykalpnv	3fJ	-	95	3jK+90	-	-
J	CXX	38.400	-	Bd3	-	-	-	-	1.30%	-	Vequkqdn	3qE	-	700	3oK+670	-	-
H-2	KKY	31.600	-	Lz2	-	-	-	-	61.00%	-	Ciryh	Phxno	-	165	3.153%	-	-
R	MJZ	37.700	-	D2	-	-	-	-	33.90%	-	Xmhxlesk	3vU	-	230	3iI+230	-	-

Tranche Comments

X: First Pay: 2021-10-15; Registration: 144M Euth; V-1: First Pay: 2021-10-15; Registration: 144D Qeqf; C-2: First Pay: 2021-10-15; Registration: 144D Xoga; R-1: First Pay: 2021-10-15; Registration: 144M Kido; H-2: First Pay: 2021-10-15; Registration: 144R Whxm; R: First Pay: 2021-10-15; Registration: 144C Xcdh; Z: First Pay: 2021-10-15; Registration: 144Z Ghge; J: First Pay: 2021-10-15; Registration: 144Q Nhri; Lkj: First Pay: 2021-10-15; Registration: 144H Zvbl;

Deal Comments

Bb-Izzsb. Fqe Jmee Cbueqvt 2.0

Reinvestment Period (YRS)

WAL Test Period (YRS)

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Hoz	WGG	8.610	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	AHA	46.500	-	Ogg3	-	SX	-	-	-	-	Vboawlfq	3oR	-	310	3aJ+310	-	-
U	CTE	9.000	-	Nhh	-	EL	-	-	-	-	Jfyxszfr	3zW	-	80	3tO+80	-	-
H	MAI	21.000	-	M2	-	EV	-	-	-	-	Pshmxjts	3fF	-	195	3tT+195	-	-
Z	YJN	954.000	-	Nxx	-	FFF	-	-	-	-	Aszyzoxv	3pA	-	106	3hD+106	-	-
D	QXX	85.400	-	Kn3	-	QE	-	-	-	-	Elhrztow	3lC	-	641	3aT+641	-	-
K	BIH	67.860	-	VH	-	AW	-	-	-	-	Qrjhu	-	-	-	10.000%	-	-
A	CVT	82.000	-	Uo2	-	FR	-	-	-	-	Obsdpfni	3zP	-	155	3zR+155	-	-

Tranche Comments

U: Redemption: 2023-04-14; Z: Redemption: 2023-04-14; A: Redemption: 2023-04-14; H: Redemption: 2023-04-14; G: Redemption: 2023-04-14; D: Redemption: 2023-04-14; K: Redemption: 2023-04-14; Hoz: Redemption: 2023-04-14;

Deal Comments

Bqkqqbq. Mfw Oahh Gqwkfly 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2014

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Szt	ETK	74.400	-	FD	CB	FK	-	-	-	-	-	-	-	-	-	-	-
O	JJO	290.000	-	Brr	TK	LLL	-	-	-	-	Mwcqjlba	3qY	-	137	3sN+137	-	670.00000
N	YBI	50.000	-	Dc2	WM	EM	-	-	-	-	Xkpashww	3yJ	-	200	3kE+200	-	664.00000
Y	JWK	17.700	-	W2	AW	US	-	-	-	-	Qkoqfacd	3rI	-	280	3sM+280	-	860.00000
T	UWQ	73.800	-	Vb3	QA	JM	-	-	-	-	Zvzssksa	3vR	-	715	3iI+715	-	-
R	UIA	54.600	-	Vdd3	AX	HJ	-	-	-	-	Lxzpbbsz	3kJ	-	385	3eF+385	-	254.00000

Tranche Comments

O: First Pay: 2019-10-15; Redemption: 4/15/2021; N: First Pay: 2019-10-15; Redemption: 4/15/2021; Y: First Pay: 2019-10-15; Redemption: 4/15/2021; R: First Pay: 2019-10-15; Redemption: 4/15/2021; T: First Pay: 2019-10-15; Redemption: 4/15/2021; Szt: First Pay: 2019-10-15; Redemption: 4/15/2021;

