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
M	TWP	39.000	39.37	Xl3	-	JC	-	-	5.00%	-	Xvqdskro	QZLZ	-	620	VEDP+620	-	287.00000
Dmy	UPN	12.300	-	GF	-	AQ	-	-	-	-	-	-	-	-	-	-	Retained
U	ZAQ	55.000	5.42	IE	-	KK	-	-	70.00%	-	Exrmelsh	VINX	-	180	DKZQ+180	-	747.00000
L	NFB	42.000	66.70	QH	-	FFF-	-	-	48.00%	-	Yhuhzzjp	UTSK	-	320	EBKX+320	-	639.00000
EE	OWA	96.000	6.42	HZ	-	EEE	-	-	84.00%	-	Raalw	Dyirt	-	170	5.85%	5.850%	107.00000
L	PQG	31.000	9.12	EI	-	F	-	-	64.00%	-	Xvoutiig	TBVD	-	220	THAT+220	-	313.00000
C1	YQJ	128.000	9.86	Pcc	-	UUU	-	-	65.00%	-	Avhyzqld	YIBP	-	148	VDQA+148	-	329.00000

More Details

Tranche Comments

C1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144J/Jax O; EE: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144X/Xat O; U: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144H/Gud W; L: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Qrf M; L: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144E/Myy X; M: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144J/Eqz T; Dmy: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144X/Jtj X;

Deal Comments

Rco Bshh Kaxlcrz 2.00

Risk Retention

WI - Jzb

Pricing Speed

20 OGM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Jun 17, 2011

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	YSI	907.100	-	Oii	-	FX	-	-	-	-	Cyusmoyo	BYHS	-	185	QYWZ+185	-	-
M-2	LRW	3.000	-	AR	-	EEE-	-	-	-	-	Ugsvi	-	-	-	9.406%	-	-
S-2	RZF	77.000	-	KX	-	K	-	-	-	-	Mzytb	-	-	-	7.105%	-	-
W-2	UWT	2.000	-	EV	-	FFF	-	-	-	-	Hqwyhqfe	JQNY	-	200	YZFO+200	-	-
P	EMO	62.800	-	WU	-	DD	-	-	-	-	Qlfmeype	PAHE	265-275	270	GBDC+270	-	-
R	FEH	23.415	-	CR	-	PP-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	FVR	80.400	-	MD	-	D	-	-	-	-	Wjoqrfpu	ZSSL	-	310	GDTD+310	-	-
A	PRA	5.292	-	Y3	-	GB	-	-	-	-	-	-	-	-	-	-	Retained
Q-1	PRF	74.400	-	BQ	-	CCC-	-	-	-	-	Ihrlmpss	PKZH	-	540	YLWW+540	-	-
Mcu	LYM	42.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

K-1: Redemption: 2025-12-21; Registration: 144V/Yzh H; W-2: Redemption: 2025-12-21; Registration: 144Y/Ovl O; P: Redemption: 2025-12-21; Registration: 144H/Lhx J; F-1: Redemption: 2025-12-21; Registration: 144H/Nui L; S-2: Redemption: 2025-12-21; Registration: 144O/Mnn Y; Q-1: Redemption: 2025-12-21; Registration: 144X/Iuc M; M-2: Redemption: 2025-12-21; Registration: 144A/Auy Y; R: Redemption: 2025-12-21; Registration: 144H/Yzc N; A: Redemption: 2025-12-21; Registration: 144Y/Nwl P; Mcu: Redemption: 2025-12-21; Registration: 144K/Iyb F;

Deal Comments

Wtb Ghff Uczbthq 2.00

Risk Retention

JR - Ngx

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2010

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	OOR	896.000	-	Nzz	-	GB	-	-	-	-	Emmsputx	ELLJ	200-205	200	PZHL+200	-	326.00000
O-1	CAP	38.000	-	DQ	-	BB	-	-	-	-	Zdxjliws	UDHO	-	260	NBKY+260	-	690.00000
B	RMR	21.000	-	DE	-	N	-	-	-	-	Wefaqbtk	NTEF	310-315	315	JSJU+315	-	425.00000
G	FGL	4.000	-	B3	-	UR	-	-	-	-	-	-	-	-	-	-	Retained
V-2	FUL	9.000	-	JC	-	MMM	-	-	-	-	Qqhkdtun	DPGU	-	220	DYSA+220	-	927.00000
Izn	IHP	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	YZB	5.000	-	XZ	-	NN	-	-	-	-	Iupec	-	-	-	6.319%	6.319%	395.00000
A	OSD	55.300	-	UQ	-	GGG-	-	-	-	-	Nrmvpmdy	TKPG	525i	540	KOXU+540	-	763.00000
A	GRF	95.200	-	FQ	-	ZZ-	-	-	-	-	-	-	825	-	-	-	Retained

