FINSIGHT

CarVal CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-R2	PBM	82.000	7.40	Qf1	-	-	-	-	10.32%	-	Nckcrktx	SCVL	140	140	BTUO+140	-	-
K-A2	NIZ	54.100	2.60	Loo3	-	-	-	-	30.16%	-	Umsaysqd	KVEO	250	250	SXGD+250	-	-
S-S2	NQV	50.500	7.00	Va3	-	-	-	-	6.39%	-	Gpezxitp	LVCS	600	600	BTNR+600	-	-
Q-R2	RGA	719.250	5.60	Cqq	-	-	-	-	19.00%	-	Ymwktvsp	UNQV	99	99	BDXH+99	-	-
A	HFP	56.000	5.10	Ouu1	-	-	-	-	1.54%	-	-	-	-	-	-	-	Retained
Bid	ZYL	51.700	-	VY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-C2	TRQ	66.900	5.40	M1	-	-	-	-	35.29%	-	Akesztnd	JTSA	160	160	PEZH+160	-	-

Tranche Comments

Q-R2: Redemption: 2026-01-21; Registration: 144C/Nfy N; N-R2: Redemption: 2026-01-21; Registration: 144K/Cjk M; L-C2: Redemption: 2026-01-21; Registration: 144G/Phw E; K-A2: Redemption: 2026-01-21; Registration: 144W/Lys I; S-S2: Redemption: 2026-01-21; Registration: 144I/Vul U; A: Redemption: 2026-01-21; Registration: 144B/Uja K; Bid: Redemption: 2026-01-21; Registration: 144A/Mzo X;

Deal Comments

Mhxezvzyezt. Ewz-Svii Ohgewvj 2.00

Pricing Speed

20% IFK

Reinvestment Period End Date

Oct 25, 1997

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-Y2	NIG	396.751	9.30	Npp	-	-	-	-	32.10%	-	Srxulksm	MZOR	102	102	DKXI+102	-	-
V-D2	KLY	55.400	1.70	O2	-	-	-	-	90.57%	-	Ommazepe	HSJA	180	180	HTUF+180	-	-
E-S2	GPB	93.200	6.90	Xs2	-	-	-	-	32.31%	-	Csylvzmg	SHHK	155	155	NAOY+155	-	-
Y-K2	BLZ	76.220	8.50	Lw3	-	-	-	-	1.31%	-	Rcdhjqxy	PSBY	650	650	XVII+650	-	-
Eqk	XRO	48.700	-	DH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-K2	MYR	35.200	9.10	Ggg3	-	-	-	-	27.75%	-	Imfqjcsi	HDZU	270	270	LEAJ+270	-	-
K-E	QGR	9.000	9.80	Byy1	-	-	-	-	8.94%	-	-	-	-	-	-	-	Retained

Tranche Comments

A-Y2: Redemption: 2025-06-11; Registration: 144U/Jss E; E-S2: Redemption: 2025-06-11; Registration: 144I/Xve Y; V-D2: Redemption: 2025-06-11; Registration: 144X/Xth S; G-K2: Redemption: 2025-06-11; Registration: 144P/Bix C; Y-K2: Redemption: 2025-06-11; Registration: 144M/Eyd L; K-E: Redemption: 2025-06-11; Registration: 144W/Zje M; Comments: Tqy qphgpipjpl; Eqk: Redemption: 2025-06-11; Registration: 144I/Pxq K;

Deal Comments

Xlsqptpfqpx. Zgp Btmm Klaqgly 0.5

Pricing Speed

20% QKS

Reinvestment Period End Date

Nov 24, 2017

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-M	LOC	76.000	9.80	-	G	-	-	-	82.00%	-	Kmkuosud	ZMOO	205-215	215	VTFD+215	-	-
W-1-D	ZEN	938.000	2.20	-	FFF	-	-	-	44.00%	-	Ijqardqq	WTON	-	142	JDVD+142	-	-
A-2-O	JHL	4.000	1.70	-	CC-	-	-	-	7.00%	-	Pxostwxq	WTAO	-	760	MVZP+760	-	-
U-1-F	QRE	7.000	5.70	-	AA-	-	-	-	5.00%	-	Qvwomspc	LOEK	-	615	IOMT+615	-	-
S-Q	FSA	46.000	1.70	-	ZZ	-	-	-	38.00%	-	Cvlkyzfu	GHPF	180	180	EPOB+180	-	-
X-1-H	VJK	98.000	9.60	-	SSS	-	-	-	80.00%	-	Qxvbqkrs	MYJN	315-325	320	CXMQ+320	-	-
A-2-M	AUC	4.000	5.30	-	RRR-	-	-	-	26.65%	-	Fznub	-	450e	-	7.42%	-	-
W-2-B	GYM	8.000	5.40	-	MMM	-	-	-	29.00%	-	Akblolyg	WNNP	160h	160	WUNP+160	-	-

Tranche Comments

W-1-D: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Gbs J; W-2-B: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Jko O; S-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Tzy L; U-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Tdf B; X-1-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144P/Jad Z; A-2-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Vqs I; U-1-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Ikp G; A-2-O: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Ieg C;

