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
A-1	USD	296.100	-	Aaa	-	NR	-	-	-	-	Floating	SOFR	-	185	SOFR+185	-	-
A-2	USD	5.000	-	NR	-	AAA	-	-	-	-	Floating	SOFR	-	200	SOFR+200	-	-
B	USD	56.100	-	NR	-	AA	-	-	-	-	Floating	SOFR	265-275	270	SOFR+270	-	-
C-1	USD	13.500	-	NR	-	A	-	-	-	-	Floating	SOFR	-	310	SOFR+310	-	-
C-2	USD	10.000	-	NR	-	A	-	-	-	-	Fixed	-	-	-	7.105%	-	-
D-1	USD	21.200	-	NR	-	BBB-	-	-	-	-	Floating	SOFR	-	540	SOFR+540	-	-
D-2	USD	7.000	-	NR	-	BBB-	-	-	-	-	Fixed	-	-	-	9.406%	-	-
E	USD	15.275	-	NR	-	BB-	-	-	-	-	-	-	-	-	-	-	Retained
F	USD	1.175	-	B3	-	NR	-	-	-	-	-	-	-	-	-	-	Retained
Sub	USD	50.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2025-12-21; Registration: 144A/Reg S; A-2: Redemption: 2025-12-21; Registration: 144A/Reg S; B: Redemption: 2025-12-21; Registration: 144A/Reg S; C-1: Redemption: 2025-12-21; Registration: 144A/Reg S; C-2: Redemption: 2025-12-21; Registration: 144A/Reg S; D-1: Redemption: 2025-12-21; Registration: 144A/Reg S; D-2: Redemption: 2025-12-21; Registration: 144A/Reg S; E: Redemption: 2025-12-21; Registration: 144A/Reg S; F: Redemption: 2025-12-21; Registration: 144A/Reg S; Sub: Redemption: 2025-12-21; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2029

Refinancing

Yes

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	XXT	3.000	-	GF	-	OO	-	-	-	-	Qnbyw	-	-	-	6.319%	6.319%	629.00000
S-2	VMD	5.000	-	WO	-	SSS	-	-	-	-	Aprueozt	HEPV	-	220	TPGS+220	-	892.00000
V	JXB	33.800	-	NO	-	LL-	-	-	-	-	-	-	825	-	-	-	Retained
H	JWZ	46.600	-	KI	-	BBB-	-	-	-	-	Krfkouai	GWBO	525c	540	KDXK+540	-	168.00000
B-1	OVO	547.000	-	Cmm	-	WT	-	-	-	-	Gfjdcdlz	PELL	200-205	200	ALGI+200	-	116.00000
S-1	BOT	13.000	-	DJ	-	PP	-	-	-	-	Upvbfxmv	WLJB	-	260	LODD+260	-	569.00000
M	HYG	6.000	-	K3	-	YS	-	-	-	-	-	-	-	-	-	-	Retained
I	FCF	46.000	-	HW	-	B	-	-	-	-	Pdywozng	YONY	310-315	315	HKZP+315	-	876.00000
Xte	ZLM	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

B-1: Redemption: 2025-04-12; S-2: Redemption: 2025-04-12; S-1: Redemption: 2025-04-12; U-2: Redemption: 2025-04-12; I: Redemption: 2025-04-12; H: Redemption: 2025-04-12; V: Redemption: 2025-04-12; M: Redemption: 2025-04-12; Xte: Redemption: 2025-04-12;

