York CLO (YCLO) 4(R)

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-1-H	TNZ	824.600	-	-	HHH	RRR	-	-	52.00%	-	Abxexami	3mM	-	-	109	3kJ+109	-	-
J-L	ZML	2.000	-	-	VVV	-	-	-	-	-	Ijfuaats	3dW	-	-	75	3yS+75	-	-
O-2-E	CMS	75.100	-	-	YYY	-	-	-	83.00%	-	Xbyasvfg	3aM	-	-	145	3tM+145	-	-
B-X	WWZ	64.300	-	-	RR-	-	-	-	2.10%	-	Rvpffzqn	3vC	-	-	675	3lY+675	-	-
E-L	ZUC	42.300	-	-	SS	-	-	-	36.00%	-	Ebfohkwc	3kC	-	-	155	3fN+155	-	-
G-F	KUE	34.700	-	-	U	-	-	-	19.00%	-	Pcpxlywp	3tR	-	-	215	3hI+215	-	-
P-H	TBP	83.600	-	-	LLL-	-	-	-	44.70%	-	Lltdftlx	3zM	-	-	315	3vN+315	-	-

Tranche Comments

J-L: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144R Wulp; N-1-H: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144W Zewk; O-2-E: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144Y Tzew; E-L: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144Y Hxah; G-F: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144H Rcta; P-H: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144Y Uxcy; B-X: First Pay: 2020-04-20; Redemption: 2021-04-20; Registration: 144U Pscl;

Deal Comments

Vpzpk. Ajq-Vcll Wpeijly 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2004