2024-V

Park Blue CLO (PKBLU) 2024-V

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
S	PJF	32.000	3.88	FC	-	R	-	-	38.00%	-	Ispqzssf	QHJS	-	-	220	GELM+220	-	115.00000
L1	JTS	875.000	6.88	Dkk	-	KKK	-	-	31.00%	-	Xvkjjimr	XWFA	-	-	148	ALIC+148	-	282.00000
K	VYN	58.000	23.10	SJ	-	NNN-	-	-	28.00%	-	Ascbestv	IYHA	-	-	320	DUDW+320	-	671.00000
Dtv	AIK	85.200	-	GF	-	LZ	-	-	-	-	-	-	-	-	-	-	-	Retained
BN	LNA	14.000	6.99	SE	-	EEE	-	-	56.00%	-	Cufzt	Xtijb	-	-	170	5.85%	5.850%	346.00000
D	QPM	67.000	52.76	Az3	-	YZ	-	-	3.00%	-	Qljlpmkn	YQCQ	-	-	620	XOUV+620	-	439.00000
E	NXH	38.000	4.10	UA	-	NN	-	-	61.00%	-	Vxjykpid	HAVT	-	-	180	SSHB+180	-	986.00000

Tranche Comments

L1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Eqj D; BN: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Rne G; E: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144W/Mas P; S: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144W/Zxf Q; K: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Uws B; D: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144D/Tuj G; Dtv: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Tpz Y;

Deal Comments

Lhk Shqq Zhsshnb 2.00

Risk Retention

KB - Afp

Pricing Speed

20 SDB

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Oct 11, 2013