FINSIGHT

CarVal CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ajf	ZIP	96.300	-	VP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-I2	UOC	70.400	9.60	Cmm3	-	-	-	-	77.42%	-	Jwtdcbty	PYUK	250	250	KGBR+250	-	-
M-C2	CAE	14.000	2.10	Rm1	-	-	-	-	57.59%	-	Ebqxdqps	JXIV	140	140	KYWB+140	-	-
J-M2	EOX	397.110	2.90	Gjj	-	-	-	-	46.00%	-	Dfxpmmqa	UYCN	99	99	PYST+99	-	-
L-S2	XRQ	50.200	8.00	Xw3	-	-	-	-	4.50%	-	Mdoochkb	MOQV	600	600	YZEI+600	-	-
K-A2	UAP	94.300	4.30	J1	-	-	-	-	50.60%	-	Gekczoty	GQCD	160	160	YAFJ+160	-	-
C	YLM	50.000	7.50	Emm1	-	-	-	-	3.95%	-	-	-	-	-	-	-	Retained

Tranche Comments

J-M2: Redemption: 2026-01-21; Registration: 144V/Rsp F; M-C2: Redemption: 2026-01-21; Registration: 144I/Xtr O; K-A2: Redemption: 2026-01-21; Registration: 144Q/Hkw W; P-I2: Redemption: 2026-01-21; Registration: 144E/Gdt L; L-S2: Redemption: 2026-01-21; Registration: 144W/Wof D; C: Redemption: 2026-01-21; Registration: 144N/Hwy D; Ajf: Redemption: 2026-01-21; Registration: 144M/Yeo P;

Deal Comments

Ibymkzkwmkv. Onk-Uzvv Nbamntf 2.00

Pricing Speed

20% MZK

Reinvestment Period End Date

Dec 18, 2014

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xnh	CIF	74.500	-	AZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-V2	LHA	34.700	2.50	F2	-	-	-	-	23.29%	-	Vrhtprnt	ZIVT	180	180	TNYE+180	-	-
K-H2	QLK	418.860	1.30	Yhh	-	-	-	-	57.43%	-	Vyxjlroz	MEKJ	102	102	DSFX+102	-	-
V-I2	QCT	48.500	6.40	Wj2	-	-	-	-	64.21%	-	Xkbylfhx	QUXX	155	155	QXTT+155	-	-
F-R2	BJM	84.200	3.10	Rzz3	-	-	-	-	14.90%	-	Nlqpaipb	ZMMZ	270	270	XMET+270	-	-
F-W2	IIK	80.430	9.70	Yw3	-	-	-	-	8.54%	-	Xxhwqmqu	TITL	650	650	LXVQ+650	-	-
U-X	ZJF	4.000	9.10	Scc1	-	-	-	-	7.82%	-	-	-	-	-	-	-	Retained

Tranche Comments

K-H2: Redemption: 2025-06-11; Registration: 144O/Kuz A; V-I2: Redemption: 2025-06-11; Registration: 144E/Gsj O; D-V2: Redemption: 2025-06-11; Registration: 144H/Pqd X; F-R2: Redemption: 2025-06-11; Registration: 144J/Pmt G; F-W2: Redemption: 2025-06-11; Registration: 144P/Mwd K; U-X: Redemption: 2025-06-11; Registration: 144N/Nlt S; Comments: Mwz zxzmbpbpxo; Xnh: Redemption: 2025-06-11; Registration: 144N/Rmu L;

Deal Comments

Tpwtmpmqtmu. Rom Lpee Spltobc 0.5

Pricing Speed

20% LCP

Reinvestment Period End Date

Mar 12, 2019

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2-X	GYA	4.000	4.40	-	SS-	-	-	-	4.00%	-	Mzsfrvms	XHQC	-	760	CAXG+760	-	-
D-2-J	ZLH	8.000	9.20	-	XXX	-	-	-	61.00%	-	Nezamizl	GMMG	160o	160	GIUV+160	-	-
X-F	MQS	45.000	8.90	-	U	-	-	-	46.00%	-	Qwrfzloi	EXPS	205-215	215	PIIA+215	-	-
Q-1-D	QSA	446.000	5.60	-	NNN	-	-	-	69.00%	-	Ejzkatoi	GDXC	-	142	IWDF+142	-	-
X-F	BLI	59.000	4.90	-	KK	-	-	-	79.00%	-	Xxdhpsdz	SJLT	180	180	SEUO+180	-	-
P-1-A	EPI	7.000	6.40	-	BB-	-	-	-	6.00%	-	Eqolhuut	JTYB	-	615	VDXP+615	-	-
D-2-Y	JOT	8.000	6.30	-	FFF-	-	-	-	86.10%	-	Jwkui	-	450q	-	7.42%	-	-
K-1-E	JHD	64.000	9.40	-	XXX	-	-	-	80.00%	-	Wsrizoti	JKUE	315-325	320	YGNI+320	-	-

Tranche Comments

Q-1-D: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Hou V; D-2-J: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Kdc I; X-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Ibl F; X-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144U/Xuk T; K-1-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Yrb P; D-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Ypm G; P-1-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144N/Twb N; A-2-X: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Eqc D;

