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
M	TXL	25.600	5.90	-	YYY-	FFF-	26.00%	-	Srcxlakf	3nMd	-	-	375	3pZo+375	-	710.00000
Sdc	QZK	72.990	-	-	YA	KI	-	-	-	-	-	-	-	-	-	Retained
U-1	ATC	47.400	1.80	-	WW	OO	30.50%	-	Scwlthyf	3pAw	-	-	205	3bTj+205	-	740.00000
E-1	MMN	65.000	4.10	-	LLL	XXX	65.00%	-	Xkvpmswo	3pGk	-	-	138	3lJw+138	-	466.00000
H	FSI	29.000	2.10	-	UU-	MM-	30.00%	-	Qczuvjvs	3fRs	-	-	650	3gTf+634	-	16.00000
Q	BZQ	51.900	32.10	-	K-	V-	3.00%	-	Lzrwurar	3tVz	-	-	965	3iWa+839	-	35.18000
J-2	EOC	63.000	7.30	-	QQ	KK	98.90%	-	Gpbgo	HKQ	-	-	-	5.40%	5.400%	650.00000
S	EQW	44.200	3.90	-	T	M	10.00%	-	Nwuflrxd	3sPz	-	-	250	3wOl+250	-	551.00000
C	JHM	446.000	1.10	-	AAA	RRR	34.00%	-	Vycvkvnj	3rOo	-	-	138	3sZd+138	-	468.00000

Tranche Comments

C: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144P/Itv M; E-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144C/Ddm K; U-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144H/Xzi I; J-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144U/Gwn N; S: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144N/Lqf M; M: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Q/Cyu H; H: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144T/Thw C; Q: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144U/Jfe A; Sdc: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144W/Afb Y;

Deal Comments

Wtj-Bqbb Oeyytjc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2014