The system has an option to export your canceled subscribers through bulk action. Here's a sample screenshot below:
The guide below will show you how you can set this up. I would recommend that you check out this page; this guide will give you an in-depth tutorial with the feature:
How to Use Bulk Actions64
If you're having some trouble with this, I recommend that you send an email to firstname.lastname@example.org to take a look at your account.