10(R)

Generate CLO (GNRT) 10(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-B	WPS	96.000	7.70	-	A	-	-	-	97.00%	-	Fperjuhi	QKCF	-	175-185	180	UEHF+180	-	-
I-2-Y	MRH	6.000	8.80	-	HHH-	-	-	-	32.00%	-	Fvpvsvpf	WXHB	-	375	375	XDTB+375	-	-
F	BNM	4.300	2.50	-	MMM	-	-	-	-	-	Mvfmwxkb	PVJF	-	95p	95	BDTK+95	-	-
D-Q	WOD	79.000	3.10	-	JJ-	-	-	-	3.00%	-	Pckpxhtc	VNHU	-	490-515	490	AXER+490	-	-
V-1-B	YJO	59.000	7.30	-	TTT-	-	-	-	53.00%	-	Vlmbtxlk	KTZG	-	265-275	285	DGDQ+285	-	-
P-Q	TBS	14.000	5.30	-	LL	-	-	-	22.00%	-	Ixburruw	HXFD	-	155-160	160	IYZL+160	-	-
E-S	YWT	987.000	5.90	-	DDD	KKK	-	-	63.00%	-	Irckosrz	JSVD	-	121	121	QVHG+121	-	-

Tranche Comments

F: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144G/Zke C; E-S: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144W/Yqz X; Comments: Nrj-Nxpfjb; P-Q: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144F/Ccx W; N-B: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144X/Dav B; V-1-B: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144E/Brh E; I-2-Y: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144D/Nxk N; D-Q: First Pay: 2025-07-22; Redemption: 2027-01-22; Registration: 144O/Nkd F;

Deal Comments

Vpfps. Hex-Rzss Iptmejd 2.00

Pricing Speed

20% QPZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2014