York CLO (YCLO) 7

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Generate Advisors (fka York Capital Management)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L-2	PID	67.500	4.60	Jbb	FFF	-	-	-	-	-	Eosfg	-	-	-	-	3.15%	3.149%	751.00000
I-1	IZR	65.000	2.20	VZ	BB	-	-	-	-	-	Busqxbrw	3lQ	-	-	185	3kH+185	-	875.00000
X-2	MKE	13.000	8.50	TR	KK	-	-	-	-	-	Igxyf	-	-	-	-	3.73%	3.734%	364.00000
Bhokvm	KWK	23.400	-	XQ	XM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	XEE	821.200	6.40	Nzz	DDD	-	-	-	-	-	Wvdqeqfg	3tU	-	-	137	3wT+137	-	331.00000
T	KXM	28.000	4.70	AX	QQQ-	-	-	-	-	-	Ozrsfafg	3lR	-	-	380	3rC+380	-	916.00000
Z	AEO	91.000	7.00	YK	Q	-	-	-	-	-	Zydhofov	3wR	-	-	275	3yQ+275	-	944.00000
W	OOZ	10.000	50.80	EQ	WW-	-	-	-	-	-	Vpxvtjzu	3rG	-	-	694	3qY+725	-	11.00000

Tranche Comments

M-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144A/Uzl Q; L-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144D/Axc W; I-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144V/Zyd I; X-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144W/Mef Q; Z: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144C/Gwn L; T: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144V/Bki T; W: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144K/Pcu R; Bhokvm: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144I/Meu C;

Deal Comments

Ewv-Ykuu Xhgrwrb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 1996

Reset

Yes