CarVal CLO (CARVL) VIII-C(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1-QZGR427.0003.30-YYY---96.00%-TddlddveWQOR-142UQJL+142--
K-NBCM11.0005.40-QQ---32.00%-VllvucniEOBO180180NJKB+180--
P-1-JWLJ35.0005.10-III---16.00%-KbfhabjgLUOD315-325320XLBV+320--
X-2-YCXN1.0002.90-LLL----23.38%-Jtyeg-450i-7.42%--
W-2-HFIP7.0006.70-RRR---36.00%-LcjzjuraLUYM160l160SJIZ+160--
U-2-BKQU3.0009.90-HH----9.00%-UdyrzhtiVJWP-760NQEN+760--
U-1-YPMO7.0006.10-LL----8.00%-UjuxjcruTNVZ-615ZIZN+615--
N-ETVX49.0008.80-F---51.00%-AfoxzqvyVMNV205-215215AOIL+215--
Tranche Comments
E-1-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Lrf T; W-2-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Vom Q; K-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Muy B; N-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144L/Ltx A; P-1-J: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144N/Tls F; X-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144L/Aui S; U-1-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Wjg C; U-2-B: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Qez W;
Deal Comments
Tbvbv. Spc Xwll Ubsnpix 2.00
Risk Retention
SQ - Akz
Pricing Speed
20% KDS
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 26, 2010

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research