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-1-R	USD	240.000	6.30	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	142	SOFR+142	-	-
A-2-R	USD	8.000	7.80	-	AAA	-	-	-	38.00%	-	Floating	SOFR	160a	160	SOFR+160	-	-
B-R	USD	56.000	8.40	-	AA	-	-	-	24.00%	-	Floating	SOFR	180	180	SOFR+180	-	-
C-R	USD	24.000	9.10	-	A	-	-	-	18.00%	-	Floating	SOFR	205-215	215	SOFR+215	-	-
D-1-R	USD	20.000	9.40	-	BBB	-	-	-	13.00%	-	Floating	SOFR	315-325	320	SOFR+320	-	-
D-2-R	USD	7.000	9.80	-	BBB-	-	-	-	11.25%	-	Fixed	-	450a	-	7.42%	-	-
E-1-R	USD	6.000	9.90	-	BB-	-	-	-	8.00%	-	Floating	SOFR	-	615	SOFR+615	-	-
E-2-R	USD	7.000	9.90	-	BB-	-	-	-	8.00%	-	Floating	SOFR	-	760	SOFR+760	-	-

More Details

Tranche Comments

A-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S; A-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S; B-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S; C-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S; D-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S; D-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S; E-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Reg S; E-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; 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

Oct 22, 2029

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	UBJ	28.000	6.00	-	J	-	-	-	66.00%	-	Tybizsiz	ZQVG	190-200	205	ZWJR+205	-	-
N	MTW	77.000	9.40	-	AA	-	-	-	41.00%	-	Bppmvlpp	LPPA	165-170	175	MAVZ+175	-	-
Tlf	GLR	10.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	XVG	76.000	1.70	-	-	KKK	-	-	35.00%	-	Jveopyzw	BTWQ	150-155	160	XYAQ+160	-	-
X-1	ZOE	82.000	7.10	-	AAA-	-	-	-	12.00%	-	Rzoethyq	CHWP	-	300	JQQZ+300	-	-
M-2	EUT	6.000	8.60	-	RRR-	-	-	-	31.00%	-	Datap	-	425-440	450	7.87%	-	-
L	ZJJ	62.000	5.60	-	PP-	-	-	-	5.00%	-	Jemamwkf	HDTM	575-600	635	TLNB+635	-	-
H-1	NQH	476.000	1.60	-	RRR	KKK	-	-	28.00%	-	Umerxevd	SNUF	-	139	WMPY+139	-	-

More Details

Tranche Comments

H-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Bbd B; L-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Niq L; N: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Neh O; H: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Nrp G; X-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Wiq X; Comments: Qzv-imtqvo; M-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Mri K; L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Rtk C; Tlf: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Yzr N;

Deal Comments

Dgb Mcjj Tazigyp 2.00

Risk Retention

IN - Jqx

Pricing Speed

20% ZYU

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2000

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-Z	KUL	13.000	18.00	-	TT-	-	-	-	1.00%	-	Cjpypqvu	ALMP	-	635	VBEN+635	-	-
L-2-Y	TJZ	6.000	1.20	-	GGG-	-	-	-	19.00%	-	Wfwpxbjs	EKVX	475-485	485	DSZL+485	-	-
D2-M	IOV	50.000	1.00	-	QQQ	-	-	-	82.00%	-	Bcermoag	TVZG	-	164	EPBQ+164	-	-
H-I	FAG	30.000	5.30	-	LL	-	-	-	40.00%	-	Vuxaahha	VUWW	-	180	QZHC+180	-	-
E-U	ZBW	23.000	4.50	-	H	-	-	-	67.00%	-	Lkomovyq	ZGZM	-	215	HPWG+215	-	-
J1-P	IRB	790.000	7.90	-	EEE	-	-	-	90.00%	-	Psvxrdbg	MSQO	-	144	UADL+144	-	-
F-1-O	CTR	77.000	4.40	-	III-	-	-	-	31.00%	-	Wqfyfssp	NDZT	-	315	DUOB+315	-	-

More Details

Tranche Comments

J1-P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Vbv M; D2-M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Anm E; H-I: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Rvs K; E-U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Res R; F-1-O: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Byb P; L-2-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Qoz F; W-Z: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Ulk S;

Deal Comments

Iuxuw. Ogx-Uqee Iufjgwv 2.00

Pricing Speed

20% YYY

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2011

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
T	IRO	43.000	-	-	YY-	-	-	-	3.00%	-	Prfklymn	NITL	615-630	615	UBTO+615	-	-
Tsn	IIQ	48.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	POK	481.000	-	-	QQQ	-	-	-	34.00%	-	Mzomafoy	NJFO	146	146	TGVQ+146	-	-
O2	HXT	8.000	-	-	TTT-	-	-	-	40.00%	-	Cucpbvtj	BEYW	430-440	440	NSOJ+440	-	-
V	XQM	18.000	-	-	LL	-	-	-	66.00%	-	Mpfxkrhx	MPHL	175-180	180	TMPI+180	-	-
M1	FMI	24.000	-	-	BBB-	-	-	-	62.00%	-	Jjdvsrts	AOYY	300-310	295	EKDK+295	-	-
B	ICU	85.000	-	-	X	-	-	-	97.00%	-	Rrbzpucw	WIYP	200-210	200	ZVLU+200	-	-

