8(R)

Generate CLO (GNRT) 8(R)

Generate Advisors (fka York Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2-P2	XFE	6.430	18.80	-	JJJ-	-	-	-	73.28%	-	Ekvxr	-	-	-	7.90%	7.902%	600.00000
Czq	AJO	27.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-O2	CLX	8.800	9.20	-	CCC	-	-	-	-	-	Eewomyug	ICUV	-	105	YIKP+105	-	474.00000
U-1-I2	BBM	338.000	4.10	-	EEE	-	-	-	28.00%	-	Uubfledo	QCTA	-	138	MOYQ+138	-	992.00000
E-Q2	GGZ	82.000	90.90	-	ZZ-	-	-	-	7.39%	-	Bwmescde	QMJT	-	635	HIYG+635	-	548.00000
F-A2	BMM	42.000	5.90	-	SS	-	-	-	95.00%	-	Ycbedkdo	KMED	-	175	ZNVH+175	-	568.00000
E-1-K2	MQA	42.000	1.90	-	HHH	-	-	-	80.00%	-	Yxdwjqjv	CXPD	-	320	MNVZ+320	-	900.00000
U-2-K2	UFI	55.000	1.00	-	III	-	-	-	75.00%	-	Tzjmxfnb	KEBC	-	160	VHGF+160	-	658.00000
N-P2	CMW	22.000	3.40	-	W	-	-	-	84.00%	-	Fspdalaa	GBIH	-	210	HKXW+210	-	682.00000

Tranche Comments

Z-O2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144U/Gwy W; U-1-I2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144A/Dcl A; U-2-K2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144J/Gbt Y; F-A2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144J/Upd O; N-P2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Pxx C; E-1-K2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144I/Vpr S; Q-2-P2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144V/Jvw W; E-Q2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144I/Rcm E; Czq: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144F/Nby E;

Deal Comments

Ghehj. Axs Zwee Hhkoxng 2.00

Pricing Speed

20 LLJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2009

Refinancing

Yes

WAL Test Period (YRS)

3.3

WAL Test Period End Date