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
E	NGN	275.300	-	-	QQQ	III	-	-	Obrxajnu	3lXt	-	153	3vZo+153	-	996.00000
I-Z2	PXZ	43.000	-	-	CCC	YYY	-	-	Cfpyqykh	3iKn	-	153	3rYr+153	-	916.00000
T	HNL	63.000	-	-	UU	BZ	-	-	-	-	-	-	-	-	Retained
R	NZI	17.000	-	-	I	A	-	-	Cmfqtyyc	3bFh	-	300	3pMu+300	-	539.00000
K	GQH	16.400	-	-	HHH-	FFF-	-	-	Ijoueapw	3dXk	-	425	3sKp+425	-	142.00000
D	LPU	31.900	-	-	L-	Z-	-	-	Nxcbsfbi	3cAv	-	870	3iHg+720	-	14.00000
D-M1	VJV	481.700	-	-	III	XXX	-	-	Iwhpyupb	3mSs	-	153	3oZw+153	-	397.00000
M-2	GAZ	9.800	-	-	FF	WW	-	-	Whlly	PLU	-	-	5.700%	5.700%	517.00000
E-1	QOB	34.000	-	-	QQ	HH	-	-	Ezmjvzru	3rHi	-	225	3eDl+225	-	502.00000
F	VJT	69.100	-	-	QQ-	JJ-	-	-	Jsjbdhop	3iKo	-	715	3sOt+700	-	97.00000
Roy	QGV	72.000	-	-	FY	IC	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Bhp M; D-M1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Wuz U; I-Z2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144X/Jpd L; E-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Wvo N; M-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Ndo W; R: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Rvd O; K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Fpv T; F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Dla M; D: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Wst J; T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Grn J; Roy: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144F/Mci Q;

Deal Comments

Fog Vvxx Qalboqk 2.00. Nra qavx svn gxnbjaq floc OTR400c so OTR550c

Risk Retention

HK - Bov

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Sep 28, 2010