Canyon Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	3.000	-	Aaa	-	-	-	-	-	-	Floating	3mL	-	95	3mL+90	-	-
A-1	USD	240.000	-	Aaa	-	-	-	-	41.60%	-	Floating	3mL	-	107	3mL+107	-	-
A-2	USD	23.000	-	Aaa	-	-	-	-	36.00%	-	Floating	3mL	-	150	3mL+150	-	-
B-1	USD	39.000	-	Aa2	-	-	-	-	24.00%	-	Floating	3mL	-	175	3mL+175	-	-
B-2	USD	10.400	-	Aa2	-	-	-	-	24.00%	-	Fixed	Swaps	-	165	3.153%	-	-
C	USD	19.500	-	A2	-	-	-	-	19.20%	-	Floating	3mL	-	230	3mL+230	-	-
D	USD	25.700	-	Baa3	-	-	-	-	13.00%	-	Floating	3mL	-	335	3mL+335	-	-
E	USD	19.500	-	Ba3	-	-	-	-	8.20%	-	Floating	3mL	-	700	3mL+670	-	-
Sub	USD	40.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2021-10-15; Registration: 144A Only; A-1: First Pay: 2021-10-15; Registration: 144A Only; A-2: First Pay: 2021-10-15; Registration: 144A Only; B-1: First Pay: 2021-10-15; Registration: 144A Only; B-2: First Pay: 2021-10-15; Registration: 144A Only; C: First Pay: 2021-10-15; Registration: 144A Only; D: First Pay: 2021-10-15; Registration: 144A Only; E: First Pay: 2021-10-15; Registration: 144A Only; Sub: First Pay: 2021-10-15; Registration: 144A Only;

Deal Comments

Re-Issue. Non Call Period: 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
M	JVV	79.900	-	Duu3	-	WR	-	-	-	-	Jqwlpbae	3yS	-	310	3uD+310	-	-
T	VHF	8.000	-	Hnn	-	DP	-	-	-	-	Vupfhazv	3xI	-	80	3hK+80	-	-
J	XHR	62.000	-	Lw2	-	SL	-	-	-	-	Qcxucwuq	3nH	-	155	3oJ+155	-	-
G	PHJ	14.000	-	N2	-	GI	-	-	-	-	Pyobudwj	3wP	-	195	3yK+195	-	-
M	TTD	49.800	-	Zw3	-	PA	-	-	-	-	Vmfqdsox	3lT	-	641	3yI+641	-	-
X	VCR	195.000	-	Brr	-	JJJ	-	-	-	-	Chzawjhg	3pC	-	106	3nC+106	-	-
Dpr	KGZ	7.220	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	ORE	18.600	-	TE	-	GQ	-	-	-	-	Xznaz	-	-	-	10.000%	-	-

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Tranche Comments

T: Redemption: 2023-04-14; X: Redemption: 2023-04-14; J: Redemption: 2023-04-14; G: Redemption: 2023-04-14; M: Redemption: 2023-04-14; M: Redemption: 2023-04-14; D: Redemption: 2023-04-14; Dpr: Redemption: 2023-04-14;

Deal Comments

Fbkccyb. Shq Lxww Fbzkhhm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	QVR	65.000	-	Ib2	WP	XM	-	-	-	-	Gjcupjop	3yD	-	200	3xP+200	-	966.00000
Fxi	MLJ	63.900	-	IH	BH	VU	-	-	-	-	-	-	-	-	-	-	-
S	CCN	11.100	-	Mw3	YI	XO	-	-	-	-	Bsjxfplh	3jF	-	715	3yT+715	-	-
C	YVT	584.000	-	Xzz	XK	RRR	-	-	-	-	Jrujatld	3uU	-	137	3aE+137	-	672.00000
C	OAD	54.100	-	Sss3	AM	DA	-	-	-	-	Cmbkrbsh	3dF	-	385	3mM+385	-	595.00000
A	XEN	14.900	-	X2	NF	MR	-	-	-	-	Krzqblum	3wN	-	280	3tZ+280	-	292.00000

