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
T	JKI	835.000	-	Uff	EC	-	-	-	21.00%	-	Wjfdusvx	ZANH	-	135	135	AOUF+135	-	-
A	GHZ	68.000	-	PV	WW	-	-	-	64.00%	-	Hycdbxhj	XXNJ	-	175-180	175	MEWP+175	-	-
I2	ONS	1.000	-	LU	MMM-	-	-	-	98.00%	-	Lzuzejmc	DAHA	-	425-450	425	DWDB+425	-	-
I	QBA	29.000	-	NP	W	-	-	-	95.00%	-	Ivwkwmhr	IDUN	-	190-200	190	QDTF+190	-	-
Asn	UPR	90.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	GCN	19.000	-	PQ	RR-	-	-	-	7.00%	-	Gzhevrck	PKJU	-	575-595	550	EYIW+550	-	-
L1	AKN	53.000	-	BA	NNN-	-	-	-	39.00%	-	Edxekbvj	TKAV	-	300-310	310	PXWR+310	-	-

Tranche Comments

T: Redemption: 2027-07-10; Registration: 144A/Wed M; A: Redemption: 2027-07-10; Registration: 144N/Jvd Y; I: Redemption: 2027-07-10; Registration: 144Y/Mbk M; L1: Redemption: 2027-07-10; Registration: 144H/Khr O; I2: Redemption: 2027-07-10; Registration: 144X/Npk S; T: Redemption: 2027-07-10; Registration: 144T/Twk T; Asn: Redemption: 2027-07-10; Registration: 144W/Opg A;

Deal Comments

Vjb-Gunn Svcxjvq 2.00

Pricing Speed

20% LQG

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2004