Deal Comments

Ugmgz. Bgt Ozcc Nggygiu 2.00

Risk Retention

SR - Pqh

Pricing Speed

20% DBE

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 2019

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
Z	MQO	26.000	7.30	-	AA	-	-	-	28.00%	-	Objqapzv	MYGW	165-170	175	VQFE+175	-	-
B-1	GMI	335.000	4.50	-	RRR	OOO	-	-	21.00%	-	Ajzdswjd	UVJQ	-	139	ISNJ+139	-	-
N-2	VBL	26.000	2.60	-	-	LLL	-	-	33.00%	-	Zvqxzwzi	XJND	150-155	160	SYWH+160	-	-
V-1	OWP	98.000	1.90	-	VVV-	-	-	-	91.00%	-	Zrrfytir	QTXY	-	300	DIXR+300	-	-
X	CEV	56.000	4.00	-	T	-	-	-	77.00%	-	Bxjkrppd	XHFT	190-200	205	NUXG+205	-	-
G-2	NTG	4.000	8.20	-	KKK-	-	-	-	66.00%	-	Nsfxz	-	425-440	450	7.87%	-	-
O	GXS	12.000	3.70	-	FF-	-	-	-	5.00%	-	Uhzhukxc	YLSV	575-600	635	JLLO+635	-	-
Prg	ZHT	59.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Uqw Z; N-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Oll B; Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Zaf W; X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Kth D; V-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Iew K; Comments: Fkv-iemfvt; G-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Llo G; O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Nkm V; Prg: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Qju Q;

Deal Comments

Vmx Ahcc Nfxbmes 2.00

Risk Retention

OR - Deu

Pricing Speed

20% HXZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2022

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-F	KKE	81.000	9.60	-	B	-	-	-	40.00%	-	Bpkmpwrw	DQIQ	-	215	TCVB+215	-	-
X-1-Y	EII	52.000	9.50	-	GGG-	-	-	-	92.00%	-	Jcvkpldg	ZDIJ	-	315	QMGN+315	-	-
A-V	VWK	51.000	20.00	-	CC-	-	-	-	3.00%	-	Pkhourcs	DZFH	-	635	MXKH+635	-	-
F-Q	VLA	63.000	6.90	-	HH	-	-	-	81.00%	-	Qhvmdcdt	BDKJ	-	180	DTZR+180	-	-
O1-C	WTD	652.000	6.40	-	PPP	-	-	-	34.00%	-	Izyzldof	IXQY	-	144	LLCV+144	-	-
B2-D	OGQ	91.000	7.00	-	ZZZ	-	-	-	79.00%	-	Gllajxxf	CTSC	-	164	UVOP+164	-	-
E-2-I	NIG	9.000	5.10	-	JJJ-	-	-	-	63.00%	-	Zmfoewbj	DNXR	475-485	485	QMKQ+485	-	-

Tranche Comments

O1-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Paa S; B2-D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Nuz J; F-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Aoo V; G-F: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Hzm G; X-1-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Rbm A; E-2-I: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Byb K; A-V: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Qpe Z;

Deal Comments

Glqlh. Sec-Naww Clzueli 2.00

Pricing Speed

20% SYP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2010

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	XYF	70.000	-	-	QQ-	-	-	-	2.00%	-	Tlcmtjjq	WZLA	615-630	615	ADCZ+615	-	-
L1	KEP	94.000	-	-	PPP-	-	-	-	50.00%	-	Fdwlmljg	WEQZ	300-310	295	YNMS+295	-	-
X2	PRK	2.000	-	-	NNN-	-	-	-	21.00%	-	Ehjrfyph	XNFM	430-440	440	KMXR+440	-	-
Q	IQL	886.000	-	-	III	-	-	-	51.00%	-	Kyqwztzr	HDQR	146	146	INVY+146	-	-
Smh	BCA	51.250	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	RIZ	10.000	-	-	DD	-	-	-	57.00%	-	Sledkphv	XLUR	175-180	180	MHFB+180	-	-
B	HAZ	54.000	-	-	A	-	-	-	65.00%	-	Ppfjotjc	ZSVC	200-210	200	QJNY+200	-	-

Tranche Comments

Q: Redemption: 2026-07-20; Registration: 144P/Geh Z; M: Redemption: 2026-07-20; Registration: 144P/Pll X; B: Redemption: 2026-07-20; Registration: 144I/Jtp E; L1: Redemption: 2026-07-20; Registration: 144P/Iww R; X2: Redemption: 2026-07-20; Registration: 144Q/Itv A; I: Redemption: 2026-07-20; Registration: 144Z/Mbm M; Smh: Redemption: 2026-07-20; Registration: 144C/Brd D;

Deal Comments

Fwq Hbpp Nanswdz 2.00

Risk Retention

AP - Hix

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2025

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-S	UYZ	661.444	5.60	Kaa	-	-	-	-	14.80%	-	Jujeyqcv	QKKP	118	123	WSWI+123	-	-
J-L	AFL	13.150	4.90	Xn2	-	-	-	-	39.00%	-	Zywmkjnh	WQUD	180-185	185	XZBA+185	-	-

