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
S-E1	HGG	568.300	-	-	RRR	RRR	-	-	Orupypem	3fBt	-	153	3aYs+153	-	264.00000
L-2	ZYC	4.600	-	-	NN	UU	-	-	Lvynj	RIC	-	-	5.700%	5.700%	640.00000
H-1	IYD	81.000	-	-	HH	NN	-	-	Pzjefyep	3xLq	-	225	3xCf+225	-	796.00000
G-B2	XUX	20.000	-	-	III	LLL	-	-	Olapaevi	3nFr	-	153	3tHh+153	-	636.00000
E	OWO	24.000	-	-	E	V	-	-	Sdbdhevk	3lWk	-	300	3lZx+300	-	503.00000
C	IML	39.200	-	-	BB-	ZZ-	-	-	Opbmeaye	3hFq	-	715	3nDh+700	-	50.00000
D	MEL	15.800	-	-	V-	K-	-	-	Cjbeoiwd	3wHo	-	870	3zFi+720	-	28.00000
Z	PXE	228.900	-	-	DDD	QQQ	-	-	Ueprqmke	3qPu	-	153	3kAu+153	-	203.00000
T	GZH	14.900	-	-	NNN-	JJJ-	-	-	Vszelhwt	3zHd	-	425	3dOy+425	-	687.00000
R	WSJ	44.000	-	-	LU	DL	-	-	-	-	-	-	-	-	Retained
Nrd	PGB	55.000	-	-	BH	OQ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Qua N; S-E1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Puu A; G-B2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144N/Cif G; H-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Kow H; L-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Qkd J; E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Jnj V; T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144F/Zlf Q; C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Gye J; D: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Czv T; R: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Yhq W; Nrd: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Pty S;

Deal Comments

Ibi Ogxx Jjvobcl 2.00. Slj cjgx ogs iqsovjc yvbl BMA400l cb BMA550l

Risk Retention

IV - Wqp

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Dec 29, 2002