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
B-2K	WIZ	2.000	2.50	GH	-	LLL	-	-	55.00%	-	Oufqdajh	XPIO	-	-	162	ZPMJ+162	-	-
J-W	TSM	45.000	7.10	OF	-	B	-	-	20.58%	-	Cxorwkrv	WEPM	-	-	215	BQBJ+215	-	-
N-X	VOM	68.000	9.90	JJ	-	MM	-	-	94.00%	-	Uyjhvylj	FZEF	-	-	180	ZHHB+180	-	-
A-M	XRA	20.000	8.40	QU	-	III-	-	-	12.97%	-	Krbldvva	AIPA	-	-	315	WSEO+315	-	-
Z-1F	AOA	187.000	9.30	Ndd	-	UUU	-	-	67.00%	-	Wjkweybg	JWHG	-	-	142	UTPS+142	-	-
O	JCI	7.000	1.50	Zbb	-	QK	-	-	-	-	Pkrfwjwt	WNWE	-	-	122	JQAU+122	-	-
B-S	QSP	12.000	34.90	Ln3	-	SA	-	-	4.00%	-	Hvyvqkfy	ETNI	-	-	675	YUBR+675	-	-
Quk	XPT	88.200	-	JP	-	VZ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: Redemption: 2026-07-20; Registration: 144C/Uwn G; Z-1F: Redemption: 2026-07-20; Registration: 144D/Zon I; B-2K: Redemption: 2026-07-20; Registration: 144W/Yke C; N-X: Redemption: 2026-07-20; Registration: 144Y/Dvz S; J-W: Redemption: 2026-07-20; Registration: 144A/Kzj E; A-M: Redemption: 2026-07-20; Registration: 144A/Rtj Y; B-S: Redemption: 2026-07-20; Registration: 144F/Wjd D; Quk: Redemption: 2026-07-20; Registration: 144N/Mrw G;

Deal Comments

Vfyfv. Ikf Accc Ffuykjd 2.00

Risk Retention

OV - Ply

Pricing Speed

20% UPE

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 2001