9(R)

Generate CLO (GNRT) 9(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
W-J	OFK	83.370	29.60	-	AA-	-	-	-	4.00%	-	Fykpavyy	WOWB	-	-	635	EKEX+635	-	702.00000
M-2M	EJK	4.510	17.90	-	TTT-	-	-	-	49.97%	-	Iykokobj	VWXG	-	-	415	ZWYW+415	-	246.00000
A-K	WRJ	528.400	5.50	-	VVV	-	-	-	83.00%	-	Xhbkswyg	MCMI	-	-	135	OUTO+135	-	929.00000
E-1U	HPL	15.650	2.30	-	JJJ-	-	-	-	97.30%	-	Qzsjeess	LTFU	-	-	310	VHQU+310	-	295.00000
H-N	VZM	1.000	6.20	-	UUU	-	-	-	-	-	Gpmmkpuc	UVYO	-	-	104	NXOP+104	-	475.00000
Rsv	UIH	17.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-C	RHM	37.300	9.10	-	JJ	-	-	-	17.00%	-	Wweewwzy	UKFG	-	-	175	KUJI+175	-	492.00000
H-X	WRL	71.000	7.10	-	M	-	-	-	11.00%	-	Ebzjxehs	UWGU	-	-	205	OTOE+205	-	512.00000

Tranche Comments

H-N: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144X/Mbd W; A-K: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144I/Zhf C; O-C: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144U/Oqx V; H-X: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144L/Cck N; E-1U: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144V/Clv E; M-2M: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144W/Dmn N; W-J: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Z/Rii S; Rsv: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144T/Vfi U;

Deal Comments

Ifqfe. Xsb-Vogg Yflhsgj 2.00

Pricing Speed

20 EPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 2016

WAL Test Period (YRS)

5.4

WAL Test Period End Date

Dec 10, 2011