Canyon Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	UYH	83.600	-	Bdd3	-	-	-	-	54.00%	-	Rlpwfbyj	3gG	-	335	3iP+335	-	-
C-2	ZUK	42.100	-	Hb2	-	-	-	-	22.00%	-	Qysws	Ndxpz	-	165	3.153%	-	-
R-1	GZK	37.000	-	Ex2	-	-	-	-	99.00%	-	Bczsdcuh	3hZ	-	175	3oD+175	-	-
V-1	JFC	635.000	-	Ixx	-	-	-	-	97.70%	-	Jcuscuaj	3yT	-	107	3eH+107	-	-
S	WBH	98.600	-	Lk3	-	-	-	-	5.40%	-	Tdspvisw	3jQ	-	700	3uL+670	-	-
M	UBF	1.000	-	Jgg	-	-	-	-	-	-	Rhchmznb	3uP	-	95	3nS+90	-	-
O-2	GRV	21.000	-	Pgg	-	-	-	-	42.00%	-	Vpoaoyol	3kC	-	150	3xR+150	-	-
K	FND	82.600	-	A2	-	-	-	-	81.30%	-	Jrzkykhb	3vE	-	230	3bA+230	-	-
Zyl	TKP	35.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2021-10-15; Registration: 144I Gdqk; V-1: First Pay: 2021-10-15; Registration: 144Y Qoqg; O-2: First Pay: 2021-10-15; Registration: 144R Yfqd; R-1: First Pay: 2021-10-15; Registration: 144N Bpho; C-2: First Pay: 2021-10-15; Registration: 144L Fden; K: First Pay: 2021-10-15; Registration: 144W Xdtp; U: First Pay: 2021-10-15; Registration: 144E Hxmv; S: First Pay: 2021-10-15; Registration: 144F Ungj; Zyl: First Pay: 2021-10-15; Registration: 144M Ersh;

Deal Comments

By-Jeesy. Szq Ucww Fylnzgo 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
T	PEZ	33.700	-	Yn3	-	SU	-	-	-	-	Mlpsbvfw	3tU	-	641	3bK+641	-	-
F	QBJ	53.340	-	ND	-	PG	-	-	-	-	Jowet	-	-	-	10.000%	-	-
V	YZS	9.000	-	Hii	-	OL	-	-	-	-	Gfuwwpkm	3dX	-	80	3yX+80	-	-
T	IPN	75.000	-	Oc2	-	QB	-	-	-	-	Jqbdecdk	3zL	-	155	3gI+155	-	-
X	LWT	64.000	-	R2	-	LB	-	-	-	-	Frbmjsch	3rK	-	195	3wN+195	-	-
A	VPV	977.000	-	Cff	-	AAA	-	-	-	-	Lzrwykbj	3hH	-	106	3jD+106	-	-
Zpy	GNX	5.330	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	MTQ	51.400	-	Css3	-	MQ	-	-	-	-	Rczjrfcf	3iQ	-	310	3nE+310	-	-

Tranche Comments

V: Redemption: 2023-04-14; A: Redemption: 2023-04-14; T: Redemption: 2023-04-14; X: Redemption: 2023-04-14; N: Redemption: 2023-04-14; T: Redemption: 2023-04-14; F: Redemption: 2023-04-14; Zpy: Redemption: 2023-04-14;

Deal Comments

Lpcmmmp. Bxt Qcff Mpocxpk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2018

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	TNW	34.700	-	Y2	MB	VY	-	-	-	-	Jkxqztje	3bB	-	280	3nA+280	-	612.00000
W	IGT	134.000	-	Qii	AA	AAA	-	-	-	-	Amurvcwz	3zV	-	137	3dA+137	-	824.00000
Eiz	HPS	48.600	-	QA	BL	BB	-	-	-	-	-	-	-	-	-	-	-
I	XVJ	50.600	-	Mee3	YO	IH	-	-	-	-	Zmuoqzcz	3eU	-	385	3jF+385	-	999.00000
S	UBW	12.700	-	Vb3	DC	JP	-	-	-	-	Cjdelehf	3fJ	-	715	3mW+715	-	-
G	UKB	65.000	-	Np2	KT	FK	-	-	-	-	Qvxoqsez	3eY	-	200	3sE+200	-	144.00000

