| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | 4.30 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| A-2 | USD | 20.000 | 5.90 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| B-1 | USD | 50.000 | 6.10 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| B-2 | USD | 10.000 | 6.10 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | 265 | 5.93% | - | - |
| C | USD | 27.500 | 6.60 | - | A | - | - | - | 18.50% | - | Floating | SOFR | - | 370 | SOFR+370 | - | - |
| D | USD | 27.500 | 7.10 | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | - | 580 | SOFR+580 | - | - |
| E | USD | 14.000 | 7.50 | - | BB- | - | - | - | 10.20% | - | Floating | SOFR | - | 900 | SOFR+859 | - | - |
| Equity | USD | 52.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
A-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
B-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
B-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
C: First Pay: 2023-07-20; Redemption: 2024-07-20;
D: First Pay: 2023-07-20; Redemption: 2024-07-20;
E: First Pay: 2023-07-20; Redemption: 2024-07-20;
Equity: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2026
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | CarVal CLO VIII-C | Performance Analytics | Dealscribe | Feb 1, 2023
|
CLOS | CarVal CLO V-C | Performance Analytics | Dealscribe | Jan 31, 2022
|