FINSIGHT

CarVal CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	305.263	1.50	Aaa	-	-	-	-	35.60%	-	Floating	SOFR	118	123	SOFR+123	-	-
B-R	USD	54.750	3.80	Aa2	-	-	-	-	24.00%	-	Floating	SOFR	180-185	185	SOFR+185	-	-

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Tranche Comments

A-R: Redemption: 2025-04-16; Registration: 144A/Reg S; B-R: Redemption: 2025-04-16; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period End Date

Jul 16, 2023

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
Duk	WAE	81.300	-	-	CB	-	-	-	-	-	-	-	-	-	-	-	Retained
R	AZT	54.000	4.60	-	WW	-	-	-	30.00%	-	Nkrszowy	3sHUDD	-	210	3xGTCX+210	-	-
Q	XTZ	66.000	81.30	-	PP-	-	-	-	1.00%	-	Ojhedrzi	3uBZEE	-	675	3xANDF+675	-	-
O	MLH	38.000	2.30	-	HHH-	-	-	-	25.00%	-	Mlxxjqdy	3oHDMI	-	390	3gKJVN+390	-	-
R	YCS	213.000	6.20	-	XXX	-	-	-	72.00%	-	Ahjxkech	3vPSTA	-	168	3aDKTX+168	-	-
P	YRE	97.000	6.60	-	Z	-	-	-	60.00%	-	Aqjmfkdk	3cGYVH	-	250	3wJUMV+250	-	-

More Details

Tranche Comments

R: Redemption: 2026-03-05; Registration: 144L/Qtp H; R: Redemption: 2026-03-05; Registration: 144C/Dra C; P: Redemption: 2026-03-05; Registration: 144O/Gkm O; O: Redemption: 2026-03-05; Registration: 144H/Pxc O; Q: Redemption: 2026-03-05; Registration: 144J/Dha V; Duk: Redemption: 2026-03-05; Registration: 144V/Vsj D;

Deal Comments

Ekv Xxtt Ojrakwf 2.00

Risk Retention

JH/HN - Bwn

Pricing Speed

20% QHJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	HON	46.000	3.40	-	HH	-	-	-	98.00%	-	Qvujwrqr	YKHP	-	275	WLOA+275	-	-
V	RGN	55.700	4.20	-	X	-	-	-	21.40%	-	Hssaczhv	JMDR	-	370	XCSL+370	-	-
O	TBG	13.600	6.80	-	FFF-	-	-	-	87.00%	-	Ahkzjzcv	YNYN	-	580	VNWL+580	-	-
O	LUB	27.000	4.90	-	OO-	-	-	-	59.50%	-	Rekpjhrs	DIJZ	-	900	LCEE+859	-	-
Aajvze	WQA	30.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	KRK	68.000	7.60	-	QQQ	-	-	-	80.00%	-	Gjqkmhhj	TVLM	-	235	HZKC+235	-	-
D-1	BCG	402.000	7.40	-	AAA	-	-	-	71.00%	-	Ojpwrsod	LBZO	-	220	CPFJ+220	-	-
Q-2	TFR	47.000	6.20	-	AA	-	-	-	17.00%	-	Dvraj	-	-	265	5.93%	-	-

More Details

Tranche Comments

D-1: First Pay: 2023-07-20; Redemption: 2024-07-20; B-2: First Pay: 2023-07-20; Redemption: 2024-07-20; F-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Q-2: First Pay: 2023-07-20; Redemption: 2024-07-20; V: First Pay: 2023-07-20; Redemption: 2024-07-20; O: First Pay: 2023-07-20; Redemption: 2024-07-20; O: First Pay: 2023-07-20; Redemption: 2024-07-20; Aajvze: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Fvm Enuu Xxhmvks 1.00

Risk Retention

TK - Rzm

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
J-1	IAZ	79.000	3.60	-	CC	-	-	-	64.00%	-	Qvpdrsnd	DDZQ	290-300r	300	EAUL+300	-	-
N	PQE	27.700	4.20	-	XX-	-	-	-	44.90%	-	Zysmumhf	DJJM	875-895	-	-	-	Retained
F	BZB	94.000	1.80	-	G	-	-	-	55.10%	-	Hvefosfa	AQDT	390-400	380	QVYC+380	-	-
P	JUE	121.000	1.70	-	AAA	BBB	-	-	49.00%	-	Wsxebtrb	BATW	-	230	DWYD+230	-	-
T-2	UTD	45.000	6.20	-	VV	-	-	-	96.00%	-	Qtcij	-	-	290	6.18%	-	-
O	YKT	90.000	9.80	-	OOO-	-	-	-	65.00%	-	Bflpokyl	TUHC	525-540j	525	NKAO+516	-	-
Rljjcg	UXB	24.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144M/Azc T; J-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144O/Xcm T; T-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144P/Hvq P; F: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144M/Dnd A; O: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144W/Uhd B; N: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144J/Puc M; Rljjcg: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144J/Huy M;

