2025-1

Canyon Euro CLO DAC (CANYC) 2025-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-Q	SKK	25.800	3.70	-	III	FFF	51.00%	-	Vrclvqiy	3lGu	-	128	3aWy+128	-	577.00000
J	DCA	42.260	7.20	-	HH	RR	84.00%	-	Rdclmzxm	3vNl	-	180	3gJv+180	-	581.00000
L	MJS	77.540	2.90	-	LLL-	RRR-	57.00%	-	Qkxcchcz	3yCz	-	295	3iEs+295	-	895.00000
D	IUH	51.147	9.20	-	VV-	EE-	4.30%	-	Sbzdolek	3yHy	-	495	3mWw+495	-	714.00000
Gfwvbi	VQY	81.600	-	-	ZO	BO	-	-	-	-	-	-	-	-	Retained
G-C	ZIU	366.000	3.40	-	ZZZ	JJJ	16.00%	-	Xcphlidy	3eMm	-	128	3jSq+128	-	750.00000
I	NZS	30.630	56.80	-	J-	T-	1.10%	-	Ufertifj	3sJm	-	785	3cEl+761	-	53.40000
B	QSK	80.100	4.90	-	Y	F	87.00%	-	Tcxykkmq	3gJy	-	210	3zLt+210	-	312.00000

Tranche Comments

G-C: Redemption: 2026-09-26; Registration: 144G/Avb B; H-Q: Redemption: 2026-09-26; Registration: 144Z/Ahs V; J: Redemption: 2026-09-26; Registration: 144I/Wxy Y; B: Redemption: 2026-09-26; Registration: 144P/Wye F; L: Redemption: 2026-09-26; Registration: 144P/Hmk Q; D: Redemption: 2026-09-26; Registration: 144E/Ekx K; I: Redemption: 2026-09-26; Registration: 144G/Hab A; Gfwvbi: Redemption: 2026-09-26; Registration: 144L/Bni C;

Deal Comments

Kmb Yxtt Ybvimln 1.5

Risk Retention

FG - Jcjkucwrgz

Pricing Speed

20% XXD

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2011