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
N	ULN	14.000	6.00	KY	B	-	-	-	-	-	Fprafopw	3aM	-	-	275	3zI+275	-	649.00000
F	XRT	83.000	9.70	LT	III-	-	-	-	-	-	Kzdokepj	3wB	-	-	380	3gG+380	-	610.00000
E-1	INE	210.300	5.70	Rcc	BBB	-	-	-	-	-	Pdqobiev	3sJ	-	-	137	3yV+137	-	491.00000
L-2	WPM	38.700	2.10	Gdd	PPP	-	-	-	-	-	Nzflz	-	-	-	-	3.15%	3.149%	420.00000
D	QIJ	49.000	18.20	TP	MM-	-	-	-	-	-	Cwqbmzsa	3dX	-	-	694	3rT+725	-	41.00000
Ipfuuk	ASH	29.300	-	SS	KL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1	QXS	25.000	4.90	TG	YY	-	-	-	-	-	Gwxxbkoo	3kL	-	-	185	3gC+185	-	486.00000
R-2	QVR	86.000	7.90	JE	EE	-	-	-	-	-	Mbwxo	-	-	-	-	3.73%	3.734%	427.00000

Tranche Comments

E-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144C/Fbb B; L-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144Q/Jfx O; U-1: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144U/Mhz O; R-2: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144O/Aak L; N: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144F/Qsp F; F: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144C/Lsq L; D: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144J/Akf S; Ipfuuk: First Pay: 2020-07-22; Redemption: 2022-01-22; Registration: 144Q/Csk H;

Deal Comments

Npb-Moqq Gfrwpms 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 2014

Reset

Yes