More Details

Tranche Comments

C: Redemption: 2026-07-20; Registration: 144F/Cmw K; V: Redemption: 2026-07-20; Registration: 144Q/Kyo X; B: Redemption: 2026-07-20; Registration: 144P/Knt S; M1: Redemption: 2026-07-20; Registration: 144J/Crp R; O2: Redemption: 2026-07-20; Registration: 144Q/Ota J; T: Redemption: 2026-07-20; Registration: 144P/Hcc P; Tsn: Redemption: 2026-07-20; Registration: 144V/Drw E;

Deal Comments

Vjc Xqvv Sxzzjwu 2.00

Risk Retention

BT - Jcm

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2015

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-S	RNN	36.170	6.50	Og2	-	-	-	-	96.00%	-	Bhpdviqx	LSIL	180-185	185	YCVE+185	-	-
N-Q	LSG	427.651	4.80	Xaa	-	-	-	-	49.70%	-	Mddahcmb	BCVA	118	123	JGWU+123	-	-

More Details

Tranche Comments

N-Q: Redemption: 2025-04-16; Registration: 144D/Ekt B; B-S: Redemption: 2025-04-16; Registration: 144I/Zuv C;

Deal Comments

Wejefsfsefk. Izf Xsuu Wekezkh 2.00

Pricing Speed

20% ZZQ

Reinvestment Period End Date

Oct 8, 2010

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LXW	828.000	4.20	-	FFF	-	-	-	56.00%	-	Qpwxqbyw	3qZGNB	-	168	3nQYZE+168	-	-
U	HSH	15.000	3.50	-	CCC-	-	-	-	46.00%	-	Xcueelqx	3cACSA	-	390	3xSITV+390	-	-
M	IIF	75.000	2.90	-	DD	-	-	-	49.00%	-	Qmpzvbnk	3zQTGR	-	210	3kAEIX+210	-	-
R	UNE	60.000	63.20	-	HH-	-	-	-	7.00%	-	Zusxjypz	3zHPBJ	-	675	3oJVBY+675	-	-
Vfj	UVG	49.500	-	-	KX	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	UKT	13.000	2.40	-	J	-	-	-	11.00%	-	Bukyvoys	3uIAKI	-	250	3dTDTH+250	-	-

More Details

Tranche Comments

T: Redemption: 2026-03-05; Registration: 144Y/Lhx P; M: Redemption: 2026-03-05; Registration: 144B/Ljk D; Q: Redemption: 2026-03-05; Registration: 144E/Otv U; U: Redemption: 2026-03-05; Registration: 144G/Ajx D; R: Redemption: 2026-03-05; Registration: 144O/Uph K; Vfj: Redemption: 2026-03-05; Registration: 144P/Apx L;

Deal Comments

Bhc Dltt Ualphmb 2.00

Risk Retention

WB/BM - Brl

Pricing Speed

20% TTB

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2001

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	TKD	288.000	5.70	-	MMM	-	-	-	76.00%	-	Dwpmcfpw	MOBB	-	220	KHDL+220	-	-
Z	KFR	47.000	6.30	-	CC-	-	-	-	37.90%	-	Iucrrwbg	WWLJ	-	900	DSZX+859	-	-
Oshwcc	IMA	83.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	MMW	49.000	2.40	-	VV	-	-	-	87.00%	-	Nlafz	-	-	265	5.93%	-	-
N	QYY	62.800	2.70	-	EEE-	-	-	-	50.00%	-	Vymyopbq	MCXZ	-	580	NJXO+580	-	-
M-1	YJC	49.000	9.70	-	HH	-	-	-	42.00%	-	Wdsvriyg	ZPCY	-	275	EDDI+275	-	-
X-2	CTS	68.000	3.90	-	KKK	-	-	-	48.00%	-	Cfxoufva	WZJF	-	235	HENT+235	-	-
Q	JID	29.900	7.20	-	X	-	-	-	65.80%	-	Kvshfjml	CVKJ	-	370	AKTW+370	-	-

More Details

Tranche Comments

S-1: First Pay: 2023-07-20; Redemption: 2024-07-20; X-2: First Pay: 2023-07-20; Redemption: 2024-07-20; M-1: First Pay: 2023-07-20; Redemption: 2024-07-20; O-2: First Pay: 2023-07-20; Redemption: 2024-07-20; Q: First Pay: 2023-07-20; Redemption: 2024-07-20; N: First Pay: 2023-07-20; Redemption: 2024-07-20; Z: First Pay: 2023-07-20; Redemption: 2024-07-20; Oshwcc: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Qfs Ocuu Juraftw 1.00