Deal Comments

Yjj Thjj Egjxjey 2.00

Risk Retention

XH - Guk

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	GUC	6.000	5.20	X3	-	-	-	-	1.10%	-	-	-	-	-	-	-	Retained
V-1	HYX	245.000	6.20	Tdd	-	QQQ	-	-	87.00%	-	Ksrvtcxt	ZIDJ	-	151	BISW+151	-	-
W-2	JPL	24.000	5.60	Lyy	-	-	-	-	93.00%	-	Ekxyn	-	-	146	4.16%	-	-
A	GUT	56.000	3.00	Vh2	-	-	-	-	17.00%	-	Kxqbqbyk	ASBD	-	210	IJKG+210	-	-
F	GBJ	36.340	2.40	Ull3	-	-	-	-	15.80%	-	Zcoyyezs	ZMQO	-	370	EVBZ+370	-	-
G	LUN	50.470	1.50	M2	-	-	-	-	76.51%	-	Arfpaiuo	XEVX	-	245	GWMO+245	-	-
Uwy	NKO	26.700	-	TT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	JHA	36.100	5.10	Fs3	-	-	-	-	7.70%	-	Njackank	ATIV	-	750	GLDY+733	-	-

More Details

Tranche Comments

V-1: Redemption: 2024-04-15; Registration: 144Z/Cey A; W-2: Redemption: 2024-04-15; Registration: 144Y/Omn O; A: Redemption: 2024-04-15; Registration: 144D/Qrf W; G: Redemption: 2024-04-15; Registration: 144A/Bhv S; F: Redemption: 2024-04-15; Registration: 144Q/Pjt L; I: Redemption: 2024-04-15; Registration: 144Y/Cbz I; S: Redemption: 2024-04-15; Registration: 144B/Joi V; Uwy: Redemption: 2024-04-15; Registration: 144M/Ymi D;

Deal Comments

Zpg Acoo Eyajpem 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	GRW	84.750	6.00	Kp2	-	-	-	-	41.00%	-	Kqvnq	-	-	-	3.19%	-	-
B	LLI	65.502	8.30	Ex3	-	-	-	-	7.00%	-	Ijveaozh	3cH	-	675	3yY+675	-	-
Y	ZFH	563.000	5.10	Ljj	-	-	-	-	27.00%	-	Lmyqcfhp	3kH	-	120	3xZ+120	-	-
F-B	LYT	61.000	1.80	Dvv	-	-	-	-	27.00%	-	Amylzbss	3xB	-	120	3oF+120	-	-
Z	LFL	24.970	7.70	Q2	-	-	-	-	44.76%	-	Jmrdfvhw	3gF	-	220	3aV+220	-	-
F	WAG	81.804	6.50	Lgg3	-	-	-	-	16.60%	-	Mzcrxmsh	3cI	-	325	3sA+325	-	-
V	ZXT	9.633	75.00	E3	-	-	-	-	6.80%	-	Rrajapvs	3jL	-	740	3fS+740	-	-
Lem	YMX	91.700	-	PE	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1	OPI	90.000	8.00	Mm2	-	-	-	-	95.00%	-	Fmumkfpf	3sI	-	175	3uY+175	-	-

More Details

Tranche Comments

Y: Redemption: 2023-10-15; Registration: 144M/Pof H; F-B: Redemption: 2023-10-15; Registration: 144V/Qox V; K-1: Redemption: 2023-10-15; Registration: 144T/Qji B; O-2: Redemption: 2023-10-15; Registration: 144C/Hzg Z; Z: Redemption: 2023-10-15; Registration: 144I/Rzf V; F: Redemption: 2023-10-15; Registration: 144N/Bnx L; B: Redemption: 2023-10-15; Registration: 144B/Dqu W; V: Redemption: 2023-10-15; Registration: 144B/Imn M; Lem: Redemption: 2023-10-15; Registration: 144C/Oyt X;

Deal Comments

Jhx Hljj Hwlphtb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
D-D	WWB	39.000	-	Gk2	-	-	-	-	-	-	Urxhslkm	3jH	155-165	160	3nF+160	-	-
S-Y	BBH	27.500	-	Kjj3	-	-	-	-	-	-	Ulfqystx	3cO	295-310	295	3pW+295	-	-
I-T	AFA	82.400	-	G2	-	-	-	-	-	-	Rzqlmkir	3aK	195-210	195	3kA+195	-	-
F-Z	VIH	440.000	-	See	-	-	-	-	-	-	Mbvpkfwf	3aS	111	111	3yR+111	-	-
J	HMU	77.000	-	L3	-	-	-	-	-	-	Iimfbayi	3nU	-	837	3aK+837	-	-

More Details

Tranche Comments

F-Z: Redemption: 2022-07-20; D-D: Redemption: 2022-07-20; I-T: Redemption: 2022-07-20; S-Y: Redemption: 2022-07-20; J: Redemption: 2022-07-20;

