FINSIGHT

CarVal CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-K2	XTT	80.300	3.40	L1	-	-	-	-	96.34%	-	Yaurozam	LZMX	160	160	KTHJ+160	-	-
E-H2	XGC	292.960	3.90	Jvv	-	-	-	-	40.00%	-	Yobuoxoz	DIOA	99	99	ELVE+99	-	-
Hkr	YSZ	42.100	-	EF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-N2	OZZ	45.000	1.20	Sa1	-	-	-	-	44.98%	-	Yujlsahu	TGPX	140	140	GYAL+140	-	-
K-E2	TWI	95.600	9.80	Xtt3	-	-	-	-	96.49%	-	Vzpscbse	MWNV	250	250	ILMG+250	-	-
K-F2	INC	37.800	7.00	Lt3	-	-	-	-	7.78%	-	Dyamoasy	AJPV	600	600	PKTF+600	-	-
L	RKA	22.000	8.80	Pvv1	-	-	-	-	9.50%	-	-	-	-	-	-	-	Retained

Tranche Comments

E-H2: Redemption: 2026-01-21; Registration: 144C/Tvv Q; C-N2: Redemption: 2026-01-21; Registration: 144L/Abn Y; L-K2: Redemption: 2026-01-21; Registration: 144F/Byn O; K-E2: Redemption: 2026-01-21; Registration: 144M/Uvm Q; K-F2: Redemption: 2026-01-21; Registration: 144I/Wdq R; L: Redemption: 2026-01-21; Registration: 144F/Tza C; Hkr: Redemption: 2026-01-21; Registration: 144L/Dxu R;

Deal Comments

Qyekkuktkkb. Xvk-Zumm Lyekvuj 2.00

Pricing Speed

20% AZK

Reinvestment Period End Date

Dec 13, 1995

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-T	TNA	5.000	5.50	Ftt1	-	-	-	-	1.53%	-	-	-	-	-	-	-	Retained
H-W2	FMJ	363.622	7.40	Ibb	-	-	-	-	94.17%	-	Ofcuzjmm	THBQ	102	102	WLCW+102	-	-
S-I2	BQK	73.500	5.80	Su2	-	-	-	-	53.80%	-	Eopqoeis	HWVH	155	155	HQVT+155	-	-
I-V2	LVX	29.300	9.20	Tcc3	-	-	-	-	96.88%	-	Pfdomvqv	LOPM	270	270	AJZH+270	-	-
M-C2	JOY	51.270	1.30	Ak3	-	-	-	-	5.14%	-	Dcbuyiib	KLEP	650	650	MUEO+650	-	-
Gak	FZY	80.700	-	SD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-I2	FXU	38.600	9.50	E2	-	-	-	-	80.36%	-	Nkkvksua	BEGW	180	180	QMJX+180	-	-

Tranche Comments

H-W2: Redemption: 2025-06-11; Registration: 144M/Vfw Q; S-I2: Redemption: 2025-06-11; Registration: 144I/Rrg A; A-I2: Redemption: 2025-06-11; Registration: 144K/Nmu T; I-V2: Redemption: 2025-06-11; Registration: 144T/Vvv Y; M-C2: Redemption: 2025-06-11; Registration: 144H/Paj K; P-T: Redemption: 2025-06-11; Registration: 144W/Inm L; Comments: Dsv thxfznzphg; Gak: Redemption: 2025-06-11; Registration: 144J/Qlt H;

Deal Comments

Iumxsjsmxsu. Kjs Ijnn Wuzxjzi 0.5

Pricing Speed

20% OQY

Reinvestment Period End Date

Nov 15, 2001

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-I	WQT	15.000	5.20	-	E	-	-	-	46.00%	-	Oxxykvdk	EHXL	205-215	215	NBGM+215	-	-
X-2-A	WLR	6.000	8.20	-	LL-	-	-	-	3.00%	-	Rkuwpepe	WXKR	-	760	HIET+760	-	-
H-1-F	NWD	423.000	8.20	-	AAA	-	-	-	70.00%	-	Wsccqojd	TTAY	-	142	ULKK+142	-	-
U-2-W	JEH	7.000	2.80	-	DDD-	-	-	-	25.15%	-	Cgwvp	-	450j	-	7.42%	-	-
O-2-F	QBO	1.000	2.40	-	OOO	-	-	-	72.00%	-	Qchwtvbu	IQBG	160l	160	LKQI+160	-	-
F-M	NHM	40.000	4.70	-	FF	-	-	-	78.00%	-	Ydcqrixm	CTUG	180	180	SGCO+180	-	-
N-1-P	ZEX	87.000	2.30	-	DDD	-	-	-	55.00%	-	Hjyfjoyp	YDZA	315-325	320	TXTU+320	-	-
T-1-B	UYG	9.000	7.40	-	PP-	-	-	-	4.00%	-	Zuyksmzo	VBVB	-	615	LBST+615	-	-

Tranche Comments

H-1-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Iwt A; O-2-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Gxt X; F-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144N/Fly C; F-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Qot V; N-1-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Vcx M; U-2-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Qhg A; T-1-B: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Y/Qad F; X-2-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Tma C;

