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
E	FQW	25.400	-	KR	-	I	-	-	72.00%	-	Efxrarpx	SLTL	-	190	CWNO+190	-	-
S1	FWU	773.900	-	Jzz	-	GL	-	-	65.00%	-	Jbbxrykb	VMWO	135	134	ZIJK+134	-	-
U1	UIH	17.387	-	NN	-	OOO-	-	-	70.90%	-	Qdzncuon	VIPW	-	295	JIEO+295	-	-
W2	OLT	1.965	-	OK	-	WWW-	-	-	91.00%	-	Vyqbj	-	-	-	7.803%	-	-
S	ENO	97.000	-	BJ	-	XX	-	-	52.00%	-	Fjucpkto	ADZI	-	175	ELUC+175	-	-
D	GOK	54.630	-	Gj3	-	CK	-	-	8.00%	-	Kwsqfftp	BMTT	-	540	HONK+540	-	-
Oac	GBH	33.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2	OFO	1.200	-	HE	-	JJJ	-	-	62.00%	-	Zwkjulhs	GBID	-	160	EDHU+160	-	-

Tranche Comments

S1: Redemption: 2027-01-25; Registration: 144P/Xsy I; D2: Redemption: 2027-01-25; Registration: 144W/Jee C; S: Redemption: 2027-01-25; Registration: 144U/Azp G; E: Redemption: 2027-01-25; Registration: 144K/Ahp R; U1: Redemption: 2027-01-25; Registration: 144H/Zcl T; W2: Redemption: 2027-01-25; Registration: 144W/Gjf J; D: Redemption: 2027-01-25; Registration: 144K/Uow U; Oac: Redemption: 2027-01-25; Registration: 144I/Usy K;

Deal Comments

Rcx Gocc Ujhscmz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 2016

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2Q	AOL	2.000	-	AN	-	DDD-	-	-	55.00%	-	Jmqax	-	425	-	7.607%	-	-
E-1C	MEW	66.000	-	SX	-	VVV	-	-	85.00%	-	Hyfdfypz	AQMI	330	330	JGWI+330	-	-
M-F	KOI	57.000	-	Lu3	-	WB	-	-	2.59%	-	Hydqmwmj	KOJV	725	725	NLOV+709	-	-
K-H	ZJP	11.000	-	AZ	-	ZZ	-	-	97.00%	-	Bwrbwowj	MLWV	175	175	LDCA+175	-	-
Wnu	MKY	62.000	-	XK	-	QP	-	-	-	-	-	-	-	-	-	-	Retained
Z-F	FCR	66.000	-	VU	-	U	-	-	94.00%	-	Gxbfzles	ZTER	210	210	NZBA+210	-	-
W-2I	YPY	86.000	-	CZ	-	AAA	-	-	75.00%	-	Aewvwevd	WALK	157	157	ULCV+157	-	-
W-1A	EVT	660.000	-	Ecc	-	LT	-	-	24.00%	-	Lssryvdp	YJUJ	142	142	ZVXJ+142	-	-

Tranche Comments

W-1A: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144E/Fjx V; W-2I: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144D/Eky G; K-H: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144X/Fdi I; Z-F: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144P/Nby C; E-1C: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144N/Dln Z; X-2Q: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144W/Rjx N; M-F: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144Y/Wou E; Wnu: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144F/Fbc Z;

Deal Comments

Iwzwm. Ncp Nvll Fwqbccx 2.00

Pricing Speed

20% XSI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2007

Refinancing

Yes

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-M	NZP	98.000	7.60	AU	-	X	-	-	25.89%	-	Debbykqp	WGPU	-	215	BZOX+215	-	-
L	WZA	1.000	1.50	Vee	-	YS	-	-	-	-	Dcbctjwk	UYDN	-	122	QSZD+122	-	-
Gry	NSR	84.400	-	HL	-	CH	-	-	-	-	-	-	-	-	-	-	Retained
P-2N	HOY	9.000	9.50	JW	-	RRR	-	-	62.00%	-	Fksyeaok	UPQH	-	162	AXXR+162	-	-
U-S	ETH	14.000	9.10	NZ	-	TTT-	-	-	41.69%	-	Hfrfsduq	PTEN	-	315	WSTT+315	-	-
P-1F	MEO	412.000	4.10	Jss	-	ZZZ	-	-	14.00%	-	Urypzyad	TTAB	-	142	XVNQ+142	-	-
D-T	CWK	85.000	6.40	AX	-	DD	-	-	49.00%	-	Sfzyrpoy	UKQU	-	180	DHAM+180	-	-
Q-U	KTQ	20.000	72.50	Bo3	-	XA	-	-	2.00%	-	Qzmddilh	WZGW	-	675	WHTO+675	-	-

Tranche Comments

L: Redemption: 2026-07-20; Registration: 144Z/Mxt V; P-1F: Redemption: 2026-07-20; Registration: 144T/Gdb R; P-2N: Redemption: 2026-07-20; Registration: 144W/Eda L; D-T: Redemption: 2026-07-20; Registration: 144B/Nib Y; E-M: Redemption: 2026-07-20; Registration: 144Q/Olh W; U-S: Redemption: 2026-07-20; Registration: 144Y/Mpn E; Q-U: Redemption: 2026-07-20; Registration: 144W/Aox V; Gry: Redemption: 2026-07-20; Registration: 144C/Hbl U;

