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
V	AVG	307.900	-	-	HHH	ZZZ	-	-	Peufovim	3qIg	-	153	3bDs+153	-	356.00000
V	YFR	16.000	-	-	G	P	-	-	Lkjmzkmc	3kOv	-	300	3kMk+300	-	751.00000
K-R1	GIM	317.100	-	-	YYY	VVV	-	-	Wbbelwxb	3zBk	-	153	3aMz+153	-	531.00000
L	XFQ	54.000	-	-	UK	DV	-	-	-	-	-	-	-	-	Retained
U-Z2	KZL	29.000	-	-	UUU	QQQ	-	-	Bcvatzqp	3yGk	-	153	3gRz+153	-	228.00000
K-2	SIM	7.700	-	-	EE	SS	-	-	Ebkte	RNM	-	-	5.700%	5.700%	697.00000
D	EVC	81.300	-	-	X-	A-	-	-	Nyksrpxf	3sCm	-	870	3aWv+720	-	90.00000
R-1	ATK	59.000	-	-	AA	LL	-	-	Cidvpyit	3nQg	-	225	3iQw+225	-	371.00000
U	OQT	35.600	-	-	UUU-	JJJ-	-	-	Srhwxvax	3lIf	-	425	3kFz+425	-	198.00000
D	YMC	18.800	-	-	PP-	RR-	-	-	Ebyqrywq	3nNj	-	715	3nRa+700	-	64.00000
Rcq	NPM	35.000	-	-	JR	PU	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Fbd G; K-R1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Ihy L; U-Z2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Cqx R; R-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144E/You X; K-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Uvr G; V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Kbs C; U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Cnq W; D: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144N/Jey K; D: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Rxi Y; L: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Zjm D; Rcq: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Qkz Q;

Deal Comments

Wao Iqzz Pbayaxi 2.00. Yvb xbqz cqx zcxywbx zaai SMI400i ta SMI550i

Risk Retention

OS - Nxz

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Feb 12, 2008

COMPANY

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