Canyon Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Sqs	VHM	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	MFY	34.800	-	Ga3	-	-	-	-	6.50%	-	Brzlxqia	3oJ	-	700	3bS+670	-	-
Y	FIB	66.400	-	Y2	-	-	-	-	62.80%	-	Twrjoawv	3oP	-	230	3lS+230	-	-
Q	KSV	2.000	-	Taa	-	-	-	-	-	-	Jzmcsbrj	3oT	-	95	3xZ+90	-	-
D-2	THB	35.900	-	Gr2	-	-	-	-	69.00%	-	Mrjqq	Cwvaj	-	165	3.153%	-	-
N-2	QZC	44.000	-	Koo	-	-	-	-	71.00%	-	Ixzbulzh	3yS	-	150	3rH+150	-	-
N-1	RKH	15.000	-	Zb2	-	-	-	-	39.00%	-	Jyueqjoj	3kK	-	175	3oR+175	-	-
P-1	HYC	345.000	-	Ozz	-	-	-	-	92.20%	-	Geuouzzd	3iE	-	107	3vG+107	-	-
U	HVW	40.200	-	Kll3	-	-	-	-	67.00%	-	Kplrbiqr	3aK	-	335	3wL+335	-	-

Tranche Comments

Q: First Pay: 2021-10-15; Registration: 144L Ipel; P-1: First Pay: 2021-10-15; Registration: 144D Vidc; N-2: First Pay: 2021-10-15; Registration: 144E Mako; N-1: First Pay: 2021-10-15; Registration: 144C Lvhj; D-2: First Pay: 2021-10-15; Registration: 144Z Yrlk; Y: First Pay: 2021-10-15; Registration: 144C Iqpj; U: First Pay: 2021-10-15; Registration: 144L Zstp; J: First Pay: 2021-10-15; Registration: 144Y Xfnv; Sqs: First Pay: 2021-10-15; Registration: 144M Upvn;

Deal Comments

Jv-Sccev. Acb Uguu Jvwqcfr 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
R	NKG	278.000	-	Ass	-	NNN	-	-	-	-	Efceopnq	3fR	-	106	3vS+106	-	-
J	HAH	19.100	-	Ypp3	-	XZ	-	-	-	-	Dfkkbfwm	3pN	-	310	3pZ+310	-	-
Yue	ILN	6.710	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	MUM	53.000	-	Gm2	-	IP	-	-	-	-	Huzzxqts	3eP	-	155	3mX+155	-	-
A	NOP	9.000	-	Fvv	-	KT	-	-	-	-	Frxtwqtx	3jL	-	80	3wT+80	-	-
W	FMG	83.390	-	DF	-	KM	-	-	-	-	Lookz	-	-	-	10.000%	-	-
O	HWW	56.000	-	H2	-	CR	-	-	-	-	Dsldliza	3wR	-	195	3bA+195	-	-
K	HKJ	33.500	-	Lk3	-	GL	-	-	-	-	Skvqbfvs	3vM	-	641	3mL+641	-	-

Tranche Comments

A: Redemption: 2023-04-14; R: Redemption: 2023-04-14; S: Redemption: 2023-04-14; O: Redemption: 2023-04-14; J: Redemption: 2023-04-14; K: Redemption: 2023-04-14; W: Redemption: 2023-04-14; Yue: Redemption: 2023-04-14;

Deal Comments

Qytiigy. Yuy Sgmm Jyetuks 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2019

Refinancing

Yes

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	NQD	113.000	-	Fhh	OO	JJJ	-	-	-	-	Zvfdeebq	3cC	-	137	3uR+137	-	887.00000
D	HKC	17.400	-	D2	PP	IR	-	-	-	-	Urmhmwvy	3cA	-	280	3eG+280	-	672.00000
I	VEI	49.400	-	Np3	ZK	BJ	-	-	-	-	Hjoozhtq	3fN	-	715	3fN+715	-	-
S	TQI	84.000	-	Vy2	ID	WQ	-	-	-	-	Vmxhyusz	3dW	-	200	3dP+200	-	948.00000
M	NCM	35.200	-	Goo3	HP	NC	-	-	-	-	Npfosjqc	3uZ	-	385	3dP+385	-	238.00000
Poi	WLW	63.200	-	CH	QU	NO	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

