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
F-1-C	UWP	23.000	-	-	RRR	-	-	-	91.10%	-	Mbvarahf	NXGC	-	330-340	325	KQWQ+325	-	-
I-2-UQ	LNN	6.000	-	-	EEE-	-	-	-	43.00%	-	Adylbzzr	SYGO	-	-	485	VEYW+485	-	-
L-2Q	FJS	2.000	-	-	RRR	-	-	-	70.00%	-	Mrwfkyye	BDGE	-	160-165	165	NTGT+165	-	-
Gie	YZI	91.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-S	AJQ	74.000	-	-	B	-	-	-	70.00%	-	Ivooxxqf	DCQV	-	205-215	210	YEMY+210	-	-
V-1L	ZTV	303.000	-	-	KKK	-	-	-	99.00%	-	Jpmbkqtj	DNOV	-	-	141	JSJK+141	-	-
X-2FQ	RMU	3.000	-	-	YYY-	-	-	-	88.00%	-	Tptzy	-	-	-	-	7.905%	-	-
U-L	KMH	19.000	-	-	AA-	-	-	-	6.00%	-	Wzsesukz	QMGK	-	700-725	730	DOFS+730	-	-
P-L	BYP	85.000	-	-	GG	-	-	-	84.00%	-	Kvxmhkpp	UKKK	-	-	180	DTPS+180	-	-
P	KLN	1.400	-	-	AAA	-	-	-	-	-	Qwuprhtg	XCFR	-	-	105	AXJH+105	-	-

Tranche Comments

P: Redemption: 2026-10-26; Registration: 144X/Kzx E; V-1L: Redemption: 2026-10-26; Registration: 144Y/Gmc B; L-2Q: Redemption: 2026-10-26; Registration: 144F/Xfp I; P-L: Redemption: 2026-10-26; Registration: 144Y/Mph M; C-S: Redemption: 2026-10-26; Registration: 144U/Iym W; F-1-C: Redemption: 2026-10-26; Registration: 144A/Dkc A; I-2-UQ: Redemption: 2026-10-26; Registration: 144Q/Ity U; X-2FQ: Redemption: 2026-10-26; Registration: 144Q/Zmw H; U-L: Redemption: 2026-10-26; Registration: 144F/Osi T; Gie: Redemption: 2026-10-26; Registration: 144M/Dvp B;

Deal Comments

Otmtv. Uhp Wkmm Mttjhgy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2001