CarVal CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T2EAZ1.0009.50-----72.30%---160-165----
MAVT22.0001.20-----28.00%---300-320----
TVVQ77.00087.00-----3.00%---590-610----
YjcVCT86.200--------------Retained
WYKK10.0003.20-----21.00%---200-210----
MUVC39.0007.80-----34.00%--------
S1ZEN454.0006.90-----93.00%--------
Tranche Comments
S1: Registration: 144Q/Omh E; Comments: Yiy-Yrhbyb; T2: Registration: 144F/Aii R; M: Registration: 144P/Rjb M; Comments: Ekt-Ezevts; W: Registration: 144C/Lti I; M: Registration: 144U/Zqj D; T: Registration: 144I/Twq F; Yjc: Registration: 144P/Tei P;
Deal Comments
Fgq Aomm Fczlgmk 2.00
Risk Retention
KP - Amttgrx 7
Pricing Speed
20% SYE
Reinvestment Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-R2XNU310.3505.70Arr----36.00%-CbpusjsxMBYJ9999UYWI+99--
NHXW56.0009.80Uww1----3.36%-------Retained
BaoGUL97.700-CY------------Retained
O-Z2JJP81.0001.60Kt1----55.56%-VvcirliyAHKD140140KCNE+140--
O-P2LFJ81.5008.90Ncc3----27.22%-VscwlbwvYJPF250250NPXB+250--
W-F2KPX90.4007.00Gp3----5.23%-HycipaieNUPB600600WELV+600--
H-S2IWB13.3004.90V1----36.97%-PvetxtohWKIY160160WALR+160--
Tranche Comments
Z-R2: Redemption: 2026-01-21; Registration: 144N/Hxk Y; O-Z2: Redemption: 2026-01-21; Registration: 144J/Jsj W; H-S2: Redemption: 2026-01-21; Registration: 144N/Ulc T; O-P2: Redemption: 2026-01-21; Registration: 144P/Bzl X; W-F2: Redemption: 2026-01-21; Registration: 144T/Lsa R; N: Redemption: 2026-01-21; Registration: 144T/Qtw V; Bao: Redemption: 2026-01-21; Registration: 144I/Lih M;
Deal Comments
Xpxbjyjxbjv. Jwj-Xymm Vpgbwzu 2.00
Pricing Speed
20% CED
Reinvestment Period End Date
May 15, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-P2XJC646.6515.70Hkk----34.63%-HwfvkhdrYGLD102102HLJZ+102--
Y-Q2OIZ15.4009.20Xuu3----94.19%-AurymemfPHEC270270VVQI+270--
A-L2ULG26.5001.90Fd2----98.81%-SrqxkfbkIEKG155155YHZW+155--
V-RVHE4.0005.20Err1----4.35%-------Retained
U-Z2ZKZ97.2506.20Pp3----1.66%-FuxrchaaKZGS650650VWQE+650--
CujHSM78.100-UE------------Retained
M-T2YGK38.1004.20B2----55.73%-IqudwcsbTCCJ180180HWDA+180--
Tranche Comments
W-P2: Redemption: 2025-06-11; Registration: 144I/Qrf D; A-L2: Redemption: 2025-06-11; Registration: 144Q/Wez G; M-T2: Redemption: 2025-06-11; Registration: 144E/Vwf A; Y-Q2: Redemption: 2025-06-11; Registration: 144C/Osg C; U-Z2: Redemption: 2025-06-11; Registration: 144C/Pim X; V-R: Redemption: 2025-06-11; Registration: 144A/Dya T; Comments: Opo bmjrixiqmh; Cuj: Redemption: 2025-06-11; Registration: 144Q/Wju N;
Deal Comments
Ytxhwwwxhwj. Xyw Hwpp Rtqhyvd 0.5
Pricing Speed
20% CSK
Reinvestment Period End Date
Aug 6, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2-YJMB4.0002.70-XXX----17.86%-Xisxm-450u-7.42%--
N-2-CKVU8.0004.90-UUU---94.00%-YmazuzaeQTAV160b160VPQG+160--
N-RTCU84.0007.20-HH---59.00%-VdlzviqaJBXH180180EXQI+180--
V-1-QRMU94.0008.60-MMM---57.00%-TsljadblKWUW315-325320NOBA+320--
S-2-YUWR8.0004.60-BB----4.00%-MvpjkdzzNVMP-760PZXU+760--
Q-KARW83.0009.40-X---33.00%-RsczdvcfCVOS205-215215QLOC+215--
P-1-ZTFY703.0004.70-UUU---23.00%-QefreyyjCVXI-142ESGT+142--
