AB CarVal Euro CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CarVal Investors LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Y-1	VZL	65.000	6.40	-	LLL	III	55.00%	-	Ldcumpvh	3iNb	-	-	138	3nPj+138	-	595.00000
F-2	XOV	22.000	2.70	-	BB	GG	30.80%	-	Mmxsk	EPO	-	-	-	5.40%	5.400%	138.00000
B	EYG	45.900	6.20	-	GGG-	DDD-	96.00%	-	Sfuxumws	3lMe	-	-	375	3iWe+375	-	267.00000
B	IBM	992.000	1.90	-	OOO	UUU	56.00%	-	Kbxleikq	3mTi	-	-	138	3gKe+138	-	695.00000
U-1	ZSS	19.300	4.60	-	KK	HH	26.90%	-	Vqpbmrtj	3gSy	-	-	205	3pZg+205	-	197.00000
U	AUH	86.500	1.90	-	W	X	47.00%	-	Hcbpqcvl	3xZh	-	-	250	3zKb+250	-	545.00000
I	QPS	71.500	21.90	-	A-	J-	7.00%	-	Vddwukxs	3fTk	-	-	965	3bTm+839	-	16.19000
M	DYH	30.000	2.30	-	DD-	DD-	24.00%	-	Jcobfcbo	3bJf	-	-	650	3aIt+634	-	61.00000
Fmw	ZFC	82.630	-	-	WC	VK	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144N/Mot U; Y-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Q/Fcl F; U-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144A/Bxa P; F-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144K/Ore J; U: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144L/Gww Y; B: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144I/Bva Q; M: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144P/Zae W; I: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Z/Upo A; Fmw: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144C/Hst L;

Deal Comments

Aqy-Jkxx Zbelqaz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2002