11(R)

Generate CLO (GNRT) 11(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
F	IZI	4.700	-	-	GGG	-	-	-	-	-	Beucfdxv	GOXY	-	-	105	BSPS+105	-	-
G-R	PNZ	95.000	-	-	M	-	-	-	81.00%	-	Uyzhcetk	YNLN	-	205-215	210	TXHQ+210	-	-
Q-1V	CNI	529.000	-	-	CCC	-	-	-	44.00%	-	Ybmvcwmk	TLBB	-	-	141	DESI+141	-	-
I-2R	AGI	9.000	-	-	WWW	-	-	-	40.00%	-	Hslcyzbf	TULN	-	160-165	165	TUFX+165	-	-
Jif	XJY	16.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2-QD	WRR	8.000	-	-	QQQ-	-	-	-	71.00%	-	Sjryaoph	JDZP	-	-	485	HAFJ+485	-	-
F-2TO	JRP	9.000	-	-	WWW-	-	-	-	62.00%	-	Mpzhg	-	-	-	-	7.905%	-	-
S-J	GYH	16.000	-	-	VV	-	-	-	10.00%	-	Pvfpmahy	ZDTS	-	-	180	HXZC+180	-	-
L-T	USX	98.000	-	-	VV-	-	-	-	7.00%	-	Parusaov	QHNN	-	700-725	730	TLAX+730	-	-
S-1-Q	GBI	94.000	-	-	DDD	-	-	-	10.30%	-	Hhwrkrnd	HZBW	-	330-340	325	XSCA+325	-	-

Tranche Comments

F: Redemption: 2026-10-26; Registration: 144Y/Ipj V; Q-1V: Redemption: 2026-10-26; Registration: 144L/Fnb P; I-2R: Redemption: 2026-10-26; Registration: 144H/Hdz P; S-J: Redemption: 2026-10-26; Registration: 144W/Rlm U; G-R: Redemption: 2026-10-26; Registration: 144F/Ctl N; S-1-Q: Redemption: 2026-10-26; Registration: 144Y/Mjg W; W-2-QD: Redemption: 2026-10-26; Registration: 144U/Xxy B; F-2TO: Redemption: 2026-10-26; Registration: 144X/Iro N; L-T: Redemption: 2026-10-26; Registration: 144V/Klq Q; Jif: Redemption: 2026-10-26; Registration: 144N/Whr E;

Deal Comments

Bvcvh. Rfs Xcpp Hvjjfyg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2016

Refinancing

Yes