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
F-M	NUQ	56.000	4.60	KC	-	BBB-	-	-	25.37%	-	Hjbeokxt	UPJO	-	-	315	EUQR+315	-	-
T-1X	GAA	210.000	2.70	Wee	-	SSS	-	-	46.00%	-	Tbfwsocc	IBZX	-	-	142	HWGD+142	-	-
Iwv	BXU	60.900	-	JQ	-	ER	-	-	-	-	-	-	-	-	-	-	-	Retained
M-A	WZY	82.000	8.70	JU	-	DD	-	-	55.00%	-	Qkwyydfp	MKJG	-	-	180	YPFB+180	-	-
S-Z	TJK	74.000	4.90	XN	-	Q	-	-	33.85%	-	Bydzoome	LGMN	-	-	215	ZLSJ+215	-	-
D-L	GQA	99.000	16.60	Jo3	-	HS	-	-	5.00%	-	Xfoodbxw	VYQK	-	-	675	KOVH+675	-	-
S	WPK	8.000	2.70	Lbb	-	PM	-	-	-	-	Kybzffau	TXSL	-	-	122	DONA+122	-	-
U-2Z	GTQ	3.000	1.90	XJ	-	EEE	-	-	74.00%	-	Nhqrtleq	IJDA	-	-	162	QSMC+162	-	-

Tranche Comments

S: Redemption: 2026-07-20; Registration: 144Z/Orq X; T-1X: Redemption: 2026-07-20; Registration: 144B/Zmb L; U-2Z: Redemption: 2026-07-20; Registration: 144K/Dve U; M-A: Redemption: 2026-07-20; Registration: 144H/Fpr Z; S-Z: Redemption: 2026-07-20; Registration: 144B/Gzl C; F-M: Redemption: 2026-07-20; Registration: 144A/Ckl R; D-L: Redemption: 2026-07-20; Registration: 144I/Vnl E; Iwv: Redemption: 2026-07-20; Registration: 144H/Ghp X;

Deal Comments

Aqeqf. Xyv Dnhh Zqlnylm 2.00

Risk Retention

RW - Ihe

Pricing Speed

20% XCJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2022

Refinancing

Yes