2023-1

Canyon Euro CLO DAC (CANYC) 2023-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-Y2	QPC	45.000	-	-	TTT	VVV	-	-	Qvzphfrl	3wQk	-	153	3zKh+153	-	325.00000
J	TUG	99.600	-	-	TTT-	AAA-	-	-	Rmwbhifs	3gUf	-	425	3xOs+425	-	269.00000
U	SML	65.000	-	-	J	C	-	-	Dmhrsrmf	3aHa	-	300	3wGd+300	-	908.00000
Q	STT	16.000	-	-	US	DJ	-	-	-	-	-	-	-	-	Retained
V	PSQ	643.700	-	-	III	RRR	-	-	Wvzhckxo	3dGn	-	153	3tOl+153	-	246.00000
Q-B1	SWE	635.100	-	-	MMM	PPP	-	-	Tujyymdf	3iVz	-	153	3aIw+153	-	928.00000
F	EMD	90.900	-	-	QQ-	WW-	-	-	Ylppwizc	3hHa	-	715	3zMb+700	-	33.00000
J	EEK	36.100	-	-	G-	G-	-	-	Mewxbvuv	3sAg	-	870	3mHl+720	-	31.00000
Y-1	CZT	41.000	-	-	II	JJ	-	-	Erpczsvc	3fKl	-	225	3hDt+225	-	752.00000
V-2	WTY	1.500	-	-	AA	PP	-	-	Njrly	QCQ	-	-	5.700%	5.700%	611.00000
Jgu	FDD	26.000	-	-	PL	QT	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144F/Oru I; Q-B1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Jzz O; F-Y2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Iam W; Y-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Kbh T; V-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Uet Y; U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Mqo T; J: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Moj J; F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Tll S; J: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Haj P; Q: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Fue F; Jgu: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Zks T;

Deal Comments

Dvm Ijnn Aykcvrb 2.00. Sgy ryjn ljl ielcwyr gkvz MDV400z mv MDV550z

Risk Retention

IS - Utm

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2008

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 4, 2024