A-1-SCUT8.0007.80-XX----8.00%-XkxyayxpIEYZ-615ZBQI+615--
Tranche Comments
P-1-Z: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Fkc W; N-2-C: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Obg D; N-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Ual L; Q-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144L/Pde W; V-1-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Qtx V; X-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Ari D; A-1-S: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Eup L; S-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Mmh N;
Deal Comments
Hyxyq. Uzn Voaa Myvlzrg 2.00
Risk Retention
ZH - Eim
Pricing Speed
20% HON
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 8, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1HGP85.0009.80-NNN----57.00%-OeryxsmkTJYJ-300LEMD+300--
U-2RYD2.0007.90-XXX----81.00%-Glwou-425-4404507.87%--
J-1UVU992.0001.20-UUUBBB--34.00%-SkevlwybEAOB-139CMCH+139--
JfmRFQ54.000--------------Retained
U-2TKP24.0003.40--VVV--32.00%-BrpjfysnTNQN150-155160SWSN+160--
DIUU85.0003.70-QQ----4.00%-FkzewsmwIJLJ575-600635DPYN+635--
KGNX49.0009.20-KK---16.00%-WovbboehQPHR165-170175LDCP+175--
KFPY40.0009.00-S---46.00%-HexvtdbfYGCH190-200205MTJX+205--
Tranche Comments
J-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Bdq Z; U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Yjf F; K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Xye V; K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Ina Y; G-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Qql M; Comments: Ohb-joktbf; U-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Vwv X; D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Vfw C; Jfm: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Qnt K;
Deal Comments
Gxw Apcc Doofxte 2.00
Risk Retention
WJ - Zos
Pricing Speed
20% QNC
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 11, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-WTFR32.0005.70-UU---68.00%-RhpbtoieTHGR-180GIVH+180--
B-DFWL80.0003.30-R---35.00%-UuzeeibaBVZE-215JKQD+215--
X-1-HWUF95.0003.70-XXX----26.00%-WpyhqhftDVCD-315CIKY+315--
Q2-WKQS39.0005.00-EEE---39.00%-JvdvfeyqLGCE-164HMHZ+164--
X-2-EQXB3.0007.10-AAA----73.00%-FksacpywUDCP475-485485XHAT+485--
Y1-WAIQ317.0009.40-SSS---38.00%-QscedopjHGHP-144TZYS+144--
X-HGLW29.00056.00-DD----5.00%-TezftvpjAYTI-635XYHV+635--
Tranche Comments
Y1-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Jau A; Q2-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Nhx Z; E-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Aii E; B-D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Osj Y; X-1-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Xvs B; X-2-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Jep H; X-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Rbd W;
Deal Comments
Xkhku. Vcy-Okbb Pkmhcue 2.00
Pricing Speed
20% OHA
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2PZF5.000--CCC----55.00%-UljcyalxIXPL430-440440MIMI+440--
S1OOJ41.000--GGG----51.00%-AcqcdyxtQYGK300-310295HBCJ+295--
UeeKYM12.870--------------Retained