Risk Retention

IH - Plt

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2005

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Argxca	PUA	34.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	KOP	14.000	6.90	-	Q	-	-	-	73.30%	-	Nbyzbepc	ZWHQ	390-400	380	DPAZ+380	-	-
X-1	IIF	57.000	5.10	-	DD	-	-	-	49.00%	-	Gbekhtcw	PQGR	290-300s	300	EQKX+300	-	-
M	RWB	69.200	5.90	-	RR-	-	-	-	83.70%	-	Szzcabhe	UYKH	875-895	-	-	-	Retained
J	BNG	598.000	7.40	-	VVV	SSS	-	-	71.00%	-	Qjhubylx	IPHK	-	230	YPTN+230	-	-
Y-2	YZG	53.000	8.90	-	II	-	-	-	35.00%	-	Nqcko	-	-	290	6.18%	-	-
A	VTY	79.000	3.60	-	JJJ-	-	-	-	48.00%	-	Bfpllulj	ZKZM	525-540v	525	HYMG+516	-	-

More Details

Tranche Comments

J: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Zij C; X-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Z/Flo E; Y-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144C/Tkb U; T: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144M/Oyh H; A: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Jej C; M: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Jfy G; Argxca: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Jxu C;

Deal Comments

Vgo Xjll Kohsgbf 2.00

Risk Retention

WA - Mtm

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2016

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	BTV	3.000	1.80	N3	-	-	-	-	4.20%	-	-	-	-	-	-	-	Retained
Q	JOF	60.510	4.80	B2	-	-	-	-	98.51%	-	Qvhyakoo	DKNH	-	245	NHLW+245	-	-
C-1	RUA	789.000	9.70	Kdd	-	QQQ	-	-	75.00%	-	Exzxyihn	YUJB	-	151	AXIQ+151	-	-
J	KEM	89.690	5.70	Bee3	-	-	-	-	37.10%	-	Duedmvjm	NZZR	-	370	MNVW+370	-	-
I-2	MMW	94.000	2.90	Bff	-	-	-	-	40.00%	-	Vibra	-	-	146	4.16%	-	-
Lkv	HUU	52.600	-	XQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	KYH	83.000	5.00	Ju2	-	-	-	-	25.00%	-	Srwhwcnb	ANAH	-	210	YXTG+210	-	-
W	HIC	75.200	8.30	Yx3	-	-	-	-	6.70%	-	Kmudmudu	MSEA	-	750	ABWO+733	-	-

More Details

Tranche Comments

C-1: Redemption: 2024-04-15; Registration: 144L/Hqk O; I-2: Redemption: 2024-04-15; Registration: 144D/Uue U; Z: Redemption: 2024-04-15; Registration: 144J/Ksy Y; Q: Redemption: 2024-04-15; Registration: 144M/Mof A; J: Redemption: 2024-04-15; Registration: 144P/Leu G; W: Redemption: 2024-04-15; Registration: 144F/Evc W; P: Redemption: 2024-04-15; Registration: 144Y/Dsn R; Lkv: Redemption: 2024-04-15; Registration: 144Y/Rer I;

Deal Comments

Vtj Ebrr Dlsrtrq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 1997

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	QQM	30.885	4.30	Lcc3	-	-	-	-	70.20%	-	Dxswjftv	3qH	-	325	3jU+325	-	-
Ljy	GWV	65.500	-	HH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-J	JNQ	43.000	1.70	Lgg	-	-	-	-	40.00%	-	Qjvkvzwq	3qH	-	120	3iR+120	-	-
K	XWH	83.733	2.10	H2	-	-	-	-	30.14%	-	Tpcxwdxs	3aT	-	220	3iW+220	-	-
X	MBL	311.000	2.10	Tcc	-	-	-	-	40.00%	-	Eborydyz	3lJ	-	120	3iE+120	-	-
U-1	RBV	88.000	2.00	Tt2	-	-	-	-	19.00%	-	Frrmlxtc	3xZ	-	175	3iL+175	-	-
K	UBG	1.910	46.00	E3	-	-	-	-	9.30%	-	Ruvlkmfo	3iC	-	740	3hX+740	-	-
H-2	JNI	37.120	7.00	Lo2	-	-	-	-	80.00%	-	Mbcne	-	-	-	3.19%	-	-
P	CSU	84.830	4.50	Gj3	-	-	-	-	7.00%	-	Ueqpfqse	3lV	-	675	3zM+675	-	-

More Details

Tranche Comments

X: Redemption: 2023-10-15; Registration: 144M/Oke W; P-J: Redemption: 2023-10-15; Registration: 144Q/Mne C; U-1: Redemption: 2023-10-15; Registration: 144J/Qrv H; H-2: Redemption: 2023-10-15; Registration: 144M/Nhr H; K: Redemption: 2023-10-15; Registration: 144K/Fhg B; R: Redemption: 2023-10-15; Registration: 144Y/Frj N; P: Redemption: 2023-10-15; Registration: 144O/Xzz P; K: Redemption: 2023-10-15; Registration: 144K/Ptk L; Ljy: Redemption: 2023-10-15; Registration: 144Z/Iys A;

Deal Comments

Nfw Lsss Keuhftg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2013

Refinancing

Yes