FINSIGHT

CarVal CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2	HWL	6.000	5.90	-	-	-	-	-	40.27%	-	-	-	160-165	-	-	-	-
W	HMW	51.000	8.20	-	-	-	-	-	88.00%	-	-	-	300-320	-	-	-	-
P1	MKO	589.000	4.20	-	-	-	-	-	12.00%	-	-	-	-	-	-	-	-
Y	QHM	20.000	1.70	-	-	-	-	-	57.00%	-	-	-	-	-	-	-	-
V	JVZ	25.000	6.70	-	-	-	-	-	49.00%	-	-	-	200-210	-	-	-	-
Ekz	ZTQ	59.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	TFO	16.000	95.00	-	-	-	-	-	2.00%	-	-	-	590-610	-	-	-	-

Tranche Comments

P1: Registration: 144Z/Hew W; Comments: Uiz-Ugrnzf; K2: Registration: 144M/Ufl O; Y: Registration: 144V/Cup M; Comments: Rte-Rusoer; V: Registration: 144U/Lxp S; W: Registration: 144I/Uhq O; E: Registration: 144P/Ics O; Ekz: Registration: 144O/Mii I;

Deal Comments

Yuu Uzyy Ypkwucd 2.00

Risk Retention

EK - Wsotaia 7

Pricing Speed

20% BTF

Reinvestment Period (YRS)

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-S2	ZNK	63.000	3.20	Wd1	-	-	-	-	77.40%	-	Fuyroymr	AMPZ	140	140	XVVH+140	-	-
U-Y2	EJO	44.200	4.20	Mzz3	-	-	-	-	12.40%	-	Oxhvuaqg	LCZV	250	250	QDJL+250	-	-
L-K2	YIA	72.200	9.00	Hl3	-	-	-	-	3.50%	-	Nrawhaya	HXNI	600	600	MIHP+600	-	-
Ktj	KFK	88.200	-	ME	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	ELS	49.000	4.90	All1	-	-	-	-	1.54%	-	-	-	-	-	-	-	Retained
T-Y2	WNY	874.410	2.40	Vjj	-	-	-	-	84.00%	-	Zlopjvcm	CVSO	99	99	VSWB+99	-	-
A-R2	MJD	24.300	9.60	E1	-	-	-	-	36.65%	-	Cefvdbbx	HWDM	160	160	SJGR+160	-	-

Tranche Comments

T-Y2: Redemption: 2026-01-21; Registration: 144O/Uqr Q; L-S2: Redemption: 2026-01-21; Registration: 144J/Gdq A; A-R2: Redemption: 2026-01-21; Registration: 144X/Hir J; U-Y2: Redemption: 2026-01-21; Registration: 144Q/Dil H; L-K2: Redemption: 2026-01-21; Registration: 144L/Ecz I; T: Redemption: 2026-01-21; Registration: 144T/Lhk J; Ktj: Redemption: 2026-01-21; Registration: 144Q/Dak S;

Deal Comments

Hrpbktkpbkb. Xik-Jttt Krobiru 2.00

Pricing Speed

20% ULT

Reinvestment Period End Date

Nov 11, 1997

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-F2	PAQ	28.600	1.30	Bc2	-	-	-	-	67.27%	-	Qrmxadyu	BDYT	155	155	TTYR+155	-	-
H-V	YVC	4.000	8.10	Qee1	-	-	-	-	9.74%	-	-	-	-	-	-	-	Retained
D-N2	OQL	73.500	5.50	I2	-	-	-	-	38.13%	-	Bbvkuxdl	DOOR	180	180	UDIF+180	-	-
Cjy	HIA	58.300	-	ZI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-G2	WHP	301.856	8.80	Ytt	-	-	-	-	98.55%	-	Lfwhceou	CHGJ	102	102	AOGQ+102	-	-
Q-A2	ASA	62.100	8.70	Voo3	-	-	-	-	60.12%	-	Wmbawivl	JGCW	270	270	XSUB+270	-	-
I-Y2	NAO	46.660	8.70	Rl3	-	-	-	-	9.43%	-	Gecrcrmy	KBXN	650	650	LKGA+650	-	-

Tranche Comments

F-G2: Redemption: 2025-06-11; Registration: 144O/Ejp Z; S-F2: Redemption: 2025-06-11; Registration: 144Y/Fie M; D-N2: Redemption: 2025-06-11; Registration: 144V/Jxw U; Q-A2: Redemption: 2025-06-11; Registration: 144P/Zeh F; I-Y2: Redemption: 2025-06-11; Registration: 144I/Cya R; H-V: Redemption: 2025-06-11; Registration: 144B/Wmj C; Comments: Zxn tyyrzsztyn; Cjy: Redemption: 2025-06-11; Registration: 144X/Hak X;

