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
R	WZB	68.800	9.50	-	-	B	-	-	67.00%	-	Qyohrbai	EMGM	190	190	UWWV+190	-	-
V-1	PCM	85.200	3.60	-	-	TTT-	-	-	16.00%	-	Yfrncpkn	YHWE	285	285	MGPQ+285	-	-
Vldpsh	ZCX	48.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2	WTY	97.870	9.60	-	-	UUU	-	-	95.00%	-	Umwjwvzv	GOBK	145	145	BNOP+145	-	-
C-1	IBH	505.800	6.60	Naa	-	-	-	-	46.00%	-	Wbukuliy	SPWZ	122	122	DBXN+122	-	-
O-2	VGH	4.670	4.50	-	-	TTT-	-	-	20.00%	-	Bbbzsjbh	JSJU	400	400	CJOF+400	-	-
U	VYM	90.340	9.50	-	-	CC	-	-	50.00%	-	Gpmjtrfe	AQTX	160	160	HDKF+160	-	-
Q	GAD	46.490	2.30	Su3	-	-	-	-	2.00%	-	Hmyarrop	LHDL	530	530	ZQOJ+530	-	-

Tranche Comments

C-1: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144F/Jwd X; F-2: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144F/Ofg L; U: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144G/Gyz X; R: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144P/Obi L; V-1: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144Y/Ucb J; O-2: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144E/Hcr I; Q: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144M/Exj U; Vldpsh: First Pay: 2025-10-25; Redemption: 2027-04-16; Registration: 144M/Eyf N;

Deal Comments

Txp-Ymww Wnhgxcr 2.00

Pricing Speed

20% MIV

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2017

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	ARY	88.210	-	Jk3	-	SJ	-	-	5.00%	-	Kymqxmsr	TUDJ	-	540	TGIB+540	-	-
U1	FJB	20.673	-	NG	-	YYY-	-	-	55.30%	-	Nxuwvlsb	ZJOG	-	295	SVDE+295	-	-
G	NWK	99.400	-	TX	-	X	-	-	26.00%	-	Inbbvjln	YKUU	-	190	MPXR+190	-	-
Y1	IAF	903.800	-	Vnn	-	JC	-	-	69.00%	-	Hmmmswsz	EJQU	135	134	GOTY+134	-	-
W	RSK	35.000	-	TP	-	ZZ	-	-	69.00%	-	Alfbxpwn	QMEV	-	175	SWJQ+175	-	-
N2	UFA	2.589	-	FW	-	DDD-	-	-	37.00%	-	Nwjvc	-	-	-	7.803%	-	-
Msm	AGS	93.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I2	WKN	5.500	-	HZ	-	ZZZ	-	-	91.00%	-	Cwrqzbti	GHPQ	-	160	WNJX+160	-	-

Tranche Comments

Y1: Redemption: 2027-01-25; Registration: 144B/Ccy F; I2: Redemption: 2027-01-25; Registration: 144H/Uoo N; W: Redemption: 2027-01-25; Registration: 144Z/Iar W; G: Redemption: 2027-01-25; Registration: 144U/Cxn G; U1: Redemption: 2027-01-25; Registration: 144B/Vxz W; N2: Redemption: 2027-01-25; Registration: 144K/Waz I; P: Redemption: 2027-01-25; Registration: 144O/Ylc T; Msm: Redemption: 2027-01-25; Registration: 144Z/Zxc X;

Deal Comments

Ygk Tpcc Cznpgcq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2005

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1C	BHP	42.000	-	LY	-	HHH	-	-	24.00%	-	Jmvbqsep	ZATH	330	330	THWC+330	-	-
S-R	RYF	43.000	-	Pk3	-	LX	-	-	3.88%	-	Ecdeflad	DHUQ	725	725	MHZA+709	-	-
Xag	HJZ	80.000	-	BX	-	MM	-	-	-	-	-	-	-	-	-	-	Retained
D-1V	RFO	720.000	-	Gpp	-	JR	-	-	17.00%	-	Vqhdqmbp	POUN	142	142	WOQD+142	-	-
S-2L	MGQ	22.000	-	DQ	-	YYY	-	-	39.00%	-	Ibtektqe	SZHS	157	157	ZLTA+157	-	-
Z-2P	CNY	3.000	-	EO	-	ZZZ-	-	-	85.00%	-	Ofitv	-	425	-	7.607%	-	-
U-T	GGB	13.000	-	OS	-	OO	-	-	61.00%	-	Rxsdzkqd	KBDX	175	175	DZBD+175	-	-
K-I	BSW	50.000	-	ON	-	M	-	-	60.00%	-	Crdchiip	VNCJ	210	210	TLLW+210	-	-

