9(R)

Generate CLO (GNRT) 9(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
Z-J	EKY	695.500	3.80	-	GGG	-	-	-	19.00%	-	Kaejapzm	MLKC	-	-	135	WISQ+135	-	848.00000
E-A	IUR	71.400	3.10	-	TT	-	-	-	75.00%	-	Vofmoqyj	HMHP	-	-	175	ULNJ+175	-	472.00000
E-T	LRH	28.000	5.50	-	Q	-	-	-	88.00%	-	Uewxtmkn	JVDJ	-	-	205	QQEK+205	-	290.00000
W-2C	ITN	7.420	43.10	-	UUU-	-	-	-	68.69%	-	Yjvrpxno	GZYM	-	-	415	JGPS+415	-	706.00000
U-J	KQN	9.000	6.70	-	XXX	-	-	-	-	-	Wcolfbav	AQAA	-	-	104	FTXF+104	-	886.00000
Fts	VLU	39.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-1X	KFA	65.150	3.50	-	MMM-	-	-	-	41.60%	-	Hpxhvfby	CKZF	-	-	310	PXNL+310	-	688.00000
L-L	FAS	24.730	86.50	-	NN-	-	-	-	2.00%	-	Yhzfqqud	MMBI	-	-	635	XQOW+635	-	751.00000

Tranche Comments

U-J: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Znt Q; Z-J: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Q/Uci Y; E-A: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144P/Roa F; E-T: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144E/Hjl R; B-1X: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144V/Qcb P; W-2C: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Dvv W; L-L: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144V/Xva W; Fts: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144F/Pco H;

Deal Comments

Mzfzp. Xcb-Ragg Rzflcfk 2.00

Pricing Speed

20 YWI

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2005

Refinancing

Yes

WAL Test Period (YRS)

2.1

WAL Test Period End Date