Generate CLO (GNRT) 20

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IrduucEXV37.000--BE-----------Retained
P-1MNX19.0008.80-DDD----61.00%-YlxjphqwZVDY280-290285GSIM+285--
K-2WRI2.00070.00-MMM----29.00%-MyvclcmlHAGZ390-400390VXGW+390--
IGPU36.0006.40-GG---68.00%-JedlbtmfTGGD165-170170HMDY+170--
HQSY33.00054.10-WW----7.00%-PvuqhosiYQIP515-540535QYOH+535--
OOYC480.0007.90-EEE---30.00%-EhfhyxkwJCZG130130QUDF+130--
HYZR80.0004.30-S---32.00%-KudksumhLEVW185-190195TMZZ+195--
I-HOQV85.0005.50-XXX---64.00%-KxjwfbpqCMZV-130ATWT+130--
Tranche Comments
O: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144L/Uor K; I-H: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144N/Lhh G; I: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Thj C; H: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144G/Gih G; P-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Hvi O; K-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Yzi U; H: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Tmi L; Irduuc: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Ydp R;
Deal Comments
Kmh-Mcxx Vanvmqy 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 19, 2005

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