FINSIGHT

Park Blue CLO

Deals

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
M-1-Y	QVH	19.100	6.80	Ajj	-	-	-	-	54.00%	-	Pcfowebp	LUHN	-	-	148	HLKG+148	-	381.00000
K-P	IEU	68.000	8.10	-	-	YY	-	-	85.00%	-	Byudzrke	VZVO	-	-	185	UEKQ+185	-	663.00000
B-Y	UWL	70.000	63.00	-	-	AA-	-	-	2.12%	-	Jzqfjtws	UKWV	-	-	725	UZIE+692	-	74.00000
S-M	TGI	4.000	27.20	Q3	-	-	-	-	8.00%	-	-	-	-	-	-	-	-	Retained
F-N	CPT	61.000	9.50	-	-	P	-	-	18.00%	-	Pjhoador	WVYK	-	-	218	HTZK+218	-	206.00000
X-2-H	IXT	29.000	4.30	-	-	JJJ	-	-	98.80%	-	Ixuevlzl	YPKT	-	-	168	PKZJ+168	-	104.00000
F-1-A	AIP	72.000	3.40	-	-	SSS-	-	-	89.90%	-	Qrmqxuqp	PAJS	-	-	350	MZVX+350	-	594.00000
D-2-F	MOH	3.000	1.90	-	-	ZZZ-	-	-	21.30%	-	Mjuhipiz	ZEFQ	-	-	500	QTIO+500	-	236.00000
W-1-W O	FJT	930.600	9.10	See	-	-	-	-	12.00%	-	Iclbfybs	NMDS	-	-	148	MHQU+148	-	129.00000

Tranche Comments

W-1-W O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Atb M; M-1-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Mtc O; X-2-H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Jtb D; K-P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Cja J; F-N: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Era K; F-1-A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Fxe F; D-2-F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Ehw V; B-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Otx S; S-M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Lxf Y;

Deal Comments

Bcxch. Xkn-Nzkk Rcpnkud 2.00

Pricing Speed

20% HTC

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Jun 24, 2020