Reinvestment Period End Date

Sep 4, 2017

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	EPY	67.700	9.00	Pss3	-	-	-	-	-	-	Gqcuymka	3sU	-	300	3hO+300	-	-
I	CVC	282.000	4.00	Uuu	-	-	-	-	-	-	Dmclewck	3tC	-	115	3wG+115	-	-
R	EGZ	99.300	6.00	Pw3	-	-	-	-	-	-	Hefsrcjj	3nU	-	570	3rZ+570	-	-
Ihy	CYY	8.100	9.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	WND	22.900	7.00	-	-	-	-	-	-	-	Spplc	-	-	-	0.1	-	-
D	JPZ	5.000	4.00	Hvv	-	-	-	-	-	-	Gzxlzfda	3mS	-	70	3fZ+70	-	-
K	MBL	35.900	5.00	Hp2	-	-	-	-	-	-	Jbeoezco	3iY	-	175	3lK+175	-	-
I	YHX	17.900	8.00	P2	-	-	-	-	-	-	Sucjwhro	3bQ	-	200	3kC+200	-	-

Tranche Comments

I: Redemption: 2020-07-15; K: Redemption: 2020-07-15; I: Redemption: 2020-07-15; C: Redemption: 2020-07-15; R: Redemption: 2020-07-15; H: Redemption: 2020-07-15; Ihy: Redemption: 2020-07-15; D: Redemption: 2020-07-15;

Deal Comments

Zwfqvmvzqvt. Rav-Amkk Hwqqavy 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2009

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	JQK	9.000	-	Kff	AAA	-	-	-	-	-	Weoyoukp	3iZ	-	60	3nR+60	-	211.00000
A-1AK	AVS	914.000	-	Fjj	-	-	-	-	29.00%	-	Dhsrbjuw	3pE	-	107	3cS+107	-	730.00000
Q-1GZ	PLR	66.000	-	Fdd	-	-	-	-	43.00%	-	Dhhpfvxv	3dG	-	117	3kH+117	-	190.00000
O-T	TPV	51.000	-	J2	-	-	-	-	55.00%	-	Nykaorrw	3oW	-	180	3cN+180	-	522.00000
P-T	IHF	71.000	-	Cq3	-	-	-	-	4.00%	-	Jqqhhwky	3jD	-	550	3lS+550	-	745.00000
E-M	ECB	3.000	-	C3	-	-	-	-	3.00%	-	Mwvewwrx	3lU	-	825	3zK+770	-	58.20000
P-2-Q	KQF	52.000	-	Vd2	-	-	-	-	22.00%	-	Ljmvopde	3fX	-	150	3pX+150	-	581.00000
Y-N	MGM	50.000	-	Trr3	-	-	-	-	59.00%	-	Fflepfhr	3hV	-	275	3qK+275	-	680.00000

Tranche Comments

Y: Registration: 144C/Rwp R; A-1AK: Registration: 144Z/Reh W; Q-1GZ: Registration: 144P/Uwv N; P-2-Q: Registration: 144X/Acb I; O-T: Registration: 144Y/Nyh C; Y-N: Registration: 144X/Ufh F; P-T: Registration: 144C/Xkz P; E-M: Registration: 144M/Tim G;

Deal Comments

Uvjvs. Vec Tgjj Jvcheeo 2.00

Pricing Speed

20% AUN

Reinvestment Period (YRS)

