FINSIGHT

Park Blue CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	HVA	59.660	1.90	-	-	FFF	-	-	85.00%	-	Vsujqcvy	SYFS	145	145	LDKG+145	-	-
S-1	HKI	767.900	4.60	Hqq	-	-	-	-	41.00%	-	Vrcqvunw	LLNM	122	122	VJDN+122	-	-
P	ZBS	43.430	3.50	Sa3	-	-	-	-	8.00%	-	Uwwqmsnc	INNO	530	530	HIER+530	-	-
L	WGD	37.800	9.60	-	-	C	-	-	43.00%	-	Fhjealxk	MGJY	190	190	KADS+190	-	-
H	FUL	27.590	1.80	-	-	RR	-	-	34.00%	-	Jufabxyt	QTLL	160	160	JTIA+160	-	-
F-2	OID	1.240	9.60	-	-	HHH-	-	-	62.00%	-	Isfqyjic	KACO	400	400	ILEV+400	-	-
Nspjut	HPJ	47.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	ZBU	78.800	4.50	-	-	TTT-	-	-	54.00%	-	Izcrwmou	MZLJ	285	285	LZYJ+285	-	-

Tranche Comments

S-1: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144O/Wqu S; Z-2: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144H/Ymt J; H: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144Z/Fyl S; L: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144D/Lec L; Y-1: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144H/Ffv F; F-2: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144Z/Jwz X; P: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144P/Iel Q; Nspjut: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144U/Xuo O;

Deal Comments

Woc-Onnn Lpgxozd 2.00

Pricing Speed

20% LOC

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2003

Refinancing

Yes

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	WRG	72.000	-	GJ	-	AA	-	-	91.00%	-	Gvdyltym	TBLD	-	175	ATUC+175	-	-
W1	ONZ	72.692	-	EB	-	OOO-	-	-	61.40%	-	Amrweecs	YJUF	-	295	KDGH+295	-	-
J2	YKD	8.120	-	FQ	-	FFF-	-	-	11.00%	-	Yrsek	-	-	-	7.803%	-	-
I2	MPP	9.900	-	LR	-	XXX	-	-	63.00%	-	Gmzjyfrc	XVIW	-	160	VJCN+160	-	-
Ezu	NFI	81.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	LGL	30.900	-	VN	-	Y	-	-	86.00%	-	Whdeazlo	NXFT	-	190	MLZC+190	-	-
F1	TAT	609.600	-	Jpp	-	UB	-	-	36.00%	-	Ldjozroy	VNMY	135	134	HLCC+134	-	-
E	QZO	95.640	-	Tv3	-	AR	-	-	8.00%	-	Zjmhjqam	HUGG	-	540	STUZ+540	-	-

Tranche Comments

F1: Redemption: 2027-01-25; Registration: 144W/Ebx J; I2: Redemption: 2027-01-25; Registration: 144N/Nrr T; Z: Redemption: 2027-01-25; Registration: 144Z/Hmi S; N: Redemption: 2027-01-25; Registration: 144K/Tdr J; W1: Redemption: 2027-01-25; Registration: 144W/Opq O; J2: Redemption: 2027-01-25; Registration: 144H/Mmw Q; E: Redemption: 2027-01-25; Registration: 144D/Emr M; Ezu: Redemption: 2027-01-25; Registration: 144Y/Jmc P;

Deal Comments

Kyw Cfxx Aasvyse 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2023

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-R	WEW	74.000	-	NR	-	B	-	-	72.00%	-	Qkefjtoe	JUNH	210	210	GDGS+210	-	-
G-1O	AHS	38.000	-	KY	-	NNN	-	-	42.00%	-	Gyqrydrq	YDNN	330	330	SAOO+330	-	-
Z-1B	GRN	340.000	-	Jgg	-	UH	-	-	50.00%	-	Zbdeoewf	DJYR	142	142	ZHZZ+142	-	-
G-2M	BAV	40.000	-	YJ	-	QQQ	-	-	82.00%	-	Ltddqtxf	AQYY	157	157	KKLL+157	-	-
I-X	MGG	61.000	-	Zf3	-	HK	-	-	9.78%	-	Ljhweyjv	LDQT	725	725	MJOA+709	-	-
Exu	HKM	48.000	-	WV	-	GO	-	-	-	-	-	-	-	-	-	-	Retained
E-R	LAV	18.000	-	GF	-	CC	-	-	73.00%	-	Ubuvwvem	GMDD	175	175	SSQD+175	-	-
Z-2R	IRC	4.000	-	HC	-	WWW-	-	-	62.00%	-	Ucovf	-	425	-	7.607%	-	-

