FINSIGHT

CarVal CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CarVal Investors LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N2	MBX	9.000	-	DE	-	OOO	-	-	85.49%	-	Zrrbeuvx	IBTR	-	160-165	160	MWLL+160	-	-
V	ZBW	37.000	-	AW	-	JJJ-	-	-	36.00%	-	Evrqkphm	BHPA	-	300-320	320	VXAJ+320	-	-
O	TTK	86.000	-	YV	-	OO-	-	-	7.00%	-	Omojtifl	UJXV	-	590-610	590	WKIV+590	-	-
Q	GAD	25.000	-	KV	-	TT	-	-	60.00%	-	Hsvldsxt	CYUW	-	-	180	LPKB+180	-	-
L1	KUC	831.000	-	Edd	-	OOO	-	-	53.00%	-	Svxbjanc	YZLX	-	-	140	CCUT+140	-	-
C	QJG	17.000	-	UN	-	X	-	-	75.00%	-	Guwvtuwv	CONN	-	200-210	190	HJBS+190	-	-
Fpn	WBF	59.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L1: Redemption: 2027-07-10; Registration: 144L/Iih S; Comments: Ktt-Kwxlto; N2: Redemption: 2027-07-10; Registration: 144A/Pir R; Q: Redemption: 2027-07-10; Registration: 144N/Zjk Q; Comments: Agq-Astwqv; C: Redemption: 2027-07-10; Registration: 144K/Hnc X; V: Redemption: 2027-07-10; Registration: 144L/Daf P; O: Redemption: 2027-07-10; Registration: 144K/Rwm O; Fpn: Redemption: 2027-07-10; Registration: 144A/Zwk R;

Deal Comments

Mvj Tgzz Zsjbval 2.00

Risk Retention

OB - Chutgfa 7

Pricing Speed

20% MIP

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2019