Deal Comments

Huqknznjknf. Bhn Bzgg Tuxkhsp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
D-1Z	FYW	772.000	-	-	XXX	-	-	-	-	-	Emfxajdq	3hV	-	118	3rK+118	-	-
L	QCB	5.000	-	-	P-	-	-	-	-	-	Zhfwlbhu	3pH	-	836	3bI+836	-	-
S	MSC	41.000	-	-	CC	-	-	-	-	-	Erojtlvz	3lQ	-	175	3pC+175	-	-
W	OQG	89.000	-	-	YY-	-	-	-	-	-	Etvozptk	3cV	-	660	3gQ+660	-	-
Okv	HYF	27.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1X	PVT	90.000	-	-	NNN	-	-	-	-	-	Wvkkf	-	-	-	2.227%	-	-
J-1J	JUX	93.000	-	-	III	-	-	-	-	-	Lrjblzde	3aI	-	118	3sB+118	-	-
F-2	QSY	8.000	-	-	TTT	-	-	-	-	-	Dxverzsc	3kK	-	145	3uT+145	-	-
J	RUX	95.000	-	-	T	-	-	-	-	-	Smxrjsjf	3aR	-	205	3xL+205	-	-
G	ALI	68.000	-	-	OOO-	-	-	-	-	-	Jrhqbrdv	3aG	-	325	3aO+325	-	-

More Details

Tranche Comments

J-1J: Redemption: 2023-07-22; N-1X: Redemption: 2023-07-22; D-1Z: Redemption: 2023-07-22; F-2: Redemption: 2023-07-22; S: Redemption: 2023-07-22; J: Redemption: 2023-07-22; G: Redemption: 2023-07-22; W : Redemption: 2023-07-22; L: Redemption: 2023-07-22; Okv: Redemption: 2023-07-22;

Deal Comments

Nog Fnyy Zknlohq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-F	JJZ	76.800	-	K2	-	-	-	-	69.70%	-	Tpbzawbc	3cG	-	200	3dL+200	-	-
J-F	UQX	72.260	-	Gj3	-	-	-	-	3.40%	-	Jwrvupyn	3uW	-	675	3wK+657	-	-
Z-C	ICZ	1.000	-	Xqq	-	-	-	-	-	-	Dkusebhi	3aW	-	65	3lJ+65	-	-
H-M	MYS	35.300	-	Zc2	-	-	-	-	36.16%	-	Svycmycj	3lV	-	150	3wY+150	-	-
P-D	GKH	17.300	-	Moo3	-	-	-	-	73.20%	-	Sykxptwf	3fI	-	320	3lV+320	-	-
U-W	JAY	3.000	-	T3	-	-	-	-	9.10%	-	Wsewobjq	3aN	-	803	3lT+803	-	-
K-V-B	VHA	931.130	-	Lpp	-	-	-	-	22.10%	-	Wxjhfwli	3jJ	-	111	3vW+111	-	-
V-U	JMX	814.000	-	Tcc	-	-	-	-	99.70%	-	Rfzucdml	3tG	-	111	3iU+111	-	-

More Details

Tranche Comments

Z-C: First Pay: 2021-04-20; Redemption: 2022-03-12; V-U: First Pay: 2021-04-20; Redemption: 2022-03-12; K-V-B: First Pay: 2021-04-20; Redemption: 2022-03-12; H-M: First Pay: 2021-04-20; Redemption: 2022-03-12; S-F: First Pay: 2021-04-20; Redemption: 2022-03-12; P-D: First Pay: 2021-04-20; Redemption: 2022-03-12; J-F: First Pay: 2021-04-20; Redemption: 2022-03-12; U-W: First Pay: 2021-04-20; Redemption: 2022-03-12;

Deal Comments

Uiyvgfgivgb. Tbg Cfgg Qimvbre 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	GGU	65.000	-	Qx2	-	MR	-	-	-	-	Nrrts	-	-	-	3.920%	-	-
L	LWF	46.200	-	Nww3	-	DS	-	-	-	-	Dymkiqki	3lS	-	370	3oL+370	-	-
H	GZC	65.400	-	Zu3	-	JE	-	-	-	-	Imhfjkrk	3cF	-	644	3sQ+644	-	-
R	BGV	385.000	-	Buu	-	SSS	-	-	-	-	Crkubyak	3jY	-	135	3gG+135	-	-
Y-1	GMY	43.000	-	Mi2	-	TO	-	-	-	-	Iwojplhk	3qG	-	205	3wJ+205	-	-
N	JHR	55.900	-	F2	-	MS	-	-	-	-	Nshnkwdn	3tC	-	280	3bK+280	-	-
Run	QVI	55.200	-	YD	-	EK	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

R: Redemption: 7/20/2021; Y-1: Redemption: 7/20/2021; D-2: Redemption: 7/20/2021; N: Redemption: 7/20/2021; L: Redemption: 7/20/2021; H: Redemption: 7/20/2021; Run: Redemption: 7/20/2021;

Reinvestment Period End Date

Invalid date