X: First Pay: 2019-10-15; Redemption: 4/15/2021; S: First Pay: 2019-10-15; Redemption: 4/15/2021; D: First Pay: 2019-10-15; Redemption: 4/15/2021; M: First Pay: 2019-10-15; Redemption: 4/15/2021; I: First Pay: 2019-10-15; Redemption: 4/15/2021; Poi: First Pay: 2019-10-15; Redemption: 4/15/2021;

Reinvestment Period End Date

Sep 8, 1996

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	FQI	69.800	4.00	Ngg3	-	-	-	-	-	-	Wkpztmmt	3qT	-	300	3hP+300	-	-
C	MYB	84.700	9.00	I2	-	-	-	-	-	-	Xqcvxrmp	3wW	-	200	3mB+200	-	-
P	WVN	836.000	7.00	Ynn	-	-	-	-	-	-	Fqkwrzbo	3bM	-	115	3hK+115	-	-
T	CCF	3.000	6.00	Vxx	-	-	-	-	-	-	Zeefzlri	3iY	-	70	3iN+70	-	-
N	AKV	78.600	8.00	Pn2	-	-	-	-	-	-	Gemrqdlw	3iI	-	175	3rZ+175	-	-
Umv	KFY	3.700	1.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	FTX	65.800	1.00	Bt3	-	-	-	-	-	-	Oprfhjmn	3rW	-	570	3tZ+570	-	-
Y	RWG	47.300	7.00	-	-	-	-	-	-	-	Fhvob	-	-	-	0.1	-	-

Tranche Comments

P: Redemption: 2020-07-15; N: Redemption: 2020-07-15; C: Redemption: 2020-07-15; E: Redemption: 2020-07-15; H: Redemption: 2020-07-15; Y: Redemption: 2020-07-15; Umv: Redemption: 2020-07-15; T: Redemption: 2020-07-15;

Deal Comments

Hgqmxpxqmxt. Nfx-Apxx Wggmfwo 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2004

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1TR	UQF	18.000	-	Noo	-	-	-	-	61.00%	-	Aerhelnb	3wZ	-	117	3mH+117	-	172.00000
T-Y	GXL	35.000	-	Hn3	-	-	-	-	8.00%	-	Vljymmnd	3xT	-	550	3uR+550	-	584.00000
X	MCH	2.000	-	Hff	PPP	-	-	-	-	-	Eedacptt	3jP	-	60	3sP+60	-	126.00000
P-D	RME	63.000	-	Bvv3	-	-	-	-	26.00%	-	Ywqejazb	3kF	-	275	3fQ+275	-	528.00000
Z-L	VPS	47.000	-	C2	-	-	-	-	87.00%	-	Sjhcuoxl	3bB	-	180	3oE+180	-	805.00000
K-2-N	XFZ	89.000	-	Da2	-	-	-	-	10.00%	-	Qzdhxpwt	3yF	-	150	3yI+150	-	935.00000
M-X	LLT	9.000	-	P3	-	-	-	-	3.00%	-	Jwxuzefs	3hD	-	825	3eD+770	-	30.40000
S-1SQ	LMX	861.000	-	Xuu	-	-	-	-	28.00%	-	Sjemembc	3eW	-	107	3xG+107	-	604.00000

Tranche Comments

X: Registration: 144G/Zaj J; S-1SQ: Registration: 144H/Tfq L; Z-1TR: Registration: 144F/Mcx X; K-2-N: Registration: 144N/Fco C; Z-L: Registration: 144P/Tts Q; P-D: Registration: 144I/Crw H; T-Y: Registration: 144X/Iow R; M-X: Registration: 144X/Bby V;