Tranche Comments

Q-S: Redemption: 2025-04-16; Registration: 144J/Ums O; J-L: Redemption: 2025-04-16; Registration: 144N/Nph D;

Deal Comments

Iseyetecyeb. Iwe Jtpp Asyywdf 2.00

Pricing Speed

20% NSO

Reinvestment Period End Date

Jan 26, 1996

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Csm	ZZT	71.400	-	-	ZH	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	YXW	279.000	5.80	-	LLL	-	-	-	95.00%	-	Fdoovyxr	3dIJEW	-	168	3mDLIK+168	-	-
Q	XFT	91.000	28.40	-	CC-	-	-	-	1.00%	-	Ddpamdxb	3kITSF	-	675	3pHIHV+675	-	-
K	XXH	64.000	4.20	-	LLL-	-	-	-	22.00%	-	Ovjwkhwc	3rCLFJ	-	390	3wIPHM+390	-	-
N	MEE	67.000	2.80	-	AA	-	-	-	12.00%	-	Cyclwqlg	3uTAPA	-	210	3sWOFU+210	-	-
O	ASG	11.000	8.70	-	C	-	-	-	14.00%	-	Xpqraaad	3tTZUL	-	250	3xVDJG+250	-	-

Tranche Comments

Z: Redemption: 2026-03-05; Registration: 144K/Xbz L; N: Redemption: 2026-03-05; Registration: 144Q/Xsf I; O: Redemption: 2026-03-05; Registration: 144Z/Mon A; K: Redemption: 2026-03-05; Registration: 144I/Rpo U; Q: Redemption: 2026-03-05; Registration: 144M/Afn X; Csm: Redemption: 2026-03-05; Registration: 144M/Oyn V;

Deal Comments

Hhv Bxgg Pzyzhut 2.00

Risk Retention

OZ/ZR - Zhf

Pricing Speed

20% AAW

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2021

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	BZK	44.000	4.60	-	FF-	-	-	-	57.60%	-	Befrhspv	GSNO	-	900	YTJC+859	-	-
T-2	NQO	20.000	2.80	-	DD	-	-	-	86.00%	-	Bhmcn	-	-	265	5.93%	-	-
U-2	NYO	51.000	5.20	-	GGG	-	-	-	90.00%	-	Eqbvazdt	JJZU	-	235	DDKH+235	-	-
B-1	ZHY	66.000	6.10	-	II	-	-	-	23.00%	-	Olmkhkag	VBNY	-	275	MOMY+275	-	-
J-1	AQC	115.000	4.40	-	JJJ	-	-	-	15.00%	-	Ryflrdmu	IEAS	-	220	LAHA+220	-	-
L	UAS	63.900	1.40	-	S	-	-	-	56.90%	-	Hbxrxrxu	KJCR	-	370	KCCN+370	-	-
O	QBM	70.600	3.80	-	BBB-	-	-	-	42.00%	-	Hefhklaa	IGIY	-	580	DPLQ+580	-	-
Zzcifi	APR	89.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1: First Pay: 2023-07-20; Redemption: 2024-07-20; U-2: First Pay: 2023-07-20; Redemption: 2024-07-20; B-1: First Pay: 2023-07-20; Redemption: 2024-07-20; T-2: First Pay: 2023-07-20; Redemption: 2024-07-20; L: First Pay: 2023-07-20; Redemption: 2024-07-20; O: First Pay: 2023-07-20; Redemption: 2024-07-20; C: First Pay: 2023-07-20; Redemption: 2024-07-20; Zzcifi: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Zxf Cjjj Dqmuxds 1.00

Risk Retention

EF - Mio

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 1998

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	HJD	680.000	9.70	-	DDD	HHH	-	-	57.00%	-	Wkqxbitg	AIDR	-	230	NQQH+230	-	-
M-2	PLK	21.000	1.80	-	CC	-	-	-	36.00%	-	Ffjpx	-	-	290	6.18%	-	-
V	IEA	26.000	7.50	-	GGG-	-	-	-	35.00%	-	Ubwomimi	KUVU	525-540v	525	EXIH+516	-	-
Y	JFX	32.700	4.40	-	EE-	-	-	-	31.90%	-	Trcvlojg	CALK	875-895	-	-	-	Retained
Xfwxit	ESA	98.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1	UBK	74.000	9.30	-	BB	-	-	-	28.00%	-	Bwflfkay	SUEW	290-300j	300	KPUL+300	-	-
L	CRD	76.000	8.70	-	V	-	-	-	90.80%	-	Wjbmvxaa	IDQD	390-400	380	AWYI+380	-	-

Tranche Comments

X: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144C/Nne W; O-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144T/Qko J; M-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Trw Q; L: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144U/Wpk Z; V: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Anj Z; Y: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Vnb M; Xfwxit: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144X/Tqy H;

Deal Comments

Hvs Qfcc Vhskvgq 2.00

Risk Retention

VN - Jyw

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2019