More Details

Tranche Comments

O-1: Redemption: 2025-04-12; V-2: Redemption: 2025-04-12; O-1: Redemption: 2025-04-12; M-2: Redemption: 2025-04-12; B: Redemption: 2025-04-12; A: Redemption: 2025-04-12; A: Redemption: 2025-04-12; G: Redemption: 2025-04-12; Izn: Redemption: 2025-04-12;

Deal Comments

Xyt Ctnn Ffnpyok 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2002

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B2	NHQ	3.000	7.80	VX	-	HH	-	-	55.00%	-	Bqhtz	-	-	-	6.47%	-	-
L1	YRG	61.000	7.20	QP	-	VV	-	-	38.00%	-	Bzuyyvug	YSOI	-	325	KZOC+325	-	-
M2	HWM	55.000	7.20	Soo	-	JQ	-	-	75.00%	-	Alrzbdra	ACYY	-	290	ISXE+290	-	-
T	ONY	6.000	8.20	P3	-	HL	-	-	83.67%	-	-	-	-	-	-	-	Retained
G	JXR	43.000	7.70	DY	-	X	-	-	20.70%	-	Mexcqaff	XMMD	-	410	CXIV+410	-	-
P	YBT	78.000	5.20	MS	-	LLL+	-	-	78.80%	-	Japkvdqa	JTDT	-	560	VCJE+560	-	-
Z1	HZJ	980.000	3.70	Tnn	-	PV	-	-	92.00%	-	Cewflocj	SGFZ	-	255	ZCGD+255	-	-
W	HTQ	74.000	3.10	KH	-	TT-	-	-	59.10%	-	-	-	-	-	-	-	Retained
Dze	RCM	14.700	-	UC	-	LN	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

B2: Redemption: 2024-07-20; Registration: 144W/Rdr A; P: Redemption: 2024-07-20; Registration: 144T/Njh L; L1: Redemption: 2024-07-20; Registration: 144L/Woy X; W: Redemption: 2024-07-20; Registration: 144A/Hki S; T: Redemption: 2024-07-20; Registration: 144J/Wlz S; G: Redemption: 2024-07-20; Registration: 144F/Enp P; Dze: Redemption: 2024-07-20; Registration: 144C/Pnu B; M2: Redemption: 2024-07-20; Registration: 144U/Lrq X; Z1: Redemption: 2024-07-20; Registration: 144C/Nbt V;

Deal Comments

Vkz Rwff Gwghkqs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2019

Centerbridge Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	GTR	70.000	7.40	PR	-	WW-	-	-	99.70%	-	-	-	-	-	-	-	Retained
Rpv	EHT	76.000	-	VZ	-	GG	-	-	-	-	-	-	-	-	-	-	Retained
W-1	XPM	98.000	6.20	EW	-	H	-	-	83.00%	-	Hzeoqprg	SNAB	-	450	AKGX+450	-	-
C-1	JNO	46.000	4.30	CW	-	NN	-	-	75.50%	-	Wpslqtjs	ITOF	-	335	UABP+335	-	-
W-2	UCN	3.000	3.40	DB	-	I	-	-	48.00%	-	Kyijk	-	-	-	7.11%	-	-
C	XNO	14.000	6.30	HS	-	TTT-	-	-	38.00%	-	Sqoamxzz	WOKG	-	640	MPVT+588	-	-
Y	PQX	7.000	5.80	Q3	-	HA	-	-	83.44%	-	-	-	-	-	-	-	Retained
A-1	UAR	878.000	8.60	Tnn	-	SK	-	-	74.00%	-	Rsdwvfnh	GNKC	-	245	DQXI+245	-	-
H-2	UOF	34.000	5.50	ZC	-	DD	-	-	87.90%	-	Ojspb	-	-	-	6.25%	-	-
W-2	BRT	29.000	2.50	ZG	-	ZZZ	-	-	86.00%	-	Weqjhhpq	PQNQ	-	285	AKFE+285	-	-

More Details

Tranche Comments

Y: Redemption: 2024-10-20; Registration: 144H/Opt Q; Rpv: Redemption: 2024-10-20; Registration: 144X/Tmn L; A-1: Redemption: 2024-10-20; Registration: 144B/Zfs Z; W-2: Redemption: 2024-10-20; Registration: 144Z/Koy H; C-1: Redemption: 2024-10-20; Registration: 144U/Luj O; H-2: Redemption: 2024-10-20; Registration: 144M/Ook J; W-1: Redemption: 2024-10-20; Registration: 144M/Ohe G; W-2: Redemption: 2024-10-20; Registration: 144K/Ydh J; C: Redemption: 2024-10-20; Registration: 144L/Vyf A; F: Redemption: 2024-10-20; Registration: 144L/Wtu V;

Deal Comments

Vqf Hcaa Qnhsqsx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2018