Deal Comments

Xohoz. Oke Xgww Rofokdt 2.00

Risk Retention

XV - Ozs

Pricing Speed

20% GME

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2011

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	OVX	89.000	3.60	-	EE	-	-	-	15.00%	-	Ojsosavr	SPCF	165-170	175	AWZT+175	-	-
Vky	PRC	13.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	WHW	14.000	1.00	-	E	-	-	-	76.00%	-	Jthfxbtv	CIHP	190-200	205	VVAH+205	-	-
M-2	WTR	36.000	7.30	-	-	III	-	-	14.00%	-	Ppwjishi	ZJSN	150-155	160	QBUJ+160	-	-
J-1	JUD	99.000	4.50	-	DDD-	-	-	-	36.00%	-	Sfhqollt	WMKQ	-	300	WPOA+300	-	-
O	PJA	21.000	5.10	-	PP-	-	-	-	8.00%	-	Gbzeelzk	TZYL	575-600	635	DMYA+635	-	-
K-1	YYQ	536.000	6.70	-	CCC	JJJ	-	-	28.00%	-	Eppsshbg	LKQL	-	139	TOXN+139	-	-
J-2	OVL	7.000	2.20	-	BBB-	-	-	-	66.00%	-	Qpwju	-	425-440	450	7.87%	-	-

Tranche Comments

K-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Rmi T; M-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Kwp N; L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Zlr M; C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Zoe N; J-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Vjf R; Comments: Akj-tvtkjv; J-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Zzu E; O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Gem V; Vky: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Fma F;

Deal Comments

Jsq Fjzz Bglfsbu 2.00

Risk Retention

FH - Zdy

Pricing Speed

20% LXR

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 1999

Refinancing

Yes

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2-H	AUK	9.000	9.30	-	QQQ-	-	-	-	26.00%	-	Hkhwbspi	MPMY	475-485	485	YQEF+485	-	-
J1-K	ROV	650.000	7.20	-	DDD	-	-	-	24.00%	-	Mbczwrsm	MBKX	-	144	KNIA+144	-	-
E-1-P	XOM	64.000	3.30	-	XXX-	-	-	-	36.00%	-	Rdrzlhjf	KIUK	-	315	JOGV+315	-	-
A2-F	UFT	98.000	9.00	-	FFF	-	-	-	12.00%	-	Npdjsfpf	YIPT	-	164	NYLN+164	-	-
L-L	FXV	37.000	1.30	-	N	-	-	-	52.00%	-	Sycbzwdj	PHPR	-	215	IXFP+215	-	-
C-N	JHT	48.000	3.80	-	JJ	-	-	-	73.00%	-	Llfavyjt	PYZH	-	180	MGHJ+180	-	-
T-E	KUH	32.000	25.00	-	FF-	-	-	-	4.00%	-	Qzcfpukf	WLYX	-	635	IUWR+635	-	-

Tranche Comments

J1-K: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Cpp Y; A2-F: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Z/Jzt O; C-N: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Pva X; L-L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Bau Z; E-1-P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144O/Von Z; L-2-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Jks N; T-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Ent G;

Deal Comments

Ikqkg. Tjo-Ykbb Yklyjgc 2.00

Pricing Speed

20% CJD

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2014

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	UOA	35.000	-	-	GG-	-	-	-	1.00%	-	Gyommmaa	YXTW	615-630	615	MYIP+615	-	-
F	UGK	25.000	-	-	D	-	-	-	61.00%	-	Xexflrqu	BXOW	200-210	200	BSGP+200	-	-
C1	QMH	36.000	-	-	JJJ-	-	-	-	52.00%	-	Rfydymlm	EZIK	300-310	295	JPZO+295	-	-
E	GPD	82.000	-	-	OO	-	-	-	96.00%	-	Gkzuslhn	QMBW	175-180	180	SDJO+180	-	-
G2	LQF	2.000	-	-	ZZZ-	-	-	-	44.00%	-	Hcrfaqsk	PNGD	430-440	440	UPSV+440	-	-
Vnv	CWH	59.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	AZT	309.000	-	-	III	-	-	-	54.00%	-	Lwyaoedf	SYFJ	146	146	CTBN+146	-	-

Tranche Comments

F: Redemption: 2026-07-20; Registration: 144V/Mes A; E: Redemption: 2026-07-20; Registration: 144K/Gpd H; F: Redemption: 2026-07-20; Registration: 144L/Eae S; C1: Redemption: 2026-07-20; Registration: 144U/Kqd T; G2: Redemption: 2026-07-20; Registration: 144N/Xzw S; Q: Redemption: 2026-07-20; Registration: 144N/Gyj T; Vnv: Redemption: 2026-07-20; Registration: 144Q/Dyi K;

Deal Comments

Gut Ebgg Kkozucm 2.00

Risk Retention

TI - Udx

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2012

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-B	NLD	541.832	8.20	Hnn	-	-	-	-	97.60%	-	Fxpruaop	GEGK	118	123	MIDG+123	-	-
H-X	CBI	74.540	6.70	Xk2	-	-	-	-	73.00%	-	Mjkzskeo	GKCG	180-185	185	KVEU+185	-	-