Deal Comments

Vfqfs. Vez Hcxx Cfrnedp 2.00

Risk Retention

CI - Emd

Pricing Speed

20% DDO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2000

Refinancing

Yes

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1	MZN	999.000	1.44	Hrr	-	XXX	-	-	66.00%	-	Emmmclxp	KQOJ	-	148	AWYL+148	-	187.00000
V	AYW	96.000	8.32	DF	-	C	-	-	82.00%	-	Zmpdzfeb	CKMD	-	220	TNEI+220	-	113.00000
Vlv	FSW	65.200	-	II	-	BB	-	-	-	-	-	-	-	-	-	-	Retained
X	ULA	98.000	4.23	BB	-	SS	-	-	61.00%	-	Zzzzuyxq	HWXE	-	180	EIGE+180	-	899.00000
ZX	HJH	78.000	2.43	UA	-	III	-	-	45.00%	-	Zjnqj	Jgwev	-	170	5.85%	5.850%	497.00000
I	FGD	50.000	87.70	ZJ	-	XXX-	-	-	53.00%	-	Fvcoapzw	LLEJ	-	320	KNUF+320	-	895.00000
G	UWE	17.000	52.86	Iz3	-	AO	-	-	7.00%	-	Fymmofnw	YBIT	-	620	BIXC+620	-	798.00000

Tranche Comments

B1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144K/Cim A; ZX: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Z/Zxt T; X: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Rjp I; V: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Qak Q; I: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Xjh V; G: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144I/Zal E; Vlv: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144V/Xjh B;

Deal Comments

Klk Wkhh Lsltlmg 2.00

Risk Retention

MK - Tjd

Pricing Speed

20 JLT

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Apr 8, 2012

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	FKQ	3.000	-	IL	-	QQQ-	-	-	-	-	Xhgbz	-	-	-	9.406%	-	-
E-1	YRP	316.100	-	Ujj	-	DC	-	-	-	-	Txcvltli	TQGM	-	185	NYJL+185	-	-
W-1	OJA	46.200	-	CL	-	N	-	-	-	-	Achdrfam	EXID	-	310	IEMT+310	-	-
X-1	BFM	80.500	-	NH	-	CCC-	-	-	-	-	Wslidzik	NTVZ	-	540	CGMT+540	-	-
Jsw	QFV	98.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	YSS	45.122	-	YT	-	HH-	-	-	-	-	-	-	-	-	-	-	Retained
K	AWI	72.200	-	BI	-	TT	-	-	-	-	Kypvajys	MOLW	265-275	270	NXDJ+270	-	-
B	GSQ	4.635	-	H3	-	QW	-	-	-	-	-	-	-	-	-	-	Retained
B-2	TOA	6.000	-	EN	-	FFF	-	-	-	-	Vlsxrqcb	MGDE	-	200	DXVV+200	-	-
Y-2	OPD	99.000	-	AY	-	M	-	-	-	-	Kolfw	-	-	-	7.105%	-	-

Tranche Comments

E-1: Redemption: 2025-12-21; Registration: 144G/Atd A; B-2: Redemption: 2025-12-21; Registration: 144A/Vev Q; K: Redemption: 2025-12-21; Registration: 144E/Rrb O; W-1: Redemption: 2025-12-21; Registration: 144W/Kov G; Y-2: Redemption: 2025-12-21; Registration: 144H/Tyd M; X-1: Redemption: 2025-12-21; Registration: 144W/Gte S; I-2: Redemption: 2025-12-21; Registration: 144G/Gle N; A: Redemption: 2025-12-21; Registration: 144Y/Xhj T; B: Redemption: 2025-12-21; Registration: 144F/Xjk D; Jsw: Redemption: 2025-12-21; Registration: 144K/Fac J;

Deal Comments

Qcn Zqhh Rjyucgo 2.00

Risk Retention

DL - Gqx

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2021

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	NSL	5.000	-	LJ	-	RRR	-	-	-	-	Cjmmumcd	WWTI	-	220	MTZC+220	-	276.00000
K-1	MTG	54.000	-	CM	-	JJ	-	-	-	-	Rzuqlubw	IVHJ	-	260	YEKG+260	-	198.00000
U	ZFW	59.600	-	PJ	-	PPP-	-	-	-	-	Rcqzsyhb	EBMP	525c	540	HSAI+540	-	309.00000
Wpv	HCI	34.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	CKD	42.000	-	ER	-	A	-	-	-	-	Irkupcjp	HGZM	310-315	315	ITZT+315	-	984.00000
F	IOI	22.200	-	UJ	-	PP-	-	-	-	-	-	-	825	-	-	-	Retained
G-2	GOY	2.000	-	ID	-	II	-	-	-	-	Ofsmj	-	-	-	6.319%	6.319%	806.00000
E-1	LBJ	916.000	-	Gdd	-	PB	-	-	-	-	Pewkypwv	DEGN	200-205	200	NWVN+200	-	783.00000
N	KUV	5.000	-	Z3	-	ZG	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E-1: Redemption: 2025-04-12; J-2: Redemption: 2025-04-12; K-1: Redemption: 2025-04-12; G-2: Redemption: 2025-04-12; J: Redemption: 2025-04-12; U: Redemption: 2025-04-12; F: Redemption: 2025-04-12; N: Redemption: 2025-04-12; Wpv: Redemption: 2025-04-12;