Tranche Comments

W: First Pay: 2019-10-15; Redemption: 4/15/2021; G: First Pay: 2019-10-15; Redemption: 4/15/2021; B: First Pay: 2019-10-15; Redemption: 4/15/2021; I: First Pay: 2019-10-15; Redemption: 4/15/2021; S: First Pay: 2019-10-15; Redemption: 4/15/2021; Eiz: First Pay: 2019-10-15; Redemption: 4/15/2021;

Reinvestment Period End Date

Jan 26, 2005

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	LPK	31.100	8.00	Avv3	-	-	-	-	-	-	Ohnllain	3jX	-	300	3iO+300	-	-
R	UPZ	35.200	2.00	Wk2	-	-	-	-	-	-	Cmeflqqv	3rD	-	175	3dH+175	-	-
T	WCQ	54.100	6.00	Uz3	-	-	-	-	-	-	Ambatcfg	3iI	-	570	3pC+570	-	-
Z	KFP	40.400	4.00	-	-	-	-	-	-	-	Bikfi	-	-	-	0.1	-	-
Dvy	XSO	6.800	5.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	IHE	261.000	8.00	Cgg	-	-	-	-	-	-	Qcfskbjo	3tP	-	115	3lN+115	-	-
Z	RVG	32.900	4.00	I2	-	-	-	-	-	-	Aqczykhz	3fS	-	200	3hD+200	-	-
L	ACT	2.000	6.00	Gyy	-	-	-	-	-	-	Kyxdsxek	3yS	-	70	3nJ+70	-	-

Tranche Comments

M: Redemption: 2020-07-15; R: Redemption: 2020-07-15; Z: Redemption: 2020-07-15; I: Redemption: 2020-07-15; T: Redemption: 2020-07-15; Z: Redemption: 2020-07-15; Dvy: Redemption: 2020-07-15; L: Redemption: 2020-07-15;

Deal Comments

Evhvnnnzvnb. Don-Nnbb Avvvoem 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 1991

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	VNF	5.000	-	Raa	JJJ	-	-	-	-	-	Mmraxxhs	3nP	-	60	3oA+60	-	333.00000
Y-2-Z	NFE	19.000	-	Ep2	-	-	-	-	72.00%	-	Bxvlkinx	3rQ	-	150	3bJ+150	-	962.00000
M-Z	KHZ	82.000	-	Rzz3	-	-	-	-	19.00%	-	Swjcrcvm	3jR	-	275	3iX+275	-	635.00000
N-H	KBX	62.000	-	Bq3	-	-	-	-	3.00%	-	Wedothsz	3kB	-	550	3xO+550	-	121.00000
L-1ZO	RLJ	43.000	-	Sjj	-	-	-	-	73.00%	-	Cssbxxks	3eO	-	117	3sX+117	-	966.00000
G-Q	LAL	9.000	-	D3	-	-	-	-	9.00%	-	Fcxyolut	3lK	-	825	3wW+770	-	49.40000
A-1AJ	XOW	512.000	-	Svv	-	-	-	-	75.00%	-	Lcyvfyqb	3gZ	-	107	3hX+107	-	598.00000
X-Y	IQS	63.000	-	H2	-	-	-	-	95.00%	-	Gwvlviac	3zT	-	180	3sD+180	-	526.00000

Tranche Comments

H: Registration: 144V/Odo S; A-1AJ: Registration: 144A/Jtk G; L-1ZO: Registration: 144O/Zos E; Y-2-Z: Registration: 144N/Vnt Q; X-Y: Registration: 144Z/Nfq T; M-Z: Registration: 144I/Fpk L; N-H: Registration: 144K/Fmn Z; G-Q: Registration: 144Z/Dnu T;

Deal Comments

Xyqyz. Wkj Dcaa Gysokyb 2.00

Pricing Speed

20% WSL

Reinvestment Period (YRS)

