8(R)

Generate CLO (GNRT) 8(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
O-1-B2	XFW	23.000	6.70	-	JJJ	-	-	-	69.00%	-	Vfqykvfo	HSJG	-	-	320	YJJT+320	-	670.00000
F-2-Q2	RAM	67.000	9.00	-	XXX	-	-	-	37.00%	-	Drppuqbb	VCBH	-	-	160	ATBZ+160	-	423.00000
J-J2	OEE	70.000	3.80	-	F	-	-	-	10.00%	-	Rfwfbjvm	MXOB	-	-	210	LGQC+210	-	121.00000
S-1-K2	ZOA	294.000	1.20	-	HHH	-	-	-	66.00%	-	Ncdwtfmr	JQOX	-	-	138	EJXX+138	-	604.00000
I-O2	VVZ	4.500	7.30	-	DDD	-	-	-	-	-	Zppsfkzz	QMPJ	-	-	105	IOER+105	-	100.00000
G-C2	QBI	41.000	8.10	-	TT	-	-	-	45.00%	-	Fkjdkuup	CTXW	-	-	175	JGXU+175	-	386.00000
Z-2-E2	AQN	3.220	43.70	-	OOO-	-	-	-	23.76%	-	Vtahq	-	-	-	-	7.90%	7.902%	917.00000
V-Y2	XGJ	35.000	95.10	-	FF-	-	-	-	8.51%	-	Gllmhqex	PQZK	-	-	635	NKBD+635	-	697.00000
Trf	YAE	85.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-O2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144T/Fat P; S-1-K2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144B/Iwf L; F-2-Q2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144H/Did K; G-C2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144U/Eux W; J-J2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144U/Uzc L; O-1-B2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144X/Nfb F; Z-2-E2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144M/Jov R; V-Y2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144V/Hjw E; Trf: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144T/Zwx N;

Deal Comments

Lvcvj. Sne Ontt Bvnhneb 2.00

Pricing Speed

20 KPI

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 2017

Refinancing

Yes

WAL Test Period (YRS)

3.9

WAL Test Period End Date