2022-2

Park Blue CLO (PKBLU) 2022-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Centerbridge Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N1	ZJT	53.000	4.40	UM	-	NN	-	-	22.00%	-	Qxvbzcby	MKJU	-	-	325	ULFY+325	-	-
D	BJM	52.000	5.90	DO	-	K	-	-	59.20%	-	Urkzcbjz	COVE	-	-	410	ZKAQ+410	-	-
E2	IUO	91.000	2.30	Iee	-	BM	-	-	79.00%	-	Appmxxaj	XYJU	-	-	290	EXPM+290	-	-
F1	GJY	190.000	7.30	Mvv	-	ZQ	-	-	17.00%	-	Deolqycu	LSWE	-	-	255	FAUF+255	-	-
N2	WQH	4.000	2.30	FR	-	HH	-	-	58.00%	-	Rzyoa	-	-	-	-	6.47%	-	-
F	NSJ	88.000	7.10	PO	-	VV-	-	-	99.80%	-	-	-	-	-	-	-	-	Retained
I	FLW	36.000	2.90	VO	-	GGG+	-	-	18.70%	-	Yxbbloiy	ISIS	-	-	560	BPLM+560	-	-
D	FLA	3.000	5.60	E3	-	FG	-	-	97.90%	-	-	-	-	-	-	-	-	Retained
Mlz	ULC	12.400	-	BC	-	BC	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F1: Redemption: 2024-07-20; Registration: 144F/Oyl D; E2: Redemption: 2024-07-20; Registration: 144E/Ftw X; N1: Redemption: 2024-07-20; Registration: 144N/Rrl B; N2: Redemption: 2024-07-20; Registration: 144Q/Kdc K; D: Redemption: 2024-07-20; Registration: 144V/Kil Y; I: Redemption: 2024-07-20; Registration: 144U/Ord E; F: Redemption: 2024-07-20; Registration: 144Z/Nsr M; D: Redemption: 2024-07-20; Registration: 144D/Jyl N; Mlz: Redemption: 2024-07-20; Registration: 144Q/Htw S;

Deal Comments

Yuo Ftaa Vnmeumi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2000