6(R)

Generate CLO (GNRT) 6(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
Jpx	TQK	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B-Y2	INC	39.000	7.40	-	N	-	-	-	23.00%	-	Aafkapsp	DLUE	-	-	205	QJCB+205	-	508.00000
Y-1E2	EZU	62.000	7.20	-	OOO	-	-	-	50.00%	-	Ffqqhqdw	YGUW	-	-	320	DPFX+320	-	950.00000
B-U2	CYF	356.000	6.50	-	PPP	-	-	-	75.00%	-	Vjdjetwe	EIYA	-	-	140	CWKW+140	-	337.00000
E-E2	CMG	93.000	24.70	-	JJ-	-	-	-	9.31%	-	Cmhqqsng	EIDO	-	-	725	TPBG+725	-	790.00000
F	CEC	4.200	2.90	-	NNN	-	-	-	-	-	Dzodvdkq	LSZM	-	-	100	CCXX+100	-	693.00000
G-Z2	YFV	43.000	9.80	-	GG	-	-	-	19.00%	-	Imyvumoa	SDTS	-	-	180	WXMF+180	-	602.00000
X-2I2	FEZ	1.000	23.00	-	III-	-	-	-	2.00%	-	Lsjgu	-	-	-	435	7.63%	7.629%	575.00000

Tranche Comments

F: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144H/Ceh A; B-U2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144M/Ull L; G-Z2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144Z/Apw J; B-Y2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144N/Vpn F; Y-1E2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144E/Xjl L; X-2I2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144L/Cpl Z; E-E2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144X/Fjz I; Jpx: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144T/Wdv I;

Deal Comments

Whhhq. Aot Yyhh Dhehoxg 2.00

Pricing Speed

20 WYM

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Jul 15, 2017