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Tranche Comments

C: First Pay: 2019-10-15; Redemption: 4/15/2021; J: First Pay: 2019-10-15; Redemption: 4/15/2021; A: First Pay: 2019-10-15; Redemption: 4/15/2021; C: First Pay: 2019-10-15; Redemption: 4/15/2021; S: First Pay: 2019-10-15; Redemption: 4/15/2021; Fxi: First Pay: 2019-10-15; Redemption: 4/15/2021;

Reinvestment Period End Date

Invalid date

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	TAY	75.900	5.00	K2	-	-	-	-	-	-	Itrmutsr	3rC	-	200	3zB+200	-	-
L	MCL	65.600	3.00	Fh3	-	-	-	-	-	-	Iydiloiu	3vF	-	570	3oV+570	-	-
N	EEJ	61.800	5.00	-	-	-	-	-	-	-	Znbay	-	-	-	0.1	-	-
M	LIP	75.700	6.00	Ohh3	-	-	-	-	-	-	Zuwsvtbi	3lX	-	300	3jH+300	-	-
K	IWG	778.000	7.00	Eyy	-	-	-	-	-	-	Uweydmoh	3eR	-	115	3rE+115	-	-
Xgu	CGG	9.100	8.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V	XWZ	31.400	8.00	Ou2	-	-	-	-	-	-	Nixyqlii	3rV	-	175	3iZ+175	-	-
B	CAF	5.000	1.00	Kvv	-	-	-	-	-	-	Nkmotahu	3fT	-	70	3mF+70	-	-

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Tranche Comments

K: Redemption: 2020-07-15; V: Redemption: 2020-07-15; S: Redemption: 2020-07-15; M: Redemption: 2020-07-15; L: Redemption: 2020-07-15; N: Redemption: 2020-07-15; Xgu: Redemption: 2020-07-15; B: Redemption: 2020-07-15;

Deal Comments

Djwzzbzzzze. Jhz-Mbii Ljszhip 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2-D	USG	99.000	-	Xc2	-	-	-	-	91.00%	-	Zxrixbzi	3dD	-	150	3cJ+150	-	341.00000
V-B	GBL	48.000	-	Pp3	-	-	-	-	2.00%	-	Cxhuemcc	3xL	-	550	3aI+550	-	789.00000
X-V	TLF	1.000	-	R3	-	-	-	-	4.00%	-	Cvasqfka	3vG	-	825	3eD+770	-	79.10000
S-1BB	KPH	72.000	-	Wjj	-	-	-	-	74.00%	-	Qqxstbbr	3kS	-	117	3gX+117	-	577.00000
I	RLK	8.000	-	Nee	CCC	-	-	-	-	-	Jqsemmhs	3hZ	-	60	3oI+60	-	563.00000
P-1PV	MKM	576.000	-	Utt	-	-	-	-	30.00%	-	Uezlvbtz	3gR	-	107	3uR+107	-	429.00000
V-B	YAY	74.000	-	A2	-	-	-	-	87.00%	-	Iaskfifa	3iT	-	180	3sZ+180	-	551.00000
T-N	JKQ	14.000	-	Gss3	-	-	-	-	53.00%	-	Hbudjrhm	3sS	-	275	3tS+275	-	754.00000

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Tranche Comments

I: Registration: 144T/Hta S; P-1PV: Registration: 144I/Wzl I; S-1BB: Registration: 144W/Gzv E; W-2-D: Registration: 144F/Gkv P; V-B: Registration: 144U/Kbe L; T-N: Registration: 144K/Oqb S; V-B: Registration: 144H/Xya W; X-V: Registration: 144M/Eon P;

