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
Jsd	HNP	98.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-N	CSD	440.200	6.60	-	DDD	-	-	-	99.00%	-	Rwktdtjj	XIYG	-	-	135	MTSY+135	-	429.00000
Y-2B	CYQ	3.780	71.80	-	NNN-	-	-	-	15.83%	-	Mmrcahkw	WJKO	-	-	415	EEPA+415	-	467.00000
N-F	RCJ	45.640	10.80	-	YY-	-	-	-	3.00%	-	Iehdwjfi	ETKE	-	-	635	GGDM+635	-	887.00000
S-Y	PBT	1.000	5.50	-	TTT	-	-	-	-	-	Rmoxpdkg	AXWU	-	-	104	XJBA+104	-	518.00000
K-J	YTJ	51.100	9.30	-	EE	-	-	-	70.00%	-	Asqsrcvz	CJTA	-	-	175	KEMH+175	-	826.00000
Q-1P	IWH	14.900	2.80	-	GGG-	-	-	-	98.30%	-	Nuzzetvh	PZTN	-	-	310	ZSMS+310	-	449.00000
Z-K	AWW	66.000	3.50	-	F	-	-	-	20.00%	-	Psqhcqmt	GXUN	-	-	205	ZIJT+205	-	710.00000

Tranche Comments

S-Y: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144X/Jpe U; D-N: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144K/Azn M; K-J: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144B/Jjc M; Z-K: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144H/Pdq H; Q-1P: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144E/Xby P; Y-2B: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Q/Gir Y; N-F: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144B/Vex L; Jsd: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Q/Akk F;

Deal Comments

Hnbnc. Sjt-Enzz Gnpljfo 2.00

Pricing Speed

20 GHY

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2000

WAL Test Period (YRS)

2.8

WAL Test Period End Date

Sep 3, 2007