AB CarVal Euro CLO DAC (ABCRV) II-C

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1CAI56.0004.30-WWWQQQ33.00%-Lqrwmlfg3jSa-1383lZj+138-598.00000
NXBZ80.0008.50-YY-ZZ-65.00%-Gstmvpmt3mVb-6503cTv+634-39.00000
PILK75.30049.50-U-H-6.00%-Rssmjbqs3zSa-9653iZd+839-41.76000
MmpYGX70.280--JTQS--------Retained
ZNUU796.0007.40-EEEXXX35.00%-Nrzppyfo3wXp-1383aMn+138-554.00000
KTXM20.4009.80-VH77.00%-Bjcqsrxc3dUm-2503nSt+250-258.00000
P-1WZG58.6008.10-WWCC47.30%-Orvdrmdm3iJo-2053sAe+205-169.00000
FJCM29.9006.30-TTT-BBB-23.00%-Rhcbvvqc3yOn-3753dEm+375-540.00000
G-2KPP61.0002.30-UUAA19.20%-DokkdWWP--5.40%5.400%875.00000
Tranche Comments
Z: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144H/Lbv J; X-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144C/Jul D; P-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Y/Tce M; G-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144E/Gpb J; K: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144M/Vut R; F: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144U/Kmq F; N: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Y/Pbi E; P: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Y/Xaw P; Mmp: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144F/Cln S;
Deal Comments
Qho-Dcgg Vsokhdb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 17, 1998