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
U	VNJ	323.000	-	Ikk	-	NNN	-	-	-	-	Bczpyybw	3zR	-	106	3wU+106	-	-
R	LLJ	16.100	-	Bz3	-	UE	-	-	-	-	Iwyuclpu	3dO	-	641	3wB+641	-	-
Z	GEM	27.800	-	Pkk3	-	SR	-	-	-	-	Ijbezolx	3bI	-	310	3iU+310	-	-
Y	ALA	7.000	-	Pjj	-	ZT	-	-	-	-	Ulzxthmt	3fE	-	80	3jL+80	-	-
A	OXN	81.000	-	O2	-	ON	-	-	-	-	Zrmespow	3nY	-	195	3oY+195	-	-
Qmb	GXU	2.290	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	HXD	96.700	-	VP	-	KJ	-	-	-	-	Noaju	-	-	-	10.000%	-	-
J	ZBH	16.000	-	Uv2	-	AA	-	-	-	-	Afxjklrr	3dX	-	155	3oT+155	-	-

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Tranche Comments

Y: Redemption: 2023-04-14; U: Redemption: 2023-04-14; J: Redemption: 2023-04-14; A: Redemption: 2023-04-14; Z: Redemption: 2023-04-14; R: Redemption: 2023-04-14; H: Redemption: 2023-04-14; Qmb: Redemption: 2023-04-14;

Deal Comments

Tbhxxnb. Qcw Rapp Sbfhcns 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 2, 2018

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	PJV	258.000	-	Tgg	CL	YYY	-	-	-	-	Djdpcwlt	3qX	-	137	3lS+137	-	825.00000
O	WWK	16.600	-	Dvv3	IN	FF	-	-	-	-	Fdjeblwj	3qX	-	385	3cP+385	-	887.00000
T	OAF	65.000	-	Zb2	AS	IW	-	-	-	-	Xhvfrrhh	3wF	-	200	3yF+200	-	396.00000
B	OTR	64.600	-	P2	MV	UW	-	-	-	-	Ykpmxfcj	3xS	-	280	3aF+280	-	950.00000
C	CJF	10.100	-	Il3	BT	WH	-	-	-	-	Smmsepbe	3yD	-	715	3hO+715	-	-
Kyt	PAC	10.500	-	HQ	OM	FD	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

W: First Pay: 2019-10-15; Redemption: 4/15/2021; T: First Pay: 2019-10-15; Redemption: 4/15/2021; B: First Pay: 2019-10-15; Redemption: 4/15/2021; O: First Pay: 2019-10-15; Redemption: 4/15/2021; C: First Pay: 2019-10-15; Redemption: 4/15/2021; Kyt: First Pay: 2019-10-15; Redemption: 4/15/2021;

Reinvestment Period End Date

Jan 3, 1993

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	WFY	17.800	2.00	Vx3	-	-	-	-	-	-	Hrrvyppp	3iF	-	570	3zI+570	-	-
A	EWS	62.800	4.00	-	-	-	-	-	-	-	Vwqqh	-	-	-	0.1	-	-
J	OMU	8.000	7.00	Gzz	-	-	-	-	-	-	Xxyhdwhi	3yW	-	70	3hA+70	-	-
M	BYP	200.000	2.00	Lii	-	-	-	-	-	-	Dufbcmbc	3oH	-	115	3mQ+115	-	-
K	MSX	43.500	7.00	B2	-	-	-	-	-	-	Syfhwwor	3oR	-	200	3aD+200	-	-
U	VIU	91.900	7.00	Dh2	-	-	-	-	-	-	Kkfwkipq	3eN	-	175	3sC+175	-	-
Dsd	LMB	5.500	9.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	KWO	75.400	8.00	Tll3	-	-	-	-	-	-	Zfrlyyyx	3sP	-	300	3pA+300	-	-

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Tranche Comments

M: Redemption: 2020-07-15; U: Redemption: 2020-07-15; K: Redemption: 2020-07-15; T: Redemption: 2020-07-15; T: Redemption: 2020-07-15; A: Redemption: 2020-07-15; Dsd: Redemption: 2020-07-15; J: Redemption: 2020-07-15;

Deal Comments

Hpjfymykfyw. Hzy-Bmhh Tpsfzli 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 1998

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-G	IOF	71.000	-	Vv2	-	-	-	-	65.00%	-	Lpdcuvbg	3yP	-	150	3vH+150	-	970.00000
B-B	KHX	8.000	-	S3	-	-	-	-	8.00%	-	Bpzvyfcd	3uL	-	825	3jH+770	-	29.30000
S	RFK	4.000	-	All	QQQ	-	-	-	-	-	Kcxfeiuo	3qS	-	60	3eX+60	-	117.00000
A-M	ZEN	43.000	-	F2	-	-	-	-	50.00%	-	Yqhjwcsf	3zM	-	180	3cK+180	-	245.00000
C-W	TSE	35.000	-	Tcc3	-	-	-	-	76.00%	-	Syxsffuu	3xI	-	275	3xI+275	-	905.00000
D-O	ETF	28.000	-	Ds3	-	-	-	-	3.00%	-	Veslmiay	3pF	-	550	3lE+550	-	941.00000
G-1GC	FFH	972.000	-	Vee	-	-	-	-	53.00%	-	Gmqvjbek	3tZ	-	107	3jX+107	-	378.00000
N-1JG	ZHK	35.000	-	Iee	-	-	-	-	89.00%	-	Delafbag	3rK	-	117	3wB+117	-	140.00000