Deal Comments

Qfm Rjtt Rpjxfpl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2	TFI	34.000	1.10	Xdd	-	VC	-	-	97.00%	-	Rhydqbej	WUAS	-	290	OTUO+290	-	-
O	VXI	6.000	8.40	W3	-	CK	-	-	22.45%	-	-	-	-	-	-	-	Retained
W2	KTP	1.000	5.80	BI	-	SS	-	-	78.00%	-	Fbxmj	-	-	-	6.47%	-	-
Q	FWX	51.000	6.80	UY	-	SSS+	-	-	23.40%	-	Crjcrvml	IXID	-	560	ZCPI+560	-	-
O	MMD	10.000	8.50	YD	-	LL-	-	-	66.80%	-	-	-	-	-	-	-	Retained
M1	KNP	18.000	4.30	BK	-	GG	-	-	78.00%	-	Ijpabejh	IUZR	-	325	JNEI+325	-	-
Sxq	OFZ	77.500	-	EU	-	QU	-	-	-	-	-	-	-	-	-	-	Retained
G	LJN	83.000	6.30	BA	-	T	-	-	44.10%	-	Pckjxqku	WITR	-	410	LXNT+410	-	-
X1	JWJ	458.000	3.20	Dss	-	UX	-	-	51.00%	-	Vxbdkwce	HNHU	-	255	XJTE+255	-	-

More Details

Tranche Comments

W2: Redemption: 2024-07-20; Registration: 144P/Uyy E; Q: Redemption: 2024-07-20; Registration: 144X/Tfg B; M1: Redemption: 2024-07-20; Registration: 144P/Wuo H; O: Redemption: 2024-07-20; Registration: 144W/Ptz H; O: Redemption: 2024-07-20; Registration: 144W/Xae Y; G: Redemption: 2024-07-20; Registration: 144P/Fch Q; Sxq: Redemption: 2024-07-20; Registration: 144B/Mfb K; M2: Redemption: 2024-07-20; Registration: 144L/Ehf K; X1: Redemption: 2024-07-20; Registration: 144B/Lrq T;

Deal Comments

Xpz Yuff Vborpew 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Zvx	NNB	20.000	-	VZ	-	OP	-	-	-	-	-	-	-	-	-	-	Retained
C	OGP	20.000	1.90	DG	-	VV-	-	-	42.90%	-	-	-	-	-	-	-	Retained
Y-1	AOY	556.000	6.40	Bdd	-	MH	-	-	20.00%	-	Byyrckhh	MPNC	-	245	ZCYB+245	-	-
J-1	MJW	77.000	9.90	VG	-	BB	-	-	27.40%	-	Mcykvmhk	UYMM	-	335	XPZJ+335	-	-
E	AIA	1.000	1.40	B3	-	MC	-	-	52.49%	-	-	-	-	-	-	-	Retained
T-2	ZJX	31.000	1.50	YN	-	GGG	-	-	43.00%	-	Neqdcuur	UPEU	-	285	CQSW+285	-	-
Y-1	OIF	52.000	5.90	LB	-	W	-	-	12.00%	-	Yymlcuvu	GLHT	-	450	LKTA+450	-	-
A-2	FBU	7.000	6.30	CI	-	L	-	-	94.00%	-	Dnopy	-	-	-	7.11%	-	-
H-2	QVI	68.000	9.10	HW	-	KK	-	-	64.60%	-	Ombmb	-	-	-	6.25%	-	-
O	GUA	14.000	4.90	UX	-	RRR-	-	-	54.00%	-	Aopcvrno	THPP	-	640	TAJN+588	-	-

More Details

Tranche Comments

E: Redemption: 2024-10-20; Registration: 144Q/Ijr J; Zvx: Redemption: 2024-10-20; Registration: 144Q/Wjg Y; Y-1: Redemption: 2024-10-20; Registration: 144P/Evx X; T-2: Redemption: 2024-10-20; Registration: 144V/Pwv F; J-1: Redemption: 2024-10-20; Registration: 144C/Qnu S; H-2: Redemption: 2024-10-20; Registration: 144V/Vmy W; Y-1: Redemption: 2024-10-20; Registration: 144Z/Odo V; A-2: Redemption: 2024-10-20; Registration: 144Q/Vik K; O: Redemption: 2024-10-20; Registration: 144A/Edi F; C: Redemption: 2024-10-20; Registration: 144P/Ulj U;

Deal Comments

Xtp Jajj Zmmgtqx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date