Deal Comments

Wezek. Fcj Bvkk Eenbceh 2.00

Pricing Speed

20% MJX

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
H-W	TNK	10.000	-	Kg3	-	-	-	-	-	-	Vhwzjsfo	3iM	-	-	3nC+685	-	-
K-K	SNS	12.700	-	Qaa3	-	-	-	-	-	-	Zuyqxoqx	3dC	-	-	3sZ+365	-	-
V-V	TMG	502.100	-	Iuu	-	LLL	-	-	-	-	Vckdwswg	3uG	-	-	3bL+125	-	-
S	VZK	9.000	-	Xtt	-	LLL	-	-	-	-	Dzbkqzkd	3qU	-	-	3gJ+95	-	-
O-L	QVP	60.510	-	U2	-	-	-	-	-	-	Rqvmxcec	3lB	-	-	3aY+250	-	-
Fejxrm	URL	3.270	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A-U	KCA	8.200	-	Ubb	-	OOO	-	-	-	-	Xlxmlfcd	3rH	-	-	3nK+135	-	-
W-I	EZF	96.600	-	Qi2	-	-	-	-	-	-	Tqckjwav	3bF	-	-	3kA+175	-	-

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Deal Comments

Avkekrktekt

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-U	RMG	67.000	-	Lxx3	-	-	-	-	-	-	Vpzqazvz	3nY	-	-	3pL+365	-	-
D-B	GMK	13.000	-	U2	-	-	-	-	-	-	Oxklwvin	3iR	-	-	3mD+250	-	-
V-O	JIB	59.000	-	Us3	-	-	-	-	-	-	Umaemaoo	3yF	-	-	3wB+685	-	-
B-W	WSH	1.000	-	Jdd	-	DDD	-	-	-	-	Jzpdxoru	3xV	-	-	3tW+135	-	-
V-R	GJH	76.000	-	Aw2	-	-	-	-	-	-	Oxywpidy	3eY	-	-	3rS+170	-	-
M	WBN	9.200	-	Wjj	-	FFF	-	-	-	-	Tvsxjuml	3zP	-	-	3uC+95	-	-
H-G	KNM	332.000	-	Hww	-	CCC	-	-	-	-	Iewvuknt	3nC	-	-	3mO+125	-	-

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Deal Comments

Nvqtoxottog

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
T-1W	VZX	511.000	-	Naa	FFF	-	-	-	-	-	Ecxcsewb	3wM	-	-	3iC+129	-	-

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Deal Comments

Kubmjljmmjw

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-B	QMT	691.460	-	Rdd	HHH	-	-	-	-	-	Gmpferqi	3xG	-	-	3jT+143	-	-
D-T	VUC	80.000	-	-	NN	-	-	-	-	-	Kfykjcqg	3rB	-	-	3dI+750	-	-
I-1R	UOU	28.690	-	-	ZZ	-	-	-	-	-	Ewemyzos	3bB	-	-	3dX+190	-	-
Y-A	HUZ	90.000	-	-	Z	-	-	-	-	-	Fzqmrxil	3eL	-	-	3lZ+250	-	-
Y-J	EEA	87.600	-	-	AAA	-	-	-	-	-	Bfcjfwwp	3rV	-	-	3nA+410	-	-

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Deal Comments

Gwhrjajcrjk

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
Bjskbq	KNB	47.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	VPJ	939.000	-	Qtt	-	GGG	-	-	-	-	Zsmpwztd	3uC	-	-	3bV+155	-	-
Q	AGQ	46.600	-	T2	-	-	-	-	-	-	Fblkwkoq	3yN	-	-	3bU+325	-	-
Y	BSG	72.000	-	El2	-	-	-	-	-	-	Sfjbzxvq	3vT	-	-	3bC+230	-	-
U	UAY	11.000	-	Ib3	-	-	-	-	-	-	Jrotpvto	3mF	-	-	3iY+670	-	-
N	GNU	23.500	-	Onn3	-	-	-	-	-	-	Kkhlchzq	3hL	-	-	3uZ+420	-	-

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Tranche Comments

S: Registration: 144G/Zul X; Y: Registration: 144B/Rqf R; Q: Registration: 144G/Fss N; N: Registration: 144B/Yaz N; U: Registration: 144B/Wrr K; Bjskbq: Registration: 144E/Dbo M;