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
T-1K	ZKC	410.000	-	-	UUU	-	-	-	35.00%	-	Uqljcxrx	XXVJ	-	-	141	HUQO+141	-	-
K-1-C	YPR	40.000	-	-	YYY	-	-	-	44.20%	-	Ubjbfyeq	NADU	-	330-340	325	TEOJ+325	-	-
A	VNK	5.600	-	-	LLL	-	-	-	-	-	Ihcejtsp	CZSV	-	-	105	VPFG+105	-	-
X-G	OZP	55.000	-	-	G	-	-	-	11.00%	-	Eepotilj	XOPB	-	205-215	210	ADCV+210	-	-
U-F	RYW	62.000	-	-	OO	-	-	-	35.00%	-	Jwqlhpus	XJKL	-	-	180	BNWJ+180	-	-
C-2PS	AQW	4.000	-	-	CCC-	-	-	-	29.00%	-	Kfwki	-	-	-	-	7.905%	-	-
K-2-KF	RTN	6.000	-	-	FFF-	-	-	-	57.00%	-	Lvthkznt	PMBN	-	-	485	CQVO+485	-	-
Fwg	ZJA	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-V	JTS	48.000	-	-	PP-	-	-	-	8.00%	-	Mjzvoexm	QMVW	-	700-725	730	ZUQA+730	-	-
Y-2J	PYP	3.000	-	-	UUU	-	-	-	15.00%	-	Xylmzoqo	HWBX	-	160-165	165	GKFP+165	-	-

Tranche Comments

A: Redemption: 2026-10-26; Registration: 144T/Wkw I; T-1K: Redemption: 2026-10-26; Registration: 144T/Luy S; Y-2J: Redemption: 2026-10-26; Registration: 144B/Djc V; U-F: Redemption: 2026-10-26; Registration: 144Y/Xre B; X-G: Redemption: 2026-10-26; Registration: 144O/Wwg T; K-1-C: Redemption: 2026-10-26; Registration: 144Q/Ppg R; K-2-KF: Redemption: 2026-10-26; Registration: 144Y/Dpg Y; C-2PS: Redemption: 2026-10-26; Registration: 144G/Iqd T; Y-V: Redemption: 2026-10-26; Registration: 144Z/Cer H; Fwg: Redemption: 2026-10-26; Registration: 144V/Qdj S;

Deal Comments

Hbjbf. Zoz Brvv Jbqlorw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 1999