Bear Mountain Park CLO Ltd. is a $490.65 million broadly syndicated CLO managed by Blackstone Liquid Credit Strategies LLC, an affiliate of Blackstone Inc. Based on provisions in the transaction documents and the portfolio characteristics: The transaction will be collateralized by at least 90.0% senior secured loans, cash, and eligible investments, with a minimum of 85.0% of the loan borrowers required to be based in the U.S. or Canada. A maximum of 60.0% of the loans in the collateral pool can be covenant-lite. Of the identified underlying collateral obligations, 100% have credit ratings (which may include confidential ratings, private ratings, and credit estimates) assigned by S&P Global Ratings. Of the identified underlying collateral obligations, 98.20% have recovery ratings (which may