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
G-M2	OLR	358.000	5.10	-	XXX	-	-	-	56.00%	-	Jekhpfiv	SUWR	-	-	140	JKOB+140	-	461.00000
J	JTF	4.100	1.10	-	AAA	-	-	-	-	-	Jyjbyima	KGQI	-	-	100	TVFA+100	-	926.00000
I-A2	WIO	55.000	6.70	-	X	-	-	-	34.00%	-	Yuvzhozv	WVPX	-	-	205	IAGG+205	-	870.00000
A-L2	LWR	13.000	5.90	-	TT	-	-	-	92.00%	-	Yblsthoi	VETD	-	-	180	ATQV+180	-	526.00000
A-1Z2	ZNS	37.000	2.50	-	MMM	-	-	-	31.00%	-	Oscjpbqj	JXNK	-	-	320	PQGD+320	-	104.00000
Kkl	CNM	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-2D2	GTR	7.000	18.00	-	SSS-	-	-	-	2.00%	-	Ojcxr	-	-	-	435	7.63%	7.629%	836.00000
Q-R2	YBS	11.000	48.10	-	CC-	-	-	-	9.73%	-	Mslyjjnt	ABCT	-	-	725	HBXB+725	-	862.00000

Tranche Comments

J: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144Z/Iye E; G-M2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144Q/Vml Z; A-L2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144C/Rfs F; I-A2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144L/Rlk L; A-1Z2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144P/Kxu T; Y-2D2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144U/Lsu D; Q-R2: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144Q/Erk N; Kkl: First Pay: 2025-01-22; Redemption: 2026-10-08; Registration: 144B/Kyl C;

Deal Comments

Ayvye. Bmp Mokk Pyvxmmh 2.00

Pricing Speed

20 FTF

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2025

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 30, 2021