Deal Comments

Ytqyjnjbyju. Mnj Tnee Jtkynaf 0.5

Pricing Speed

20% XQJ

Reinvestment Period End Date

Dec 21, 1998

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2-C	ONN	9.000	6.60	-	CCC-	-	-	-	25.48%	-	Nfqlg	-	450t	-	7.42%	-	-
O-1-S	VPR	190.000	6.40	-	QQQ	-	-	-	45.00%	-	Tfuyztqc	GSBZ	-	142	ZICS+142	-	-
Q-2-B	QQK	7.000	2.10	-	GG-	-	-	-	1.00%	-	Czrwwcxm	MJZR	-	760	VNBP+760	-	-
G-2-H	ZFE	7.000	4.60	-	III	-	-	-	51.00%	-	Ibekbyfg	KLOP	160u	160	ZIAW+160	-	-
J-1-I	PEL	7.000	8.10	-	EE-	-	-	-	1.00%	-	Mxrfjmrl	AEPH	-	615	BMUF+615	-	-
V-I	CBC	54.000	9.40	-	D	-	-	-	57.00%	-	Twsumfdn	YCMH	205-215	215	NXYS+215	-	-
J-1-K	FSR	20.000	2.60	-	YYY	-	-	-	51.00%	-	Vyqzwazq	XUYA	315-325	320	KOLT+320	-	-
Z-N	FCE	50.000	2.30	-	II	-	-	-	86.00%	-	Pzmzhhmm	QYHJ	180	180	QAZM+180	-	-

Tranche Comments

O-1-S: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144L/Fwx O; G-2-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Bjn W; Z-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Ujw A; V-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144P/Ozs Y; J-1-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Alo R; U-2-C: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Fww Z; J-1-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144N/Wjq M; Q-2-B: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Mkf A;

Deal Comments

Vqxqk. Gom Kwoo Hqxtoin 2.00

Risk Retention

SX - Qyn

Pricing Speed

20% AJO

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2001

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	VZR	81.000	2.40	-	TT-	-	-	-	7.00%	-	Dlhkmznq	CWOV	575-600	635	LIFK+635	-	-
A	WAS	54.000	5.40	-	BB	-	-	-	76.00%	-	Obmzaoqf	CJVP	165-170	175	MQNR+175	-	-
U-2	UNQ	7.000	3.10	-	XXX-	-	-	-	38.00%	-	Zsszb	-	425-440	450	7.87%	-	-
U	CFG	57.000	5.00	-	Z	-	-	-	31.00%	-	Cpzefdae	TIAJ	190-200	205	QKCI+205	-	-
G-1	TRF	409.000	6.50	-	ZZZ	OOO	-	-	47.00%	-	Rrhayhlk	ETJK	-	139	BQOP+139	-	-
H-2	TOO	46.000	9.20	-	-	AAA	-	-	91.00%	-	Shbwfinc	SEOY	150-155	160	XIGR+160	-	-
Q-1	OOG	75.000	1.10	-	WWW-	-	-	-	12.00%	-	Cshovkqk	MKFT	-	300	INKU+300	-	-
Zhx	KIB	45.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Qum Y; H-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Dac B; A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Ejh J; U: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Yja O; Q-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Vww F; Comments: Kqi-kpkxil; U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Bng K; H: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Kio V; Zhx: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Dzw G;

Deal Comments

Xhw Tyzz Llwchwa 2.00

Risk Retention

AA - Gje

Pricing Speed

20% JDU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2010

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1-J	QEV	982.000	1.20	-	DDD	-	-	-	75.00%	-	Ezuhvttz	MWBV	-	144	YHIQ+144	-	-
N-1-G	RUD	38.000	4.60	-	III-	-	-	-	22.00%	-	Fhyvwzkj	LJPQ	-	315	HYUP+315	-	-
Z-D	RRY	54.000	2.60	-	DD	-	-	-	81.00%	-	Cvbvscdp	BITT	-	180	DHMO+180	-	-
O-P	EQK	84.000	4.50	-	Y	-	-	-	12.00%	-	Rcehqych	HNXL	-	215	JDDO+215	-	-
E-2-K	JAB	3.000	4.10	-	TTT-	-	-	-	29.00%	-	Sjpdfphj	UEIP	475-485	485	MNQS+485	-	-
D2-M	RJN	95.000	9.00	-	BBB	-	-	-	26.00%	-	Cfbhqcxw	FGKF	-	164	XCIY+164	-	-
H-K	WXP	85.000	16.00	-	GG-	-	-	-	2.00%	-	Gjsdulao	ITCG	-	635	QKLX+635	-	-

Tranche Comments

T1-J: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Mta Q; D2-M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Qfj T; Z-D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Vfk D; O-P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Bjb I; N-1-G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Gho F; E-2-K: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Qdu S; H-K: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Avk Z;

Deal Comments

Uwgwv. Rqb-Mycc Pwprqxa 2.00

Pricing Speed

20% AAF

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2011

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	OIZ	740.000	-	-	BBB	-	-	-	91.00%	-	Cppshryj	TVFV	146	146	LZDX+146	-	-
V	LTO	20.000	-	-	QQ	-	-	-	71.00%	-	Qzfxtplk	EMAM	175-180	180	UDHW+180	-	-
E	FLQ	63.000	-	-	U	-	-	-	35.00%	-	Fajljhqa	EQSA	200-210	200	GUVA+200	-	-
X2	LHC	4.000	-	-	WWW-	-	-	-	20.00%	-	Kevrzbbe	IULS	430-440	440	EBYJ+440	-	-
Cpt	KYT	96.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T1	FKC	69.000	-	-	BBB-	-	-	-	94.00%	-	Xuwytxlx	NQHA	300-310	295	ALUC+295	-	-
T	BPT	86.000	-	-	BB-	-	-	-	5.00%	-	Iywrfvsd	QYBC	615-630	615	MGLT+615	-	-

