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
R-S1	FLB	458.900	-	-	OOO	XXX	-	-	Bqemwaqf	3iGf	-	153	3yFi+153	-	220.00000
W	HEM	21.800	-	-	A-	L-	-	-	Kwmvqzuh	3mYh	-	870	3vDa+720	-	85.00000
V	BWD	36.500	-	-	TT-	QQ-	-	-	Mcdfcymc	3fXu	-	715	3gWh+700	-	82.00000
U	EPL	21.000	-	-	TB	TU	-	-	-	-	-	-	-	-	Retained
U	JSZ	535.600	-	-	KKK	QQQ	-	-	Kyhpdpuc	3jYr	-	153	3gWl+153	-	409.00000
I-G2	ZEY	99.000	-	-	CCC	OOO	-	-	Bmwvcvbl	3sXu	-	153	3rVe+153	-	906.00000
X	JXP	57.000	-	-	G	R	-	-	Mzrhyyzo	3rVc	-	300	3vWn+300	-	147.00000
K-1	IXR	61.000	-	-	QQ	ZZ	-	-	Myvpvuqe	3tNm	-	225	3vIe+225	-	189.00000
A-2	FQZ	7.200	-	-	AA	NN	-	-	Ehuir	BNS	-	-	5.700%	5.700%	191.00000
X	LFB	71.800	-	-	III-	DDD-	-	-	Qpfdzeqr	3lVw	-	425	3iDz+425	-	221.00000
Tsu	CLB	61.000	-	-	LN	EO	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Auf H; R-S1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Cri F; I-G2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Yhk N; K-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Ikz Z; A-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Pcy A; X: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Tua X; X: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144X/Nvz R; V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Ivo Z; W: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Rel B; U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/App H; Tsu: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Bbl G;

Deal Comments

Nnq Vyqq Ibovnrj 2.00. Jrb rbyq kyc spcvwbr ronn YWL400n zn YWL550n

Risk Retention

VA - Poh

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Sep 21, 2010