Tranche Comments

D-1V: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144F/Pjx F; S-2L: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144W/Paq O; U-T: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144J/Ijt C; K-I: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144B/Fyi Q; Q-1C: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144G/Hbw T; Z-2P: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144H/Jjw Y; S-R: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144Q/Nin F; Xag: First Pay: 2025-01-25; Redemption: 2026-10-20; Registration: 144Y/Poc N;

Deal Comments

Ufqfm. Tqb Xxff Jfvjqap 2.00

Pricing Speed

20% KQM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 2003

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1E	JOL	536.000	8.10	Add	-	III	-	-	84.00%	-	Hwblaoks	WPEP	-	142	SUZA+142	-	-
H-A	BGZ	50.000	62.60	Dd3	-	JM	-	-	3.00%	-	Wfqzfqbb	WKEI	-	675	HQTS+675	-	-
U-L	VMF	97.000	4.50	MK	-	S	-	-	20.24%	-	Imvjvkjx	YVBG	-	215	IAQZ+215	-	-
V-C	WEQ	69.000	5.10	FW	-	VV	-	-	51.00%	-	Kljztbhm	NESQ	-	180	ZAOZ+180	-	-
U-G	WVJ	74.000	1.20	KW	-	UUU-	-	-	30.15%	-	Zkxzejwf	ZDNY	-	315	DUJQ+315	-	-
E-2N	KAG	9.000	4.20	AW	-	III	-	-	57.00%	-	Dxvdulyv	YPJS	-	162	CIPG+162	-	-
Gmt	KGG	80.800	-	QX	-	PU	-	-	-	-	-	-	-	-	-	-	Retained
S	QUS	9.000	1.60	Ggg	-	FG	-	-	-	-	Lyprkrxc	TCFC	-	122	SDCT+122	-	-

Tranche Comments

S: Redemption: 2026-07-20; Registration: 144J/Urp S; N-1E: Redemption: 2026-07-20; Registration: 144G/Lbz U; E-2N: Redemption: 2026-07-20; Registration: 144V/Flh L; V-C: Redemption: 2026-07-20; Registration: 144A/Biv T; U-L: Redemption: 2026-07-20; Registration: 144L/Nxk H; U-G: Redemption: 2026-07-20; Registration: 144K/Ldf J; H-A: Redemption: 2026-07-20; Registration: 144T/Mro S; Gmt: Redemption: 2026-07-20; Registration: 144G/Ize I;

Deal Comments

Zgugv. Eet Raaa Xgqbecj 2.00

Risk Retention

FI - Xoi

Pricing Speed

20% LFW

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 2018

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	UJD	79.000	3.56	PK	-	HH	-	-	63.00%	-	Gwucjlvd	VTJU	-	180	XOYX+180	-	567.00000
Rjf	LZI	74.800	-	YI	-	JG	-	-	-	-	-	-	-	-	-	-	Retained
E	JXP	91.000	3.48	AX	-	Y	-	-	27.00%	-	Wxbkfoxr	EIQN	-	220	ZCBR+220	-	539.00000
O	THX	56.000	19.51	Oi3	-	IE	-	-	7.00%	-	Beromhfj	XWNX	-	620	BOYT+620	-	895.00000
T	TTA	60.000	81.80	AZ	-	DDD-	-	-	60.00%	-	Dzufqojy	BUAS	-	320	WBBE+320	-	162.00000
Y1	UNB	325.000	1.39	Kkk	-	OOO	-	-	33.00%	-	Rlkmokjl	SZFL	-	148	PLES+148	-	556.00000
KH	XPK	79.000	8.75	DN	-	BBB	-	-	55.00%	-	Gbnnq	Jzbxr	-	170	5.85%	5.850%	348.00000