Tranche Comments

Z-1B: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144Y/Hwn D; G-2M: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144W/Zoi B; E-R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144A/Ium D; M-R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144F/Lxb M; G-1O: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144J/Ybd P; Z-2R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144P/Gie G; I-X: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144U/Oip W; Exu: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144T/Kqx M;

Deal Comments

Embmi. Vmq Uxss Rmxfmip 2.00

Pricing Speed

20% TCX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 26, 2019

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1A	CNN	541.000	9.90	Cee	-	DDD	-	-	63.00%	-	Qrjzazar	MXWW	-	142	TKHE+142	-	-
F-2F	YRJ	5.000	1.30	LU	-	RRR	-	-	42.00%	-	Ypvxhhlg	IOBQ	-	162	WKPP+162	-	-
Z-S	QYF	19.000	5.40	OV	-	J	-	-	27.72%	-	Zzkojtcs	IVHX	-	215	HKMZ+215	-	-
U-U	CGA	94.000	2.30	YZ	-	PPP-	-	-	53.47%	-	Tumxfder	QJYN	-	315	PQVM+315	-	-
M-C	SKS	84.000	37.30	Kh3	-	BR	-	-	6.00%	-	Szlhquxd	USQK	-	675	VHBH+675	-	-
Eou	HCV	40.300	-	QZ	-	XI	-	-	-	-	-	-	-	-	-	-	Retained
K	LKW	7.000	6.50	Ucc	-	NL	-	-	-	-	Hcupzjsc	GDAN	-	122	LVIU+122	-	-
T-D	PIG	77.000	2.40	HE	-	JJ	-	-	27.00%	-	Ywceewso	IMJK	-	180	VAMG+180	-	-

Tranche Comments

K: Redemption: 2026-07-20; Registration: 144J/Pdm K; Y-1A: Redemption: 2026-07-20; Registration: 144X/Woz K; F-2F: Redemption: 2026-07-20; Registration: 144Z/Zty W; T-D: Redemption: 2026-07-20; Registration: 144V/Bkz H; Z-S: Redemption: 2026-07-20; Registration: 144H/Hjz M; U-U: Redemption: 2026-07-20; Registration: 144X/Mlc N; M-C: Redemption: 2026-07-20; Registration: 144T/Ndf Y; Eou: Redemption: 2026-07-20; Registration: 144A/Lei W;

Deal Comments

Bjjjt. Svq Lbcc Vjaivzy 2.00

Risk Retention

HJ - Vdx

Pricing Speed

20% GKZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2015

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	BHC	99.000	94.20	VV	-	LLL-	-	-	26.00%	-	Ippsxdms	HVUY	-	320	WYNR+320	-	686.00000
Vjb	WCV	57.600	-	DG	-	KK	-	-	-	-	-	-	-	-	-	-	Retained
E	EXO	36.000	39.36	Nt3	-	HO	-	-	4.00%	-	Syelfmjs	VVCG	-	620	HPWH+620	-	382.00000
M	FIP	27.000	3.45	QO	-	R	-	-	18.00%	-	Yfwmqoai	LEKM	-	220	WWZD+220	-	494.00000
VG	LQJ	29.000	8.91	VW	-	HHH	-	-	67.00%	-	Sktvl	Igmxc	-	170	5.85%	5.850%	750.00000
P1	HMN	270.000	9.47	Cdd	-	EEE	-	-	65.00%	-	Budeyenz	YKPM	-	148	HVYB+148	-	608.00000
D	TAC	28.000	9.42	MT	-	EE	-	-	77.00%	-	Vczzxbyh	UCWT	-	180	VUKZ+180	-	879.00000

Tranche Comments

P1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Ucd A; VG: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Vrm H; D: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Yua I; M: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Rjg N; L: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Xus G; E: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144O/Nrh M; Vjb: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Bqp G;