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	PEC	13.200	-	Az2	-	-	-	-	-	-	Drwzfhku	3dS	-	-	3aO+175	-	-
F	BTK	6.000	-	Lmm	-	UUU	-	-	-	-	Czohbcvv	3wE	-	-	3aG+95	-	-
Y-K	RRY	23.450	-	M2	-	-	-	-	-	-	Xqqjsvfl	3tX	-	-	3qE+250	-	-
F-T	LID	74.200	-	Tgg3	-	-	-	-	-	-	Ilcbrewm	3qW	-	-	3gE+365	-	-
G-S	AJX	680.500	-	Sdd	-	DDD	-	-	-	-	Xdpjluau	3lJ	-	-	3sC+125	-	-
S-U	PAR	5.100	-	Fjj	-	PPP	-	-	-	-	Ovrpzsdl	3vG	-	-	3kB+135	-	-
U-S	EIY	31.000	-	Ky3	-	-	-	-	-	-	Wfwwlmxf	3nZ	-	-	3fH+685	-	-
Vrocxq	KVY	3.310	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Rtquoaoeuop

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-L	FUM	80.000	-	U2	-	-	-	-	-	-	Odcmjtjz	3iR	-	-	3nD+250	-	-
Z-V	HTJ	16.000	-	Ql2	-	-	-	-	-	-	Ysjhdyjf	3kM	-	-	3aN+170	-	-
F-F	AGP	539.000	-	Wuu	-	RRR	-	-	-	-	Tiosycoi	3uG	-	-	3fJ+125	-	-
V-J	FSO	51.000	-	Tee3	-	-	-	-	-	-	Bqhrlsxa	3eU	-	-	3lW+365	-	-
X-F	OOF	93.000	-	Jl3	-	-	-	-	-	-	Zskdsmbk	3xK	-	-	3eH+685	-	-
D	LCF	6.400	-	Uff	-	QQQ	-	-	-	-	Nzsaavwv	3aL	-	-	3yF+95	-	-
H-T	UEH	4.000	-	Pxx	-	QQQ	-	-	-	-	Abywtrsm	3lM	-	-	3bB+135	-	-

Deal Comments

Iqxxwrwyxwp

Reset

Yes

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1S	BAB	605.000	-	Lvv	QQQ	-	-	-	-	-	Wzqathko	3jF	-	-	3eE+129	-	-

Deal Comments

Aurzyayrzyx

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-Q	VTG	19.000	-	-	B	-	-	-	-	-	Boyfaocw	3kC	-	-	3lS+250	-	-
V-E	XAV	99.600	-	-	MMM	-	-	-	-	-	Bfvwrmmv	3qY	-	-	3rH+410	-	-
I-1O	ZAW	80.700	-	-	JJ	-	-	-	-	-	Zbbbpcbk	3cB	-	-	3pX+190	-	-
U-D	IZJ	575.120	-	Urr	CCC	-	-	-	-	-	Syyuqyes	3pM	-	-	3zS+143	-	-
F-B	KHW	31.000	-	-	WW	-	-	-	-	-	Ghxbzhcx	3oV	-	-	3aJ+750	-	-

Deal Comments

Pbbhzkzchzj

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	AAC	58.000	-	Me3	-	-	-	-	-	-	Gcfjfmvl	3oT	-	-	3tE+670	-	-
Ejv	IMA	77.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	EGF	977.000	-	Vrr	-	ZZZ	-	-	-	-	Swrxtiiv	3yR	-	-	3eD+155	-	-
Z	CQR	79.900	-	O2	-	-	-	-	-	-	Hxfdmrxg	3zD	-	-	3gV+325	-	-
V	QUK	87.200	-	Hss3	-	-	-	-	-	-	Ucwudlzf	3cW	-	-	3sO+420	-	-
W	ANH	86.000	-	Sj2	-	-	-	-	-	-	Zcbhjytn	3lT	-	-	3uC+230	-	-

Tranche Comments

T: Registration: 144Z/Efu H; W: Registration: 144P/Llw C; Z: Registration: 144A/Mij Z; V: Registration: 144W/Cnf W; Q: Registration: 144T/Has T; Ejv: Registration: 144D/Puc Z;