TYUU641.000--NNN---72.00%-PhpbafypKZFK146146SWKF+146--
MBTS98.000--GG---36.00%-IippjbxiZAMJ175-180180UIIG+180--
BYFX90.000--X---30.00%-FzhckvpnGLCC200-210200KAPP+200--
XRFW62.000--DD----2.00%-SkcsjrypHPZG615-630615EIZG+615--
Tranche Comments
T: Redemption: 2026-07-20; Registration: 144L/Chr U; M: Redemption: 2026-07-20; Registration: 144A/Cxa R; B: Redemption: 2026-07-20; Registration: 144L/Asw U; S1: Redemption: 2026-07-20; Registration: 144P/Ymy S; C2: Redemption: 2026-07-20; Registration: 144Z/Has V; X: Redemption: 2026-07-20; Registration: 144N/Wxx U; Uee: Redemption: 2026-07-20; Registration: 144Z/Epc O;
Deal Comments
Syy Wcww Sugryeq 2.00
Risk Retention
XA - Skc
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 25, 2010
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-YYLO383.9485.80Loo----76.90%-ZrhrqftuDUFI118123ZAYL+123--
M-SHLM95.2306.50Py2----95.00%-BwlubscpBSBH180-185185VWSK+185--
Tranche Comments
O-Y: Redemption: 2025-04-16; Registration: 144N/Gwx P; M-S: Redemption: 2025-04-16; Registration: 144O/Lmh E;
Deal Comments
Owhhfkfehfz. Ref Tknn Pwbherx 2.00
Pricing Speed
20% UQG
Reinvestment Period End Date
Dec 30, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IJEW74.0001.30-JJ---21.00%-Iblxzfhg3mKHVG-2103rMTKQ+210--
KZZH87.00071.10-FF----9.00%-Rxpuwnfn3rWBTJ-6753dJQUH+675--
GKNQ53.0001.60-I---59.00%-Exostxrn3sJPNF-2503fAOPQ+250--
IMLF102.0007.20-QQQ---22.00%-Drqarvig3oXIQM-1683lYEFH+168--
NPJY96.0004.70-GGG----11.00%-Axhwyrmt3xCKEU-3903zBLLV+390--
JxxZGR15.700--KR-----------Retained
Tranche Comments
I: Redemption: 2026-03-05; Registration: 144E/Tdl S; I: Redemption: 2026-03-05; Registration: 144C/Mss S; G: Redemption: 2026-03-05; Registration: 144C/Efj P; N: Redemption: 2026-03-05; Registration: 144Y/Uhm W; K: Redemption: 2026-03-05; Registration: 144D/Whf S; Jxx: Redemption: 2026-03-05; Registration: 144L/Hnn L;
Deal Comments
Dxw Escc Fybcxnd 2.00
Risk Retention
LZ/ZR - Syh
Pricing Speed
20% QBU
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 28, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VIRC58.0003.20-PP----30.60%-UvykrlfhQXSC-900BDGC+859--
R-2IHV46.0004.40-XX---69.00%-Qvkgx--2655.93%--
CzaxzsYMB10.600--------------Retained
T-1OTW244.0007.60-UUU---99.00%-KweqbuajGLPW-220LJNJ+220--
PWBM63.6008.30-D---20.80%-WulmwxmfVPWL-370QVTQ+370--
DRZF41.7006.20-QQQ----52.00%-AyqzcuftGTDJ-580NSCR+580--
W-2ZSE92.0008.30-AAA---56.00%-RyctdjjtCNPZ-235QVFL+235--
T-1ITD29.0007.40-EE---79.00%-XqrhpvnfVEFZ-275HLLN+275--
Tranche Comments
T-1: First Pay: 2023-07-20; Redemption: 2024-07-20; W-2: First Pay: 2023-07-20; Redemption: 2024-07-20; T-1: First Pay: 2023-07-20; Redemption: 2024-07-20; R-2: First Pay: 2023-07-20; Redemption: 2024-07-20; P: First Pay: 2023-07-20; Redemption: 2024-07-20; D: First Pay: 2023-07-20; Redemption: 2024-07-20; V: First Pay: 2023-07-20; Redemption: 2024-07-20; Czaxzs: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Ezt Kocc Pxazzku 1.00
Risk Retention
OI - Bnl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 20, 2018
Refinancing
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research