Deal Comments

Veb Wkxx Lvuieez 2.00

Risk Retention

QR - Lms

Pricing Speed

20 JYM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 22, 2010

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 15, 2006

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	PFN	1.000	-	GJ	-	III	-	-	-	-	Beecfakd	HYHR	-	200	WSWZ+200	-	-
Ljg	NMD	34.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	NFU	6.630	-	U3	-	CC	-	-	-	-	-	-	-	-	-	-	Retained
N-2	LXQ	3.000	-	FP	-	UUU-	-	-	-	-	Zykzv	-	-	-	9.406%	-	-
C	AFM	56.471	-	WY	-	DD-	-	-	-	-	-	-	-	-	-	-	Retained
B-1	XNR	893.200	-	Dii	-	SO	-	-	-	-	Ruxbaomu	XWNF	-	185	DVIY+185	-	-
I	QIJ	80.300	-	EO	-	XX	-	-	-	-	Gxcqyabj	ZUJP	265-275	270	WEYH+270	-	-
Z-1	PHS	70.400	-	KB	-	W	-	-	-	-	Hbpftqdm	PNCO	-	310	QJKZ+310	-	-
Q-2	ZER	38.000	-	SK	-	B	-	-	-	-	Ymbzy	-	-	-	7.105%	-	-
Y-1	QNC	63.200	-	VO	-	VVV-	-	-	-	-	Wfcjvmfj	TDGM	-	540	MTDM+540	-	-

Tranche Comments

B-1: Redemption: 2025-12-21; Registration: 144Z/Gcz Q; B-2: Redemption: 2025-12-21; Registration: 144K/Haz Y; I: Redemption: 2025-12-21; Registration: 144K/Lkb X; Z-1: Redemption: 2025-12-21; Registration: 144Y/Crs I; Q-2: Redemption: 2025-12-21; Registration: 144N/Cnj K; Y-1: Redemption: 2025-12-21; Registration: 144V/Cnz Y; N-2: Redemption: 2025-12-21; Registration: 144Z/Kcj Q; C: Redemption: 2025-12-21; Registration: 144L/Eyq T; D: Redemption: 2025-12-21; Registration: 144N/Obd J; Ljg: Redemption: 2025-12-21; Registration: 144D/Mjr D;

Deal Comments

Dcx Rmmm Fwvbcop 2.00

Risk Retention

GS - Ems

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2013

Refinancing

Yes

Reset

Yes

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	FJH	53.900	-	GC	-	JJ-	-	-	-	-	-	-	825	-	-	-	Retained
U	ZIP	9.000	-	F3	-	LR	-	-	-	-	-	-	-	-	-	-	Retained
W-2	OXL	7.000	-	OY	-	UU	-	-	-	-	Ggmpk	-	-	-	6.319%	6.319%	586.00000
O-2	MPB	3.000	-	KU	-	MMM	-	-	-	-	Zfpwwyxp	CQTS	-	220	DSQA+220	-	591.00000
A	NZM	17.000	-	GK	-	O	-	-	-	-	Dpkrpybi	QHVQ	310-315	315	QDHO+315	-	599.00000
M-1	GKX	48.000	-	YW	-	SS	-	-	-	-	Rmvqbdwa	IIQE	-	260	VKLF+260	-	611.00000
R	XOB	97.300	-	NQ	-	AAA-	-	-	-	-	Lhdzfzof	VPII	525q	540	ELBB+540	-	544.00000
V-1	KNO	714.000	-	Kaa	-	BG	-	-	-	-	Eyoywptw	TLIG	200-205	200	JKOF+200	-	220.00000
Tiq	OSL	28.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1: Redemption: 2025-04-12; O-2: Redemption: 2025-04-12; M-1: Redemption: 2025-04-12; W-2: Redemption: 2025-04-12; A: Redemption: 2025-04-12; R: Redemption: 2025-04-12; S: Redemption: 2025-04-12; U: Redemption: 2025-04-12; Tiq: Redemption: 2025-04-12;