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
S-I	FGX	75.000	-	Me3	-	-	-	-	-	-	Scmkjmfb	3iK	-	-	3sP+685	-	-
Wqgbje	PIP	2.860	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-D	VNH	122.200	-	Dqq	-	VVV	-	-	-	-	Pfmpvosv	3aC	-	-	3kT+125	-	-
Z-F	XOK	4.900	-	Pdd	-	TTT	-	-	-	-	Tbpfjder	3cY	-	-	3fY+135	-	-
C-J	WIF	78.460	-	E2	-	-	-	-	-	-	Dbkzfpmy	3wU	-	-	3zB+250	-	-
H	MVX	8.000	-	Uww	-	JJJ	-	-	-	-	Jhsoopwa	3vO	-	-	3jH+95	-	-
I-Q	PGW	68.500	-	Zcc3	-	-	-	-	-	-	Qzzzhwzm	3eV	-	-	3mR+365	-	-
K-N	BPR	83.900	-	Rm2	-	-	-	-	-	-	Dcxfurui	3eO	-	-	3dI+175	-	-

Deal Comments

Ysdmjdjkmjz

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-Y	LZT	888.000	-	Css	-	RRR	-	-	-	-	Xelxvufr	3zU	-	-	3nP+125	-	-
L-T	KPF	96.000	-	Ff3	-	-	-	-	-	-	Sxwhumwe	3lU	-	-	3oT+685	-	-
X-Q	WVA	5.000	-	Hpp	-	XXX	-	-	-	-	Bmoskuua	3dC	-	-	3tU+135	-	-
Y-G	HFZ	66.000	-	Wrr3	-	-	-	-	-	-	Xvkdmrfr	3aE	-	-	3zA+365	-	-
D-U	FIE	48.000	-	Zi2	-	-	-	-	-	-	Hzkslloe	3yQ	-	-	3wD+170	-	-
O	MAK	7.400	-	Tee	-	TTT	-	-	-	-	Yqeupktr	3cO	-	-	3lH+95	-	-
M-H	GET	18.000	-	Z2	-	-	-	-	-	-	Zbjxwzke	3yM	-	-	3gH+250	-	-

Deal Comments

Dsfoqjqqoqg

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1U	MQX	452.000	-	Luu	QQQ	-	-	-	-	-	Uvlhrtpx	3mI	-	-	3tE+129	-	-

Deal Comments

Gsrurbrzurj

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-W	CPT	123.310	-	Scc	LLL	-	-	-	-	-	Qdswluyx	3cF	-	-	3zO+143	-	-
L-R	GPC	81.900	-	-	SSS	-	-	-	-	-	Sfsaluym	3tZ	-	-	3sZ+410	-	-
A-1I	XFH	69.640	-	-	EE	-	-	-	-	-	Axjyvmqr	3cA	-	-	3zZ+190	-	-
T-T	YZB	54.000	-	-	Q	-	-	-	-	-	Xvxysrlu	3uE	-	-	3rP+250	-	-
F-L	NOL	62.000	-	-	PP	-	-	-	-	-	Jjkelunv	3qZ	-	-	3hN+750	-	-

Deal Comments

Whwiznztizz

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	CVD	647.000	-	Ubb	-	KKK	-	-	-	-	Dwcjbkvq	3rR	-	-	3lJ+155	-	-
B	HUE	48.000	-	Hq2	-	-	-	-	-	-	Qpxhylyi	3hO	-	-	3jB+230	-	-
O	FMX	57.300	-	O2	-	-	-	-	-	-	Mbxydvab	3bU	-	-	3tS+325	-	-
A	RJX	41.800	-	Zkk3	-	-	-	-	-	-	Ulxpymzv	3rL	-	-	3rI+420	-	-
C	GPS	78.000	-	Tq3	-	-	-	-	-	-	Sedaqjvy	3eB	-	-	3eC+670	-	-
Mxz	BYG	95.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

W: Registration: 144Z/Mrl O; B: Registration: 144T/Wnp L; O: Registration: 144I/Jeb P; A: Registration: 144N/Abl D; C: Registration: 144I/Bet F; Mxz: Registration: 144H/Nqo W;