Generate CLO (GNRT) 21

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
N1	ENG	24.000	-	GZ	VVV-	-	-	-	40.00%	-	Mvxxcfck	UXEB	-	300-310	310	PLNE+310	-	-
Wuz	KKY	58.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	PIV	87.000	-	FP	WW-	-	-	-	7.00%	-	Yevstqrk	WEFI	-	575-595	550	ACMB+550	-	-
C	YGO	688.000	-	Jll	XH	-	-	-	37.00%	-	Kxybmhme	WOIP	-	135	135	HYBT+135	-	-
M	MAS	23.000	-	ZP	X	-	-	-	55.00%	-	Sxwbvorx	IGFD	-	190-200	190	JLEP+190	-	-
Y	SKS	59.000	-	ZQ	XX	-	-	-	48.00%	-	Cuelulua	HEDG	-	175-180	175	LLQU+175	-	-
T2	OAW	5.000	-	MP	MMM-	-	-	-	47.00%	-	Lcppdxpb	AGUE	-	425-450	425	LNOB+425	-	-

Tranche Comments

C: Redemption: 2027-07-10; Registration: 144U/Rqe R; Y: Redemption: 2027-07-10; Registration: 144C/Yfc C; M: Redemption: 2027-07-10; Registration: 144D/Wvy F; N1: Redemption: 2027-07-10; Registration: 144L/Ocp K; T2: Redemption: 2027-07-10; Registration: 144J/Coy G; C: Redemption: 2027-07-10; Registration: 144E/Dit Z; Wuz: Redemption: 2027-07-10; Registration: 144D/Ljs N;

Deal Comments

Ybp-Ycuu Mmnebqv 2.00

Pricing Speed

20% JOQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2010

Refinancing

Yes

Reset

Yes