2022-II(R)

Park Blue CLO (PKBLU) 2022-II(R)

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
Y-2N	FME	1.000	8.50	WG	-	CCC	-	-	33.00%	-	Qdmvblnm	QULD	-	-	162	CSYB+162	-	-
O-Q	IJV	87.000	4.20	CQ	-	X	-	-	11.41%	-	Xsrllkwi	IZZN	-	-	215	BJHJ+215	-	-
F	MSX	8.000	7.20	Ogg	-	GE	-	-	-	-	Delvtjih	NWYF	-	-	122	DBNK+122	-	-
C-R	AZD	50.000	3.90	HW	-	HH	-	-	59.00%	-	Wvkmzqse	BLAH	-	-	180	DXNB+180	-	-
D-S	HZZ	46.000	4.30	UQ	-	VVV-	-	-	36.11%	-	Irkqczfj	HGUR	-	-	315	WLCI+315	-	-
Zpv	ZTQ	83.500	-	AP	-	PR	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1J	QIB	812.000	8.20	Hii	-	QQQ	-	-	42.00%	-	Uqdupkbm	WWNH	-	-	142	IQNX+142	-	-
G-J	UTE	96.000	46.30	Hl3	-	JZ	-	-	4.00%	-	Lfyoavwh	EVDO	-	-	675	BUQS+675	-	-

Tranche Comments

F: Redemption: 2026-07-20; Registration: 144F/Rux D; K-1J: Redemption: 2026-07-20; Registration: 144I/Ttu B; Y-2N: Redemption: 2026-07-20; Registration: 144J/Blu C; C-R: Redemption: 2026-07-20; Registration: 144H/Wpq J; O-Q: Redemption: 2026-07-20; Registration: 144O/Ivm M; D-S: Redemption: 2026-07-20; Registration: 144Q/Wjy Y; G-J: Redemption: 2026-07-20; Registration: 144L/Vnx N; Zpv: Redemption: 2026-07-20; Registration: 144T/Chh C;

Deal Comments

Dbebg. Wpx Qfhh Xbgyphl 2.00

Risk Retention

AZ - Nay

Pricing Speed

20% AIB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2010

Refinancing

Yes