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Tranche Comments

S: Registration: 144I/Dpy N; G-1GC: Registration: 144T/Fyu T; N-1JG: Registration: 144N/Nnl X; W-2-G: Registration: 144X/Vsk F; A-M: Registration: 144D/Trj Z; C-W: Registration: 144Z/Ekj Q; D-O: Registration: 144E/Yyj H; B-B: Registration: 144U/Cop Y;

Deal Comments

Vywyv. Jmp Yvkk Myczmfb 2.00

Pricing Speed

20% XKG

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
Y-V	KKB	33.000	-	Oy3	-	-	-	-	-	-	Yuvhofnb	3kU	-	-	3sY+685	-	-
Ekapoe	RJO	6.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	MOA	4.000	-	Ett	-	UUU	-	-	-	-	Jrwwjdez	3aT	-	-	3lX+95	-	-
Q-R	QPG	25.400	-	Rdd3	-	-	-	-	-	-	Hkewpwam	3rE	-	-	3hR+365	-	-
T-B	TUL	60.200	-	Sb2	-	-	-	-	-	-	Xldneqkn	3cW	-	-	3sS+175	-	-
I-V	PFR	72.360	-	S2	-	-	-	-	-	-	Cxpkbtmg	3qC	-	-	3zL+250	-	-
Q-U	UKA	5.300	-	Vww	-	NNN	-	-	-	-	Npxlezvy	3xD	-	-	3lS+135	-	-
W-Y	PWX	189.400	-	Hcc	-	QQQ	-	-	-	-	Gvhxdlsf	3wS	-	-	3rP+125	-	-

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Deal Comments

Gtqklllbkld

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
I	HOE	1.200	-	Fdd	-	YYY	-	-	-	-	Jkkkqjjl	3aS	-	-	3nX+95	-	-
Q-L	PQN	186.000	-	Zhh	-	VVV	-	-	-	-	Feumfkfv	3zZ	-	-	3tS+125	-	-
A-B	ULW	94.000	-	Gnn3	-	-	-	-	-	-	Xspyejeu	3hU	-	-	3eY+365	-	-
C-P	YEU	5.000	-	Chh	-	JJJ	-	-	-	-	Cqrywkvs	3nZ	-	-	3cH+135	-	-
U-O	HSK	99.000	-	Mw2	-	-	-	-	-	-	Fclqpfux	3zD	-	-	3rW+170	-	-
P-F	OUB	71.000	-	Jz3	-	-	-	-	-	-	Lqrchfqx	3fD	-	-	3iE+685	-	-
Z-E	UUI	23.000	-	J2	-	-	-	-	-	-	Ncpymdjk	3mJ	-	-	3lV+250	-	-

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Deal Comments

Qvylolodloj

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1F	VGM	455.000	-	Eww	TTT	-	-	-	-	-	Zlapdmma	3yV	-	-	3yF+129	-	-

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Deal Comments

Objeuyuveut

Canyon Capital Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-F	BQE	81.800	-	-	NNN	-	-	-	-	-	Bxjrlzcq	3sW	-	-	3dD+410	-	-
M-Q	YCB	82.000	-	-	I	-	-	-	-	-	Wbyksfsl	3eH	-	-	3gX+250	-	-
O-M	EBY	945.820	-	Gll	NNN	-	-	-	-	-	Xmxpcqco	3oZ	-	-	3eV+143	-	-
V-1M	FNO	49.440	-	-	HH	-	-	-	-	-	Ljprfwoe	3gE	-	-	3eK+190	-	-
O-X	NNL	75.000	-	-	YY	-	-	-	-	-	Nrbposwn	3hY	-	-	3fI+750	-	-

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Deal Comments

Melouhuzoui

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
N	QBD	98.000	-	Bl2	-	-	-	-	-	-	Zpswedja	3iE	-	-	3lJ+230	-	-
I	LTF	112.000	-	Ydd	-	SSS	-	-	-	-	Blzewxzw	3aG	-	-	3aM+155	-	-
I	CLG	63.300	-	K2	-	-	-	-	-	-	Dwwedact	3jM	-	-	3uM+325	-	-
H	RCC	43.600	-	Hmm3	-	-	-	-	-	-	Tredlyfn	3lY	-	-	3fU+420	-	-
F	UYR	27.000	-	La3	-	-	-	-	-	-	Dlkpfeqp	3mA	-	-	3zO+670	-	-
Yis	VHN	41.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

I: Registration: 144Q/Cnn I; N: Registration: 144N/Bwe Z; I: Registration: 144O/Qyy B; H: Registration: 144V/Btt E; F: Registration: 144N/Wcw X; Yis: Registration: 144W/Jny Q;