FINSIGHT

Canyon CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Canyon Capital Advisors

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K	WHW	97.000	2.10	ZK	-	Y	-	-	58.00%	-	Hrucsdyq	BOGW	-	175-185	185	BZUZ+185	-	-
A	YIF	6.820	46.40	W3	-	DM	-	-	9.45%	-	Qwkodaxv	LQTX	-	-	750	QTDD+750	-	-
K-2	ATK	9.000	70.30	IG	-	KKK-	-	-	50.00%	-	Fbuswqxc	PHGX	-	370-380	390	PZNW+390	-	-
Q-1	COE	669.000	9.60	Qhh	-	OM	-	-	80.00%	-	Kebotwoi	CSWZ	-	115	115	TSSU+115	-	-
I	UOV	43.000	5.20	QB	-	RR	-	-	91.00%	-	Truuwrsx	DJSN	-	150-155	160	ZKTZ+160	-	-
Z-2	UYG	75.000	1.00	SD	-	RRR	-	-	64.00%	-	Xczdwktc	TGOZ	-	140l	145	GMNO+145	-	-
C-1	XXM	81.000	5.20	UF	-	III-	-	-	74.00%	-	Ezsftthq	XLJJ	-	255-265	275	WQOF+275	-	-
H	BSN	13.000	35.40	SO	-	FF-	-	-	1.00%	-	Xyoxwwvs	GAFK	-	450-475	475	IEDK+475	-	-
Opmpvy	UIU	48.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144O/Olp E; Comments: Hmu-Hmwyun; Z-2: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144F/Lls X; I: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144W/Vsf E; K: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144U/Khr Q; C-1: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144D/Mdp C; K-2: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144C/Mnr U; H: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144O/Ypa N; A: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144V/Dob U; Opmpvy: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144X/Mmz G;

Deal Comments

Dgf-Nscc Saefgkq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2006