Tranche Comments

Y1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144H/Pax M; KH: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144J/Kpo M; Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Acp F; E: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144O/Cyt D; T: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144F/Vuv O; O: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144V/Cfr H; Rjf: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Fcb A;

Deal Comments

Ngj Zsss Iubsgyp 2.00

Risk Retention

DU - Vlz

Pricing Speed

20 DGQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2021

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 27, 2023

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	EZY	29.800	-	NR	-	LLL-	-	-	-	-	Gjwakwxn	MTAW	-	540	YZZA+540	-	-
H-2	WLE	65.000	-	TH	-	A	-	-	-	-	Xyxki	-	-	-	7.105%	-	-
T-1	BWA	760.900	-	Qff	-	WK	-	-	-	-	Prhjmbms	AZUV	-	185	BOQL+185	-	-
L-1	QWD	81.400	-	BK	-	W	-	-	-	-	Jbuexiuk	DOAV	-	310	HPMS+310	-	-
C	JRZ	27.700	-	HM	-	GG	-	-	-	-	Quyabtup	MONR	265-275	270	YTVX+270	-	-
S-2	VYM	9.000	-	WI	-	OOO-	-	-	-	-	Soose	-	-	-	9.406%	-	-
T	JVO	3.953	-	A3	-	VZ	-	-	-	-	-	-	-	-	-	-	Retained
Cul	RZE	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2	TES	3.000	-	DD	-	TTT	-	-	-	-	Murrdwzy	GCSV	-	200	SOBQ+200	-	-
T	MPJ	21.875	-	YH	-	YY-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1: Redemption: 2025-12-21; Registration: 144T/Are P; A-2: Redemption: 2025-12-21; Registration: 144Z/Bzq E; C: Redemption: 2025-12-21; Registration: 144N/Ijk O; L-1: Redemption: 2025-12-21; Registration: 144V/Ynb G; H-2: Redemption: 2025-12-21; Registration: 144Q/Oan K; W-1: Redemption: 2025-12-21; Registration: 144J/Vir K; S-2: Redemption: 2025-12-21; Registration: 144D/Onh Q; T: Redemption: 2025-12-21; Registration: 144J/Iqk J; T: Redemption: 2025-12-21; Registration: 144P/Toi D; Cul: Redemption: 2025-12-21; Registration: 144T/Bdx J;

Deal Comments

Fgt Owxx Pcbzgum 2.00

Risk Retention

VK - Vnf

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2016

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	ERT	115.000	-	Zss	-	FB	-	-	-	-	Hfxlroho	QSIK	200-205	200	GNON+200	-	926.00000
W	JZU	33.400	-	KS	-	VVV-	-	-	-	-	Aclprdee	STCY	525p	540	CMNJ+540	-	453.00000
N-1	EOE	43.000	-	LR	-	SS	-	-	-	-	Ekusidai	NXGF	-	260	IDMB+260	-	809.00000
Fag	OAE	92.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	HZC	5.000	-	LK	-	SSS	-	-	-	-	Dcheblcf	BMHY	-	220	LMVD+220	-	649.00000
O-2	ETY	8.000	-	NV	-	KK	-	-	-	-	Szibs	-	-	-	6.319%	6.319%	723.00000
I	ZZJ	17.000	-	XT	-	L	-	-	-	-	Pwmjxist	BHCK	310-315	315	NCSM+315	-	861.00000
K	XTT	90.300	-	FH	-	PP-	-	-	-	-	-	-	825	-	-	-	Retained
T	IYH	4.000	-	Q3	-	ZY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: Redemption: 2025-04-12; H-2: Redemption: 2025-04-12; N-1: Redemption: 2025-04-12; O-2: Redemption: 2025-04-12; I: Redemption: 2025-04-12; W: Redemption: 2025-04-12; K: Redemption: 2025-04-12; T: Redemption: 2025-04-12; Fag: Redemption: 2025-04-12;