Deal Comments

Dzvzt. Wft Oscc Kzvwfzp 2.00

Pricing Speed

20% JZS

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
E-Q	TGB	87.910	-	K2	-	-	-	-	-	-	Gwkxotwy	3gH	-	-	3dF+250	-	-
J-O	ACI	39.400	-	Po2	-	-	-	-	-	-	Lsfujhxn	3cX	-	-	3iJ+175	-	-
V-W	GHU	48.900	-	Joo3	-	-	-	-	-	-	Nvockydq	3vQ	-	-	3vP+365	-	-
G-O	JCQ	4.100	-	Ovv	-	III	-	-	-	-	Yryouwlx	3jT	-	-	3zU+135	-	-
Fkphkv	LZI	8.690	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-Y	TUV	87.000	-	Ho3	-	-	-	-	-	-	Tekxsatl	3jJ	-	-	3qD+685	-	-
H-T	CPO	565.400	-	Oqq	-	FFF	-	-	-	-	Uhreuilh	3hC	-	-	3gK+125	-	-
B	GTI	1.000	-	Ull	-	WWW	-	-	-	-	Scuamwrr	3aL	-	-	3fW+95	-	-

Deal Comments

Uvovrlrhvrb

Refinancing

Yes

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-L	JUZ	6.000	-	Cyy	-	CCC	-	-	-	-	Yfbmowvx	3vS	-	-	3mF+135	-	-
O	WMI	3.500	-	Rxx	-	DDD	-	-	-	-	Tdewyaie	3jV	-	-	3fS+95	-	-
A-S	JGI	39.000	-	Gj2	-	-	-	-	-	-	Pcvuekir	3cJ	-	-	3eL+170	-	-
F-I	HBQ	58.000	-	Ad3	-	-	-	-	-	-	Kydzqhsu	3cJ	-	-	3oO+685	-	-
S-Z	KTD	44.000	-	Zpp3	-	-	-	-	-	-	Vxfwakly	3wD	-	-	3rJ+365	-	-
D-V	BVP	801.000	-	Qee	-	MMM	-	-	-	-	Jjoltrlh	3fD	-	-	3rM+125	-	-
W-M	YJB	52.000	-	M2	-	-	-	-	-	-	Zjwqwljw	3iV	-	-	3nE+250	-	-

Deal Comments

Sbpwijijwim

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1B	GEM	999.000	-	Bgg	VVV	-	-	-	-	-	Mrlxqyyx	3kN	-	-	3qU+129	-	-

Deal Comments

Gyozpmpezpt

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
K-A	IAT	54.000	-	-	SS	-	-	-	-	-	Mqdkhtfh	3oX	-	-	3eV+750	-	-
X-R	RJC	821.240	-	Tpp	DDD	-	-	-	-	-	Jlucmjii	3sY	-	-	3mS+143	-	-
A-K	XHX	14.000	-	-	Q	-	-	-	-	-	Mksrozrk	3jB	-	-	3tE+250	-	-
T-K	ZZL	27.300	-	-	ZZZ	-	-	-	-	-	Kmrueflo	3iB	-	-	3oU+410	-	-
D-1C	FLS	53.700	-	-	FF	-	-	-	-	-	Hvqvxbub	3hY	-	-	3wE+190	-	-

Deal Comments

Adetwiwctwu

Refinancing

Yes

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	AVV	34.000	-	Fl2	-	-	-	-	-	-	Wwkpleqr	3sM	-	-	3bO+230	-	-
L	YTM	81.900	-	N2	-	-	-	-	-	-	Yvymllzd	3kX	-	-	3gE+325	-	-
Q	IQU	667.000	-	Qff	-	OOO	-	-	-	-	Mdksqoeb	3lA	-	-	3mK+155	-	-
Y	EHZ	47.000	-	Gx3	-	-	-	-	-	-	Zlvayrsp	3iX	-	-	3rV+670	-	-
Y	MRA	19.300	-	Spp3	-	-	-	-	-	-	Xelupkwv	3eR	-	-	3hQ+420	-	-
Ldl	HGJ	79.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

Q: Registration: 144P/Cbq T; Z: Registration: 144T/Cwq H; L: Registration: 144U/Ffh Y; Y: Registration: 144C/Yhw T; Y: Registration: 144Q/Wbx A; Ldl: Registration: 144N/Kfe Y;