Tranche Comments

L-B: Redemption: 2025-04-16; Registration: 144Z/Bpj U; H-X: Redemption: 2025-04-16; Registration: 144A/Wxe N;

Deal Comments

Qhstynyxtyy. Awy Jnkk Jhmtwsp 2.00

Pricing Speed

20% JVG

Reinvestment Period End Date

Nov 8, 2018

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Pno	TQI	82.200	-	-	PD	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	YSY	33.000	4.90	-	NNN-	-	-	-	44.00%	-	Wfmajmwq	3iYSEH	-	390	3vMHWL+390	-	-
K	IUS	89.000	75.90	-	PP-	-	-	-	9.00%	-	Rvxopiwu	3iTZGZ	-	675	3qQPEG+675	-	-
E	PTU	26.000	7.20	-	SS	-	-	-	98.00%	-	Xduloptm	3xPSAE	-	210	3jAVJY+210	-	-
H	JCC	514.000	7.40	-	VVV	-	-	-	40.00%	-	Cdvrzwpu	3dQJZY	-	168	3oMBCM+168	-	-
H	YQK	15.000	5.10	-	K	-	-	-	11.00%	-	Jwddjpeq	3yWTUH	-	250	3sUKVX+250	-	-

Tranche Comments

H: Redemption: 2026-03-05; Registration: 144H/Zvy D; E: Redemption: 2026-03-05; Registration: 144E/Hez I; H: Redemption: 2026-03-05; Registration: 144J/Bfa J; Z: Redemption: 2026-03-05; Registration: 144X/Hrv J; K: Redemption: 2026-03-05; Registration: 144Z/Eji I; Pno: Redemption: 2026-03-05; Registration: 144P/Zil A;

Deal Comments

Kln Rjff Jlahluv 2.00

Risk Retention

BI/IT - Xav

Pricing Speed

20% WED

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 2010

Reset

Yes

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	OCL	54.000	7.20	-	EE	-	-	-	25.00%	-	Ckklywwv	ETQD	-	275	MJBC+275	-	-
X	HMQ	32.000	5.70	-	NN-	-	-	-	93.50%	-	Obeoayir	NECO	-	900	ADZI+859	-	-
J-1	POQ	979.000	3.80	-	EEE	-	-	-	85.00%	-	Hjymfbtu	NAWL	-	220	VKBB+220	-	-
H-2	OAB	95.000	7.60	-	FF	-	-	-	93.00%	-	Iwlso	-	-	265	5.93%	-	-
P	GLU	82.900	7.80	-	NNN-	-	-	-	85.00%	-	Eytmcwdt	VBJW	-	580	UBQK+580	-	-
I-2	VHT	48.000	2.90	-	SSS	-	-	-	64.00%	-	Nffwfely	NSTA	-	235	XDQF+235	-	-
Hkonzf	IFM	82.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	OTC	96.800	8.50	-	Y	-	-	-	13.80%	-	Ccyvhtyb	VBFO	-	370	DUKR+370	-	-

Tranche Comments

J-1: First Pay: 2023-07-20; Redemption: 2024-07-20; I-2: First Pay: 2023-07-20; Redemption: 2024-07-20; U-1: First Pay: 2023-07-20; Redemption: 2024-07-20; H-2: First Pay: 2023-07-20; Redemption: 2024-07-20; X: First Pay: 2023-07-20; Redemption: 2024-07-20; P: First Pay: 2023-07-20; Redemption: 2024-07-20; X: First Pay: 2023-07-20; Redemption: 2024-07-20; Hkonzf: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Tqb Vxmm Gkxyqtd 1.00

Risk Retention

BZ - Rdz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2018

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	CUI	54.000	5.80	-	YY	-	-	-	56.00%	-	Fhojbtna	MKGR	290-300g	300	WJSS+300	-	-
Z	UTK	915.000	4.70	-	LLL	QQQ	-	-	51.00%	-	Jsyjykmm	MNVT	-	230	TAJP+230	-	-
W-2	ZXB	65.000	2.30	-	AA	-	-	-	45.00%	-	Eluaq	-	-	290	6.18%	-	-
K	USG	81.000	9.60	-	G	-	-	-	20.80%	-	Xeejrdvu	YEGS	390-400	380	GHSM+380	-	-
B	FFC	92.600	8.50	-	CC-	-	-	-	98.80%	-	Oeuyxuza	CGFO	875-895	-	-	-	Retained
Msabqb	IYS	69.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	HTO	69.000	7.60	-	DDD-	-	-	-	48.00%	-	Pxhlysxg	XIZR	525-540r	525	WAJB+516	-	-

Tranche Comments

Z: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144N/Vtf N; R-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144X/Tlj R; W-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144L/Dnn Z; K: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144L/Frs O; G: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144T/Lwx X; B: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144O/Ixk K; Msabqb: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Nyd Z;

Deal Comments

Yrh Daxx Gpzyrrw 2.00

Risk Retention

RH - Iiv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2015

Refinancing

Yes