AB CarVal Euro CLO DAC (ABCRV) II-C

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ANTY90.5005.40-QT82.00%-Jjxsjpcb3mXv-2503jZs+250-139.00000
V-1QUV16.0007.10-TTTAAA79.00%-Nbmbjzdf3vDr-1383fDw+138-737.00000
WDXR108.0002.90-FFFVVV26.00%-Sjahkdar3sIe-1383eOq+138-330.00000
D-2ATC75.0009.20-QQFF89.30%-EmyhrOAJ--5.40%5.400%213.00000
X-1ALR67.6001.60-DDFF42.30%-Hbqsprin3gLt-2053wJe+205-422.00000
KASJ36.9002.30-MMM-III-97.00%-Cffxzrbr3dYk-3753rMl+375-347.00000
CWGA73.80038.90-L-Q-2.00%-Fjxwyyrp3eFw-9653rWn+839-91.99000
XcvNUF39.930--SUQP--------Retained
AISZ91.0009.70-WW-UU-35.00%-Espzdien3eMs-6503mHy+634-55.00000
Tranche Comments
W: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144D/Zko J; V-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144H/Yad N; X-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144J/Epc W; D-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144M/Wbk S; A: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144H/Uos M; K: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144P/Fbl L; A: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144E/Lix X; C: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144T/Hpn L; Xcv: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144C/Ntf L;
Deal Comments
Gsj-Rczz Gxxqsie 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 11, 2018