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
W	OVX	31.000	-	-	RR	-	-	-	95.00%	-	Hkyumelu	EAHU	-	175-180	180	VNJB+180	-	-
W	XSM	87.000	-	-	A	-	-	-	69.00%	-	Usyhsfjl	YBTE	-	200-210	200	TXCC+200	-	-
G2	ELL	9.000	-	-	III-	-	-	-	56.00%	-	Jvhqauwz	GJDD	-	430-440	440	ZKBR+440	-	-
H	QSJ	764.000	-	-	QQQ	-	-	-	34.00%	-	Exxpadyy	JPAR	-	146	146	NZAG+146	-	-
A1	YIC	80.000	-	-	FFF-	-	-	-	34.00%	-	Hdlzjyxs	THHZ	-	300-310	295	VJOM+295	-	-
Q	LPT	74.000	-	-	ZZ-	-	-	-	5.00%	-	Lpxljoxj	NPOQ	-	615-630	615	QZKB+615	-	-
Tkg	CET	52.180	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: Redemption: 2026-07-20; Registration: 144E/Czq G; W: Redemption: 2026-07-20; Registration: 144B/Mjm B; W: Redemption: 2026-07-20; Registration: 144T/Rdx G; A1: Redemption: 2026-07-20; Registration: 144Z/Gzx Z; G2: Redemption: 2026-07-20; Registration: 144J/Lvl Z; Q: Redemption: 2026-07-20; Registration: 144Z/Zeh C; Tkg: Redemption: 2026-07-20; Registration: 144N/Vtw M;

Deal Comments

Izk Hjyy Iqpmzcw 2.00

Risk Retention

DB - Tdo

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2014

Reset

Yes