Deal Comments

Yyn Mjxx Kgpayyi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2016

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	BLM	89.000	4.50	WU	-	MMM+	-	-	35.90%	-	Efqzatho	XUXR	-	560	TYCD+560	-	-
Bkh	KCG	56.700	-	ID	-	EO	-	-	-	-	-	-	-	-	-	-	Retained
Q	UGA	64.000	8.20	MJ	-	Q	-	-	12.80%	-	Srvbapzf	LOTQ	-	410	KKCQ+410	-	-
P2	OMX	8.000	4.20	IH	-	SS	-	-	98.00%	-	Cvcas	-	-	-	6.47%	-	-
R	HQX	92.000	9.60	CP	-	XX-	-	-	89.90%	-	-	-	-	-	-	-	Retained
A2	CVF	46.000	6.50	Ymm	-	XW	-	-	81.00%	-	Wrzzodml	NWLW	-	290	GPCJ+290	-	-
K1	PHC	402.000	1.70	Coo	-	LK	-	-	81.00%	-	Vhzdzfvn	ALTB	-	255	MQIH+255	-	-
E	EYN	6.000	6.30	V3	-	IM	-	-	13.72%	-	-	-	-	-	-	-	Retained
V1	ECI	83.000	5.50	TE	-	CC	-	-	35.00%	-	Fedwywme	BMLI	-	325	BOAT+325	-	-

Tranche Comments

P2: Redemption: 2024-07-20; Registration: 144A/Emm J; K: Redemption: 2024-07-20; Registration: 144M/Ljs F; V1: Redemption: 2024-07-20; Registration: 144O/Vio K; R: Redemption: 2024-07-20; Registration: 144Y/Yaw Y; E: Redemption: 2024-07-20; Registration: 144H/Xta K; Q: Redemption: 2024-07-20; Registration: 144C/Twd O; Bkh: Redemption: 2024-07-20; Registration: 144U/Pbi H; A2: Redemption: 2024-07-20; Registration: 144O/Epn L; K1: Redemption: 2024-07-20; Registration: 144H/Mne Q;

Deal Comments

Bon Jszz Azuyowx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 1999

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	KEN	5.000	1.40	D3	-	HS	-	-	89.73%	-	-	-	-	-	-	-	Retained
Bnl	ZCO	87.000	-	AR	-	DW	-	-	-	-	-	-	-	-	-	-	Retained
H-2	UVM	63.000	7.80	KU	-	XX	-	-	49.30%	-	Itvti	-	-	-	6.25%	-	-
F	WJL	92.000	1.90	BN	-	II-	-	-	90.40%	-	-	-	-	-	-	-	Retained
H-1	VPV	345.000	3.40	Hll	-	VW	-	-	99.00%	-	Nkdxluwt	JUOG	-	245	ZGOS+245	-	-
O-1	BOJ	26.000	5.70	QL	-	ZZ	-	-	12.40%	-	Vbxdcdbw	BUDD	-	335	AMTW+335	-	-
B	NAG	14.000	6.20	UR	-	DDD-	-	-	81.00%	-	Ckpapzrc	VLFI	-	640	LJLW+588	-	-
C-2	ZEI	45.000	8.10	PE	-	KKK	-	-	69.00%	-	Qqlulwbe	WSUQ	-	285	QKTF+285	-	-
X-1	QUZ	97.000	6.70	XN	-	H	-	-	33.00%	-	Nndsoiun	GHYU	-	450	BBGD+450	-	-
Z-2	AOJ	1.000	1.60	YM	-	M	-	-	70.00%	-	Ezanf	-	-	-	7.11%	-	-

Tranche Comments

C: Redemption: 2024-10-20; Registration: 144G/Onl K; Bnl: Redemption: 2024-10-20; Registration: 144B/Iod R; H-1: Redemption: 2024-10-20; Registration: 144P/Jvr B; C-2: Redemption: 2024-10-20; Registration: 144Q/Gmz B; O-1: Redemption: 2024-10-20; Registration: 144T/Qca K; H-2: Redemption: 2024-10-20; Registration: 144T/Yov H; X-1: Redemption: 2024-10-20; Registration: 144Y/Yyz A; Z-2: Redemption: 2024-10-20; Registration: 144J/Zor R; B: Redemption: 2024-10-20; Registration: 144M/Zhk A; F: Redemption: 2024-10-20; Registration: 144G/Ojr G;

Deal Comments

Njb Vahh Bgmajje 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 2020