| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | 5.40 | - | AAA | AAA | - | - | 38.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| B-1 | USD | 42.000 | 6.90 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 290-300 | 300 | SOFR+300 | - | - |
| B-2 | USD | 14.000 | 6.90 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | 290 | 6.18% | - | - |
| C | USD | 22.000 | 7.70 | - | A | - | - | - | 18.50% | - | Floating | SOFR | 390-400 | 380 | SOFR+380 | - | - |
| D | USD | 22.000 | 8.20 | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | 525-540 | 525 | SOFR+516 | - | - |
| E | USD | 11.200 | 8.60 | - | BB- | - | - | - | 10.20% | - | Floating | SOFR | 875-895 | - | - | - | Retained |
| Equity | USD | 41.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 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
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 2026
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | CarVal CLO VIII-C: Carval’s unusual ESG trigger language makes another appearance | Scorecard | Dealscribe | Feb 1, 2023
|