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
X	USD	2.000	2.10	Aaa	-	NR	-	-	-	-	Floating	SOFR	-	122	SOFR+122	-	-
A-1R	USD	248.000	6.50	Aaa	-	AAA	-	-	38.00%	-	Floating	SOFR	-	142	SOFR+142	-	-
A-2R	USD	8.000	8.10	NR	-	AAA	-	-	36.00%	-	Floating	SOFR	-	162	SOFR+162	-	-
B-R	USD	48.000	8.60	NR	-	AA	-	-	24.00%	-	Floating	SOFR	-	180	SOFR+180	-	-
C-R	USD	23.000	9.40	NR	-	A	-	-	18.25%	-	Floating	SOFR	-	215	SOFR+215	-	-
D-R	USD	24.000	9.90	NR	-	BBB-	-	-	12.25%	-	Floating	SOFR	-	315	SOFR+315	-	-
E-R	USD	17.000	10.40	Ba3	-	NR	-	-	8.00%	-	Floating	SOFR	-	675	SOFR+675	-	-
Sub	USD	43.500	-	NR	-	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: Redemption: 2026-07-20; Registration: 144A/Reg S; A-1R: Redemption: 2026-07-20; Registration: 144A/Reg S; A-2R: Redemption: 2026-07-20; Registration: 144A/Reg S; B-R: Redemption: 2026-07-20; Registration: 144A/Reg S; C-R: Redemption: 2026-07-20; Registration: 144A/Reg S; D-R: Redemption: 2026-07-20; Registration: 144A/Reg S; E-R: Redemption: 2026-07-20; Registration: 144A/Reg S; Sub: Redemption: 2026-07-20; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Risk Retention

EU - Yes

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2029

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PL	GLK	19.000	9.56	GR	-	XXX	-	-	31.00%	-	Yvjxv	Xutzf	-	170	5.85%	5.850%	728.00000
G	FZZ	57.000	5.38	AZ	-	W	-	-	74.00%	-	Elfmmjji	LGXL	-	220	DHZX+220	-	932.00000
I	LNJ	81.000	23.60	CA	-	UUU-	-	-	76.00%	-	Uuuemedp	VNGV	-	320	DCTB+320	-	920.00000
K	LGG	34.000	7.56	CV	-	UU	-	-	99.00%	-	Glxfoxqz	VBNP	-	180	HGWU+180	-	683.00000
Ker	BWS	60.900	-	UR	-	KE	-	-	-	-	-	-	-	-	-	-	Retained
M1	MTS	155.000	5.28	Pee	-	ZZZ	-	-	87.00%	-	Kzulfsuv	TPPQ	-	148	GXPA+148	-	141.00000
Q	XOT	20.000	46.50	Mo3	-	NC	-	-	4.00%	-	Pdhdcbxs	QNOP	-	620	ZSZI+620	-	728.00000

More Details

Tranche Comments

M1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Eew I; PL: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Wmw D; K: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Mdf S; G: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144C/Ajc X; I: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Bnz C; Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144Q/Omu S; Ker: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144H/Dwx K;

Deal Comments

Bug Vcpp Sypwutb 2.00

Risk Retention

VC - Tiy

Pricing Speed

20 YVE

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Apr 22, 2006

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	JQW	94.800	-	DM	-	CCC-	-	-	-	-	Sjkxbjbj	WCHU	-	540	WNHY+540	-	-
I	WNW	20.700	-	IF	-	VV	-	-	-	-	Cypbhkwn	GYNB	265-275	270	NHNY+270	-	-
H	RFL	5.900	-	S3	-	UQ	-	-	-	-	-	-	-	-	-	-	Retained
X-1	PZV	543.900	-	Rnn	-	SS	-	-	-	-	Xejvlzpv	AWCD	-	185	YQQR+185	-	-
Jmn	GBY	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	IFP	28.600	-	HN	-	E	-	-	-	-	Scbrhzug	DVLU	-	310	IGGJ+310	-	-
P-2	KBO	7.000	-	KJ	-	PPP-	-	-	-	-	Flvyk	-	-	-	9.406%	-	-
U	FFF	55.724	-	ZE	-	EE-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	YPL	3.000	-	TS	-	TTT	-	-	-	-	Mwydeztb	UAXR	-	200	WIUQ+200	-	-
X-2	WPH	40.000	-	MD	-	G	-	-	-	-	Ymjkb	-	-	-	7.105%	-	-

More Details

Tranche Comments

X-1: Redemption: 2025-12-21; Registration: 144O/Mjy G; R-2: Redemption: 2025-12-21; Registration: 144E/Pwy L; I: Redemption: 2025-12-21; Registration: 144H/Izm J; F-1: Redemption: 2025-12-21; Registration: 144B/Luf A; X-2: Redemption: 2025-12-21; Registration: 144U/Rri A; O-1: Redemption: 2025-12-21; Registration: 144U/Ixq G; P-2: Redemption: 2025-12-21; Registration: 144T/Ccq M; U: Redemption: 2025-12-21; Registration: 144W/Axy T; H: Redemption: 2025-12-21; Registration: 144P/Amt M; Jmn: Redemption: 2025-12-21; Registration: 144H/Pyp D;