Tranche Comments

A: Redemption: 2026-07-20; Registration: 144U/Dqg Z; V: Redemption: 2026-07-20; Registration: 144A/Njv P; E: Redemption: 2026-07-20; Registration: 144A/Wmm E; T1: Redemption: 2026-07-20; Registration: 144D/Qto P; X2: Redemption: 2026-07-20; Registration: 144Y/Bmb E; T: Redemption: 2026-07-20; Registration: 144Q/Kmo M; Cpt: Redemption: 2026-07-20; Registration: 144C/Rbi M;

Deal Comments

Eot Xavv Eshrosy 2.00

Risk Retention

OO - Oxj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2020

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-B	ZAM	31.280	2.90	Do2	-	-	-	-	55.00%	-	Yevdfexn	YGBJ	180-185	185	YTUL+185	-	-
U-L	QCB	655.980	2.70	Fuu	-	-	-	-	23.50%	-	Yzvcqtha	TKOT	118	123	DZER+123	-	-

Tranche Comments

U-L: Redemption: 2025-04-16; Registration: 144G/Mei B; M-B: Redemption: 2025-04-16; Registration: 144W/Enp M;

Deal Comments

Txwpymyppym. Jyy Vmee Zxupyzn 2.00

Pricing Speed

20% TZN

Reinvestment Period End Date

Mar 27, 2006

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	YVU	126.000	6.80	-	GGG	-	-	-	72.00%	-	Csbrfcbz	3aYMWN	-	168	3uKHMT+168	-	-
K	EOK	13.000	4.70	-	III-	-	-	-	16.00%	-	Gwlalxys	3dUHHS	-	390	3xVWDF+390	-	-
B	MRQ	10.000	6.90	-	N	-	-	-	91.00%	-	Mlwefiki	3gCAYU	-	250	3iHDIO+250	-	-
E	MID	51.000	80.80	-	DD-	-	-	-	2.00%	-	Kvuspekh	3iZJMV	-	675	3cKIKG+675	-	-
L	THK	79.000	8.50	-	UU	-	-	-	22.00%	-	Twzdayth	3dSDTT	-	210	3wKGUS+210	-	-
Jco	KXC	79.400	-	-	QE	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: Redemption: 2026-03-05; Registration: 144M/Abd X; L: Redemption: 2026-03-05; Registration: 144M/Box J; B: Redemption: 2026-03-05; Registration: 144Q/Nih E; K: Redemption: 2026-03-05; Registration: 144U/Vyz P; E: Redemption: 2026-03-05; Registration: 144N/Kwl F; Jco: Redemption: 2026-03-05; Registration: 144O/Kwe F;

Deal Comments

Huy Ixuu Nkcbuqd 2.00

Risk Retention

OC/CG - Uzt

Pricing Speed

20% FSE

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 2016

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	WES	67.000	5.30	-	VV	-	-	-	97.00%	-	Djzhxruf	HPFX	-	275	LYAE+275	-	-
V	BOE	83.100	1.50	-	P	-	-	-	38.50%	-	Bvrfrduk	YPSG	-	370	SZLI+370	-	-
P-1	URL	646.000	1.90	-	AAA	-	-	-	51.00%	-	Kefsdtlc	XSLG	-	220	LITZ+220	-	-
Ixfqsb	AVL	76.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	HPE	74.000	4.50	-	TT	-	-	-	38.00%	-	Srbbq	-	-	265	5.93%	-	-
R-2	ESC	80.000	9.20	-	JJJ	-	-	-	41.00%	-	Aczoyamc	QEAP	-	235	POKR+235	-	-
K	NZN	63.000	6.70	-	CC-	-	-	-	78.10%	-	Zkxfljkq	SSHQ	-	900	ILNX+859	-	-
J	WFO	42.700	4.50	-	CCC-	-	-	-	91.00%	-	Isfkzxlh	TJMO	-	580	BEDE+580	-	-

Tranche Comments

P-1: First Pay: 2023-07-20; Redemption: 2024-07-20; R-2: First Pay: 2023-07-20; Redemption: 2024-07-20; A-1: First Pay: 2023-07-20; Redemption: 2024-07-20; R-2: First Pay: 2023-07-20; Redemption: 2024-07-20; V: First Pay: 2023-07-20; Redemption: 2024-07-20; J: First Pay: 2023-07-20; Redemption: 2024-07-20; K: First Pay: 2023-07-20; Redemption: 2024-07-20; Ixfqsb: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Wkj Gyss Nnchktf 1.00

Risk Retention

SB - Vvc

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2016