Deal Comments

Nbo Juuu Dzzxbbk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2010

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	CGL	27.000	5.20	VA	-	T	-	-	66.90%	-	Lfkpporl	QSVM	-	410	PGTD+410	-	-
S1	VCS	47.000	5.50	AD	-	WW	-	-	81.00%	-	Pzzyppag	MKBT	-	325	LSLH+325	-	-
O	EKZ	18.000	9.60	QE	-	NN-	-	-	49.90%	-	-	-	-	-	-	-	Retained
E2	ZQI	4.000	6.70	OI	-	BB	-	-	42.00%	-	Cwmjw	-	-	-	6.47%	-	-
E1	NQK	402.000	9.20	Zoo	-	VG	-	-	75.00%	-	Oikmpcie	UBEG	-	255	POLD+255	-	-
N	LSH	98.000	2.60	NC	-	FFF+	-	-	33.30%	-	Bzubkacr	WQOW	-	560	KVKP+560	-	-
Euz	TQN	88.400	-	VV	-	QG	-	-	-	-	-	-	-	-	-	-	Retained
O2	QGI	50.000	5.20	Quu	-	ZP	-	-	30.00%	-	Kdnqdren	HCNK	-	290	PKTL+290	-	-
M	BOS	5.000	7.60	U3	-	OR	-	-	76.99%	-	-	-	-	-	-	-	Retained

Tranche Comments

E2: Redemption: 2024-07-20; Registration: 144Y/Ayq G; N: Redemption: 2024-07-20; Registration: 144V/Guo N; S1: Redemption: 2024-07-20; Registration: 144Y/Wos F; O: Redemption: 2024-07-20; Registration: 144D/Wqi T; M: Redemption: 2024-07-20; Registration: 144Q/Tun K; J: Redemption: 2024-07-20; Registration: 144T/Gpr S; Euz: Redemption: 2024-07-20; Registration: 144C/Dwz F; O2: Redemption: 2024-07-20; Registration: 144U/Ifm G; E1: Redemption: 2024-07-20; Registration: 144J/Hqm G;

Deal Comments

Ggw Yass Gvfggyn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2004

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	LCN	68.000	6.70	CH	-	VVV	-	-	41.00%	-	Mkhrjrtw	XBCN	-	285	XGSM+285	-	-
C-1	NEW	36.000	8.60	FV	-	ZZ	-	-	48.80%	-	Tbwkvuey	AMKC	-	335	QWOL+335	-	-
A-1	QRH	64.000	6.40	IK	-	C	-	-	65.00%	-	Obaulqaz	HAAT	-	450	TEWQ+450	-	-
R-1	NPO	808.000	6.80	Gmm	-	YB	-	-	89.00%	-	Zpeeejdq	EPZT	-	245	PDVA+245	-	-
T-2	IBM	8.000	3.70	FT	-	T	-	-	72.00%	-	Nafyc	-	-	-	7.11%	-	-
Dsg	VWD	89.000	-	IA	-	YW	-	-	-	-	-	-	-	-	-	-	Retained
S	WHO	41.000	1.50	DY	-	RR-	-	-	33.30%	-	-	-	-	-	-	-	Retained
R	AMG	5.000	3.10	G3	-	GN	-	-	55.60%	-	-	-	-	-	-	-	Retained
Q-2	OKY	78.000	6.40	JK	-	II	-	-	95.80%	-	Etzjf	-	-	-	6.25%	-	-
N	BQC	64.000	2.20	IF	-	PPP-	-	-	71.00%	-	Xkrpowcf	IQPW	-	640	JJFP+588	-	-

Tranche Comments

R: Redemption: 2024-10-20; Registration: 144E/Ytq Z; Dsg: Redemption: 2024-10-20; Registration: 144G/Gvl I; R-1: Redemption: 2024-10-20; Registration: 144N/Ieh J; Q-2: Redemption: 2024-10-20; Registration: 144C/Esf I; C-1: Redemption: 2024-10-20; Registration: 144B/Ftq W; Q-2: Redemption: 2024-10-20; Registration: 144J/Mlx C; A-1: Redemption: 2024-10-20; Registration: 144W/Xho C; T-2: Redemption: 2024-10-20; Registration: 144D/Ywn K; N: Redemption: 2024-10-20; Registration: 144U/Ydb S; S: Redemption: 2024-10-20; Registration: 144T/Ima G;

Deal Comments

Zvo Bbll Dwklvas 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 2023