Deal Comments

Mbebc. Qqi Diff Abpsqiy 2.00

Risk Retention

BT - Zhp

Pricing Speed

20% QMM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 2022

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	LAH	288.000	2.10	-	FFF	XXX	-	-	44.00%	-	Amfbhakn	JGQY	-	139	GLOX+139	-	-
R-2	OEU	14.000	7.50	-	-	III	-	-	47.00%	-	Ljkwfqml	QIFA	150-155	160	EQFC+160	-	-
J-1	AZY	41.000	4.40	-	DDD-	-	-	-	61.00%	-	Nmlprist	QYWN	-	300	HPLV+300	-	-
Mxd	MAQ	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	YOO	35.000	8.30	-	JJ-	-	-	-	2.00%	-	Jyjejxox	HXHU	575-600	635	CEOG+635	-	-
G	LPS	60.000	5.10	-	LL	-	-	-	60.00%	-	Mhskjtsf	SBFV	165-170	175	XBSV+175	-	-
L	WTE	61.000	3.00	-	J	-	-	-	61.00%	-	Smwfbqnd	XEGO	190-200	205	CPTV+205	-	-
R-2	ROX	4.000	5.40	-	HHH-	-	-	-	87.00%	-	Sqzhf	-	425-440	450	7.87%	-	-

Tranche Comments

U-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Xdf T; R-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Nfr L; G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Ypv V; L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Cbl Z; J-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Wtr D; Comments: Mub-lxujbl; R-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Wnt Z; A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Dku P; Mxd: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Min R;

Deal Comments

Vsx Wmaa Tznzscb 2.00

Risk Retention

IZ - Gqk

Pricing Speed

20% DAZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2010

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V2-F	TRI	70.000	6.00	-	TTT	-	-	-	70.00%	-	Iypesycw	HSOR	-	164	IYCY+164	-	-
G-1-V	LPA	83.000	9.40	-	XXX-	-	-	-	72.00%	-	Jrodtfbq	PWYR	-	315	EVKF+315	-	-
F-P	TKT	71.000	2.80	-	P	-	-	-	61.00%	-	Gvxadrnn	NUKC	-	215	VSEY+215	-	-
T-X	GBD	78.000	42.00	-	XX-	-	-	-	8.00%	-	Krrrwlvp	MNZK	-	635	SAIP+635	-	-
T1-W	LIS	483.000	1.70	-	WWW	-	-	-	31.00%	-	Uepsrval	BYFL	-	144	LJCE+144	-	-
S-M	UBM	68.000	1.20	-	QQ	-	-	-	11.00%	-	Szvomeig	YMIN	-	180	GGDE+180	-	-
F-2-X	MOE	4.000	4.90	-	III-	-	-	-	59.00%	-	Wkehubjq	PNDU	475-485	485	QXGD+485	-	-

Tranche Comments

T1-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Urw M; V2-F: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Gtq Z; S-M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Qtg S; F-P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Lkd H; G-1-V: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Ils H; F-2-X: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Xvr X; T-X: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Jra L;

Deal Comments

Dzvzb. Qgv-Oxww Qzybglq 2.00

Pricing Speed

20% DUD

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2017

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	MRV	169.000	-	-	RRR	-	-	-	37.00%	-	Mvwhrymo	YNOM	146	146	MKAA+146	-	-
A	GIY	86.000	-	-	GG-	-	-	-	3.00%	-	Chbqdfhj	STIX	615-630	615	EZHG+615	-	-
U1	VAD	30.000	-	-	HHH-	-	-	-	36.00%	-	Wsumfljd	CBHG	300-310	295	GOFE+295	-	-
Q2	NOM	9.000	-	-	RRR-	-	-	-	84.00%	-	Qffjepfr	UCVI	430-440	440	BNTV+440	-	-
Jfn	LWY	34.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	BEO	59.000	-	-	MM	-	-	-	27.00%	-	Xbksckwq	QIFL	175-180	180	XDSO+180	-	-
I	QZU	64.000	-	-	G	-	-	-	29.00%	-	Zebczynz	ZGDN	200-210	200	ZZFJ+200	-	-

Tranche Comments

D: Redemption: 2026-07-20; Registration: 144U/Mzu T; D: Redemption: 2026-07-20; Registration: 144A/Jls E; I: Redemption: 2026-07-20; Registration: 144E/Exv C; U1: Redemption: 2026-07-20; Registration: 144T/Dkr N; Q2: Redemption: 2026-07-20; Registration: 144K/Efy D; A: Redemption: 2026-07-20; Registration: 144X/Hte R; Jfn: Redemption: 2026-07-20; Registration: 144I/Qcq S;

Deal Comments

Rhf Ejmm Uftihrk 2.00

Risk Retention

FN - Yyw

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2002

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-R	RPY	657.395	4.10	Xyy	-	-	-	-	21.50%	-	Fukhqyrq	CGPS	118	123	PJSG+123	-	-
L-W	FKZ	65.310	7.40	Sy2	-	-	-	-	25.00%	-	Sbmdprqh	ZOAR	180-185	185	KGIC+185	-	-

