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
P-J	KEY	86.710	17.40	-	MM-	-	-	-	2.00%	-	Uuhflaii	ILTA	-	-	635	ISGK+635	-	694.00000
S-G	CUW	49.600	1.80	-	CC	-	-	-	34.00%	-	Opvxsfre	KBJE	-	-	175	CBYF+175	-	748.00000
P-1W	FTQ	87.720	9.60	-	KKK-	-	-	-	51.20%	-	Ixvlxhdq	JNOK	-	-	310	DKXG+310	-	810.00000
V-F	RRM	26.000	6.90	-	R	-	-	-	73.00%	-	Crdckome	HPCF	-	-	205	DKFT+205	-	786.00000
L-G	RFB	893.200	8.40	-	QQQ	-	-	-	59.00%	-	Dfrbkxad	NSSZ	-	-	135	AUDT+135	-	582.00000
L-2Q	WIJ	1.670	48.10	-	SSS-	-	-	-	64.52%	-	Imuexxye	ZGDX	-	-	415	YGOR+415	-	887.00000
Sje	YML	31.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-X	VBQ	9.000	8.60	-	LLL	-	-	-	-	-	Tqvqfvvu	VGBP	-	-	104	IJIE+104	-	670.00000

Tranche Comments

H-X: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144X/Tyj I; L-G: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144O/Jlo K; S-G: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144W/Dqb H; V-F: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Zdk E; P-1W: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144U/Gwf Z; L-2Q: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144W/Gul Z; P-J: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Y/Iir N; Sje: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144V/Enq M;

Deal Comments

Ftxtp. Otn-Iaqq Stqstxb 2.00

Pricing Speed

20 ETG

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2026

WAL Test Period (YRS)

6.8

WAL Test Period End Date

Apr 27, 2014