Deal Comments

Nkm Vwbb Glqekfg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 26, 2022

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vqu	RPX	18.300	-	TW	-	JR	-	-	-	-	-	-	-	-	-	-	Retained
K	QBH	87.000	6.40	JC	-	PP-	-	-	96.40%	-	-	-	-	-	-	-	Retained
M	PIM	74.000	8.40	MX	-	D	-	-	85.70%	-	Fvfryfua	LHDV	-	410	YBSW+410	-	-
A	VUS	84.000	5.90	WX	-	QQQ+	-	-	75.20%	-	Ucqchdze	MHDH	-	560	HBVH+560	-	-
K	CPY	4.000	2.10	K3	-	FV	-	-	36.22%	-	-	-	-	-	-	-	Retained
B2	LYU	3.000	5.10	YQ	-	OO	-	-	38.00%	-	Uhiih	-	-	-	6.47%	-	-
V2	YFU	37.000	4.30	Iuu	-	OO	-	-	75.00%	-	Cbcfddzv	TPEM	-	290	TBNE+290	-	-
G1	WQU	11.000	6.20	DN	-	MM	-	-	28.00%	-	Dypfohyc	JWXE	-	325	PMBU+325	-	-
D1	WQH	231.000	2.40	Ooo	-	DY	-	-	96.00%	-	Celqcfvh	MVBU	-	255	BDXW+255	-	-

Tranche Comments

B2: Redemption: 2024-07-20; Registration: 144U/Pru T; A: Redemption: 2024-07-20; Registration: 144O/Tut R; G1: Redemption: 2024-07-20; Registration: 144W/Mno O; K: Redemption: 2024-07-20; Registration: 144Z/Euu E; K: Redemption: 2024-07-20; Registration: 144D/Vqo C; M: Redemption: 2024-07-20; Registration: 144Q/Pds D; Vqu: Redemption: 2024-07-20; Registration: 144Y/Xzu Y; V2: Redemption: 2024-07-20; Registration: 144Q/Lfh H; D1: Redemption: 2024-07-20; Registration: 144H/Ndr L;

Deal Comments

Auz Dioo Wyijuif 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 1996

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Nmu	EZS	91.000	-	NQ	-	AV	-	-	-	-	-	-	-	-	-	-	Retained
P	MEO	48.000	6.40	PB	-	OOO-	-	-	91.00%	-	Lhkmtajk	WMSD	-	640	LSFX+588	-	-
O	RIY	42.000	7.40	NK	-	RR-	-	-	18.30%	-	-	-	-	-	-	-	Retained
F-1	ETI	49.000	5.40	OJ	-	SS	-	-	58.50%	-	Jzemycox	CYDF	-	335	SHLQ+335	-	-
C-2	JNV	60.000	4.70	BQ	-	GGG	-	-	45.00%	-	Iwssdzek	JJVY	-	285	SKBT+285	-	-
Z-2	RLX	8.000	3.70	NM	-	C	-	-	11.00%	-	Wyiuw	-	-	-	7.11%	-	-
Y	RRN	3.000	5.80	L3	-	SU	-	-	94.27%	-	-	-	-	-	-	-	Retained
Q-2	WMI	44.000	4.80	DA	-	UU	-	-	21.40%	-	Yirjg	-	-	-	6.25%	-	-
N-1	FWJ	81.000	4.50	BR	-	D	-	-	76.00%	-	Mkdedpol	YWZQ	-	450	MVDE+450	-	-
D-1	WKV	729.000	3.70	Iee	-	YZ	-	-	26.00%	-	Ecqqhhvc	WCPE	-	245	DXHG+245	-	-

Tranche Comments

Y: Redemption: 2024-10-20; Registration: 144X/Oeu Z; Nmu: Redemption: 2024-10-20; Registration: 144C/Xdk U; D-1: Redemption: 2024-10-20; Registration: 144D/Xrt G; C-2: Redemption: 2024-10-20; Registration: 144A/Kjq W; F-1: Redemption: 2024-10-20; Registration: 144G/Duh F; Q-2: Redemption: 2024-10-20; Registration: 144J/Hea T; N-1: Redemption: 2024-10-20; Registration: 144P/Jrz O; Z-2: Redemption: 2024-10-20; Registration: 144F/Kmk Z; P: Redemption: 2024-10-20; Registration: 144L/Mjr B; O: Redemption: 2024-10-20; Registration: 144U/Jba Q;

Deal Comments

Kmj Vpcc Ocvomqz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2002