Generate CLO (GNRT) 8(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2-U2PET5.99079.60-NNN----26.76%-Thakc---7.90%7.902%408.00000
N-I2GQH64.0005.10-V---32.00%-IyubuxwvNBMP-210DUEQ+210-387.00000
K-2-T2GXH76.0003.00-UUU---84.00%-QhomlhymNUQS-160HOPI+160-792.00000
B-O2WJF21.0004.80-PP---29.00%-JhbrrcujSBVD-175QLOU+175-546.00000
E-1-K2OQF50.0009.90-VVV---23.00%-DxzetrhfJVDK-320GXHZ+320-760.00000
K-B2HRN75.00024.90-XX----2.33%-BkwhloimXLGN-635GUNJ+635-482.00000
U-P2UKB2.8007.20-NNN-----BpshelowJALV-105BVEH+105-295.00000
GwfJEY18.300--------------Retained
Z-1-T2COX424.0007.80-FFF---63.00%-EflfkxfxKICW-138MPXJ+138-349.00000
Tranche Comments
U-P2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144L/Mbk U; Z-1-T2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144B/Bmf L; K-2-T2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144M/Qtg Z; B-O2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Q/Avi V; N-I2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144K/Dbj I; E-1-K2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144P/Hax F; X-2-U2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144P/Uot B; K-B2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144F/Xoj M; Gwf: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144N/Wqx A;
Deal Comments
Vmvmj. Axx Txhh Kmbgxuk 2.00
Pricing Speed
20 SYZ
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 28, 2002
WAL Test Period (YRS)
2.6
WAL Test Period End Date
Aug 30, 2028

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