Generate CLO (GNRT) 18

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
Y	CGN	610.000	-	Fxx	GM	-	-	-	97.00%	-	Xxreahkp	HTDS	-	137	137	LAEG+137	-	-
J	WAM	44.000	-	HN	V	-	-	-	24.00%	-	Jxhusini	GWVJ	-	195-200	200	VQYQ+200	-	-
Xmz	PTW	78.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	CLP	76.450	-	NA	XX-	-	-	-	8.00%	-	Nvywcedq	MUFB	-	575-600	600	NJJR+600	-	-
P2	NBP	9.280	-	ZN	VVV-	-	-	-	62.70%	-	Sfyvekhp	VABT	-	420s	420	VIOD+420	-	-
U	NKO	81.000	-	LV	RR	-	-	-	90.00%	-	Rvqhmxpk	HUUU	-	170-175	175	LIFI+175	-	-
D1	YVB	19.000	-	KI	OOO-	-	-	-	73.00%	-	Vmjlbvmw	CPSC	-	295-300	300	HCNK+300	-	-

Tranche Comments

Y: Redemption: 2027-01-20; Registration: 144X/Djq K; U: Redemption: 2027-01-20; Registration: 144M/Lpb A; J: Redemption: 2027-01-20; Registration: 144U/Cxh F; D1: Redemption: 2027-01-20; Registration: 144E/Gry P; P2: Redemption: 2027-01-20; Registration: 144C/Ztb D; W: Redemption: 2027-01-20; Registration: 144O/Opn V; Xmz: Redemption: 2027-01-20; Registration: 144F/Iwj L;

Deal Comments

Zky Chss Uvmnkfp 2.00

Pricing Speed

20% YIU

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 2006

WAL Test Period (YRS)

9.3