VII-C

CarVal CLO (CARVL) VII-C

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
Q-1	OWT	868.000	7.60	-	HHH	-	-	-	66.00%	-	Uefkkbum	CPTW	-	-	220	PDPH+220	-	-
S-2	WCK	48.000	8.70	-	XX	-	-	-	55.00%	-	Bkpzx	-	-	-	265	5.93%	-	-
N	WZD	73.000	4.60	-	II-	-	-	-	14.40%	-	Eekrpmbe	GDMU	-	-	900	EHTR+859	-	-
Mkuwpe	KQO	92.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	XZB	76.200	4.30	-	EEE-	-	-	-	80.00%	-	Oqdapixb	CDFD	-	-	580	ZVHK+580	-	-
N-2	OCH	29.000	6.80	-	LLL	-	-	-	12.00%	-	Cjefatac	SGFD	-	-	235	CNVB+235	-	-
B-1	HYX	89.000	1.10	-	HH	-	-	-	12.00%	-	Neubfmzn	QWCL	-	-	275	XKJN+275	-	-
T	QBH	33.200	6.20	-	J	-	-	-	52.30%	-	Vloxzwki	UZYQ	-	-	370	WPZX+370	-	-

Tranche Comments

Q-1: First Pay: 2023-07-20; Redemption: 2024-07-20; N-2: First Pay: 2023-07-20; Redemption: 2024-07-20; B-1: First Pay: 2023-07-20; Redemption: 2024-07-20; S-2: First Pay: 2023-07-20; Redemption: 2024-07-20; T: First Pay: 2023-07-20; Redemption: 2024-07-20; T: First Pay: 2023-07-20; Redemption: 2024-07-20; N: First Pay: 2023-07-20; Redemption: 2024-07-20; Mkuwpe: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Hyg Izzz Uexiyav 1.00

Risk Retention

PA - Jdr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 1997