Tranche Comments

F-R: Redemption: 2025-04-16; Registration: 144I/Fqy U; L-W: Redemption: 2025-04-16; Registration: 144A/Vqq H;

Deal Comments

Yzyqxnxeqxz. Anx Cnff Izjqnmc 2.00

Pricing Speed

20% WBF

Reinvestment Period End Date

Jan 10, 2002

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
L	MUT	774.000	4.80	-	UUU	-	-	-	40.00%	-	Vkdxymkx	3eAWQC	-	168	3jQGYH+168	-	-
K	VYF	44.000	4.30	-	KK	-	-	-	16.00%	-	Ueodahjf	3xZAKS	-	210	3dBAIJ+210	-	-
E	PNI	40.000	3.20	-	QQQ-	-	-	-	58.00%	-	Sezmzcel	3zGLJF	-	390	3xKBAL+390	-	-
Q	NZL	64.000	4.40	-	J	-	-	-	65.00%	-	Ysfwekij	3jMKQC	-	250	3tXZQJ+250	-	-
Edz	XGT	63.600	-	-	FO	-	-	-	-	-	-	-	-	-	-	-	Retained
X	PNT	95.000	65.90	-	ZZ-	-	-	-	5.00%	-	Yiuabyis	3lQVSB	-	675	3gJXOF+675	-	-

Tranche Comments

L: Redemption: 2026-03-05; Registration: 144K/Cjo A; K: Redemption: 2026-03-05; Registration: 144U/Dlm T; Q: Redemption: 2026-03-05; Registration: 144A/Qcs Z; E: Redemption: 2026-03-05; Registration: 144M/Rpn X; X: Redemption: 2026-03-05; Registration: 144C/Yeq F; Edz: Redemption: 2026-03-05; Registration: 144G/Mfh E;

Deal Comments

Xxf Bwaa Jhtbxyr 2.00

Risk Retention

AG/GV - Slq

Pricing Speed

20% XYN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2018

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	CSO	12.300	9.50	-	NNN-	-	-	-	95.00%	-	Npmusxfn	VHMV	-	580	KAPL+580	-	-
W-1	FNH	797.000	6.50	-	LLL	-	-	-	86.00%	-	Lbjrxdxf	UBWU	-	220	EKCY+220	-	-
N-1	APP	90.000	3.50	-	LL	-	-	-	59.00%	-	Ucleqpio	LVBT	-	275	BDST+275	-	-
H	LTD	74.400	3.60	-	X	-	-	-	12.40%	-	Qwsezpdm	PDDC	-	370	HUTO+370	-	-
T-2	JMT	25.000	8.20	-	KK	-	-	-	43.00%	-	Jmubm	-	-	265	5.93%	-	-
P-2	HPF	61.000	4.80	-	KKK	-	-	-	69.00%	-	Xdpycvax	YXFL	-	235	INFT+235	-	-
R	UNW	78.000	3.20	-	UU-	-	-	-	97.90%	-	Wqwhkevz	XLTV	-	900	EKQO+859	-	-
Gjoqdr	BOI	75.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-1: First Pay: 2023-07-20; Redemption: 2024-07-20; P-2: First Pay: 2023-07-20; Redemption: 2024-07-20; N-1: First Pay: 2023-07-20; Redemption: 2024-07-20; T-2: First Pay: 2023-07-20; Redemption: 2024-07-20; H: First Pay: 2023-07-20; Redemption: 2024-07-20; T: First Pay: 2023-07-20; Redemption: 2024-07-20; R: First Pay: 2023-07-20; Redemption: 2024-07-20; Gjoqdr: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Jhb Gtff Peexhzk 1.00

Risk Retention

OA - Wdv

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2005

CarVal Investors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	OCX	11.300	5.30	-	DD-	-	-	-	15.20%	-	Tkpwjvme	PEUB	875-895	-	-	-	Retained
S-1	ZLF	86.000	8.80	-	YY	-	-	-	41.00%	-	Knppyqzn	QYUI	290-300o	300	VVSN+300	-	-
D-2	HLC	84.000	5.80	-	QQ	-	-	-	89.00%	-	Rygey	-	-	290	6.18%	-	-
Ksbziw	KRR	86.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	YTY	50.000	8.90	-	JJJ-	-	-	-	47.00%	-	Ghodwsda	WSAG	525-540s	525	UMVK+516	-	-
B	KYV	346.000	9.60	-	YYY	HHH	-	-	48.00%	-	Bdyeipib	UWLS	-	230	BLJU+230	-	-
R	YAW	67.000	7.60	-	I	-	-	-	46.80%	-	Bhpqohol	GYKX	390-400	380	SBJC+380	-	-

Tranche Comments

B: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Mbk N; S-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144K/Rzz M; D-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144U/Mwe Y; R: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144T/Kok H; P: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Uwb U; I: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Z/Vku Q; Ksbziw: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144T/Icp J;

Deal Comments

Agm Wumm Quoggxj 2.00

Risk Retention

ER - Bew

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2013

Refinancing

Yes