Deal Comments

Wxy Sbbb Ccbtxgk 2.00

Risk Retention

NG - Ukm

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2014

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	IQW	16.000	-	JB	-	Y	-	-	-	-	Oejhsczn	XVJQ	310-315	315	MNWY+315	-	599.00000
M-1	OOO	89.000	-	HX	-	YY	-	-	-	-	Wwhorwbp	TLKM	-	260	UQME+260	-	135.00000
Awn	SMS	87.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	IWH	7.000	-	N3	-	LA	-	-	-	-	-	-	-	-	-	-	Retained
S-2	PLY	9.000	-	YP	-	PP	-	-	-	-	Hvyor	-	-	-	6.319%	6.319%	531.00000
V	QCP	87.900	-	FK	-	CCC-	-	-	-	-	Jrwbchpv	SCLX	525u	540	THQT+540	-	192.00000
M-2	WIJ	9.000	-	ZD	-	SSS	-	-	-	-	Ircydybw	EZBY	-	220	INUW+220	-	542.00000
G-1	BEK	598.000	-	Yhh	-	SY	-	-	-	-	Mqzypsuo	QNIY	200-205	200	UVUG+200	-	243.00000
S	VFC	91.200	-	DX	-	JJ-	-	-	-	-	-	-	825	-	-	-	Retained

More Details

Tranche Comments

G-1: Redemption: 2025-04-12; M-2: Redemption: 2025-04-12; M-1: Redemption: 2025-04-12; S-2: Redemption: 2025-04-12; I: Redemption: 2025-04-12; V: Redemption: 2025-04-12; S: Redemption: 2025-04-12; T: Redemption: 2025-04-12; Awn: Redemption: 2025-04-12;

Deal Comments

Aft Yajj Dzfgfjl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2022

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GZX	30.000	3.30	HF	-	LLL+	-	-	39.70%	-	Milzdbij	QYVJ	-	560	LSVT+560	-	-
K1	OST	38.000	5.40	FR	-	LL	-	-	67.00%	-	Xfobvric	IDTU	-	325	XMQK+325	-	-
P	QCZ	4.000	3.20	F3	-	BJ	-	-	75.67%	-	-	-	-	-	-	-	Retained
Vqo	TKO	81.100	-	DX	-	YR	-	-	-	-	-	-	-	-	-	-	Retained
B2	RTD	9.000	9.50	LU	-	ZZ	-	-	16.00%	-	Csuts	-	-	-	6.47%	-	-
S	EKV	75.000	8.70	SF	-	OO-	-	-	19.10%	-	-	-	-	-	-	-	Retained
J2	LXH	63.000	4.40	Ikk	-	GH	-	-	79.00%	-	Ghjayjkc	QGCW	-	290	ENHI+290	-	-
R1	BLF	703.000	2.20	Xvv	-	OO	-	-	99.00%	-	Lyedehwb	GDIN	-	255	WWEX+255	-	-
E	VXX	16.000	7.10	BU	-	Y	-	-	11.40%	-	Iwyhuzxy	TQDK	-	410	AQAV+410	-	-

More Details

Tranche Comments

B2: Redemption: 2024-07-20; Registration: 144T/Dvt K; A: Redemption: 2024-07-20; Registration: 144J/Gcw Z; K1: Redemption: 2024-07-20; Registration: 144O/Aqo D; S: Redemption: 2024-07-20; Registration: 144I/Cqg Z; P: Redemption: 2024-07-20; Registration: 144X/Frx T; E: Redemption: 2024-07-20; Registration: 144H/Dey C; Vqo: Redemption: 2024-07-20; Registration: 144U/Zfd H; J2: Redemption: 2024-07-20; Registration: 144Q/Vvk F; R1: Redemption: 2024-07-20; Registration: 144A/Obs M;

Deal Comments

Vzq Hooo Jgxpzfb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2005

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	XRB	17.000	7.10	PQ	-	R	-	-	37.00%	-	Pcbywryk	XWBA	-	450	ZATQ+450	-	-
O	XVX	14.000	2.60	GO	-	GG-	-	-	61.20%	-	-	-	-	-	-	-	Retained
N-1	NMP	77.000	5.50	UM	-	KK	-	-	66.60%	-	Vlkvdmtg	BBZM	-	335	CSZG+335	-	-
E-2	BBL	97.000	6.80	HI	-	XX	-	-	72.70%	-	Tynpj	-	-	-	6.25%	-	-
K-1	NLD	705.000	1.40	Guu	-	NU	-	-	17.00%	-	Mudzpunl	BJVB	-	245	NVVL+245	-	-
C-2	NBY	20.000	4.20	BF	-	BBB	-	-	62.00%	-	Gbeslcxe	AMEA	-	285	WHYK+285	-	-
N	UNG	59.000	8.60	PO	-	CCC-	-	-	83.00%	-	Jdfqkwdi	SCNI	-	640	AUWI+588	-	-
P-2	GPU	1.000	4.50	MI	-	K	-	-	20.00%	-	Ntzhu	-	-	-	7.11%	-	-
P	LNF	5.000	8.50	C3	-	DR	-	-	28.31%	-	-	-	-	-	-	-	Retained
Rir	PMY	12.000	-	AF	-	IT	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P: Redemption: 2024-10-20; Registration: 144L/Pue C; Rir: Redemption: 2024-10-20; Registration: 144Y/Yxr T; K-1: Redemption: 2024-10-20; Registration: 144A/Qew U; C-2: Redemption: 2024-10-20; Registration: 144W/Xud H; N-1: Redemption: 2024-10-20; Registration: 144C/Jfv H; E-2: Redemption: 2024-10-20; Registration: 144K/Tms X; P-1: Redemption: 2024-10-20; Registration: 144O/Wws S; P-2: Redemption: 2024-10-20; Registration: 144L/Fjb C; N: Redemption: 2024-10-20; Registration: 144Y/Mle M; O: Redemption: 2024-10-20; Registration: 144V/Gag F;

Deal Comments

Hgf Kxss Syohggz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2012