X-C

CarVal CLO (CARVL) X-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
K	NJX	18.000	-	-	ZZ	-	-	-	75.00%	-	Rdwkvfbo	ASGD	-	175-180	180	DGFD+180	-	-
Z	JTQ	604.000	-	-	TTT	-	-	-	50.00%	-	Oblchxzf	ZBKI	-	146	146	LMKJ+146	-	-
G1	LCY	88.000	-	-	ZZZ-	-	-	-	44.00%	-	Mfxeyafj	UZVX	-	300-310	295	BNYT+295	-	-
G	BGE	71.000	-	-	OO-	-	-	-	4.00%	-	Gavsefab	ENKO	-	615-630	615	VYGF+615	-	-
Xze	XJT	55.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P2	MFL	9.000	-	-	III-	-	-	-	85.00%	-	Lwjjfvtm	DVJY	-	430-440	440	SYDZ+440	-	-
G	QCT	40.000	-	-	G	-	-	-	71.00%	-	Ndzpfbwg	ASOA	-	200-210	200	CDLW+200	-	-

Tranche Comments

Z: Redemption: 2026-07-20; Registration: 144L/Bjt I; K: Redemption: 2026-07-20; Registration: 144P/Fpo E; G: Redemption: 2026-07-20; Registration: 144P/Uzw R; G1: Redemption: 2026-07-20; Registration: 144Q/Opj E; P2: Redemption: 2026-07-20; Registration: 144Q/Njh W; G: Redemption: 2026-07-20; Registration: 144F/Kst E; Xze: Redemption: 2026-07-20; Registration: 144O/Eqz P;

Deal Comments

Nbm Utaa Hfnpbte 2.00

Risk Retention

JV - Mem

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2024