AB CarVal Euro CLO DAC (ABCRV) II-C

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RXFQ23.4009.60-JJJ-LLL-94.00%-Vxfskuqy3eWv-3753tBb+375-202.00000
XMMV692.0002.80-QQQZZZ50.00%-Mqqssyjf3cQs-1383aCv+138-170.00000
HKQJ90.0004.80-ZZ-JJ-13.00%-Xybvcdsc3qAj-6503yTi+634-76.00000
K-2BXL25.0007.20-TTAA34.90%-LpmszAPT--5.40%5.400%620.00000
L-1AFV74.0006.90-XXXNNN37.00%-Xldvzbtp3sRh-1383lIp+138-417.00000
UkkVIS51.110--XJQC--------Retained
E-1HDF44.3005.40-OOLL31.80%-Bmqdwsuw3vQv-2053zCt+205-702.00000
SVST92.7005.20-NT50.00%-Shrcyjie3iWv-2503mPi+250-101.00000
CCZF45.70093.50-O-D-4.00%-Welpssvt3mUd-9653lGz+839-35.52000
Tranche Comments
X: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144J/Gkm C; L-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144D/Hrz P; E-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144O/Dwz B; K-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144M/Yyz S; S: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144H/Meh N; R: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144H/Vii V; H: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144F/Cci P; C: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144L/Rbc C; Ukk: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144U/Qyp E;
Deal Comments
Qwm-Fzjj Tofswui 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 30, 2012

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan