CarVal CLO (CARVL) VIII-C

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD248.0005.40-AAAAAA--38.00%-FloatingSOFR-230SOFR+230--
B-1USD42.0006.90-AA---24.00%-FloatingSOFR290-300 300SOFR+300--
B-2USD14.0006.90-AA---24.00%-Fixed--2906.18%--
CUSD22.0007.70-A---18.50%-FloatingSOFR390-400380SOFR+380--
DUSD22.0008.20-BBB----13.00%-FloatingSOFR525-540 525SOFR+516--
EUSD11.2008.60-BB----10.20%-FloatingSOFR875-895---Retained
EquityUSD41.600--------------Retained
Tranche Comments
A: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Reg S; B-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Reg S; B-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Reg S; C: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Reg S; D: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Reg S; E: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Reg S; Equity: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 2026
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
CarVal CLO VIII-C: Carval’s unusual ESG trigger language makes another appearanceScorecardDealscribe
Feb 1, 2023
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