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
B-1	WGW	42.000	1.20	-	LLL	OOO	61.00%	-	Ucykdypw	3bJl	-	-	138	3jHq+138	-	622.00000
N	DPA	485.000	8.30	-	PPP	TTT	84.00%	-	Rvjfmyrp	3cAw	-	-	138	3cXr+138	-	154.00000
E-1	OYX	93.600	6.40	-	VV	XX	79.10%	-	Ieqytcvu	3aNs	-	-	205	3aJk+205	-	586.00000
O-2	VIA	72.000	9.60	-	RR	WW	62.80%	-	Awyux	OPA	-	-	-	5.40%	5.400%	527.00000
Z	MHO	61.600	8.70	-	Z	R	86.00%	-	Dsxzhafq	3rNa	-	-	250	3bOz+250	-	868.00000
Y	YIC	53.700	2.70	-	JJJ-	TTT-	43.00%	-	Qraecanv	3nXc	-	-	375	3rEz+375	-	174.00000
U	AUP	77.800	30.80	-	S-	I-	6.00%	-	Llhqkknn	3oXu	-	-	965	3wHx+839	-	82.34000
T	JEH	26.000	5.40	-	TT-	MM-	89.00%	-	Zbvolstl	3sKu	-	-	650	3iXv+634	-	92.00000
Rur	DOP	54.830	-	-	UK	FH	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144N/Det V; B-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144O/Mmn Q; E-1: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Y/Kjq O; O-2: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144Q/Yfb D; Z: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144O/Bam W; Y: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144P/Bki M; T: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144T/Mid I; U: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144D/Heo G; Rur: First Pay: 2025-02-15; Redemption: 2026-03-02; Registration: 144M/Wkm U;

Deal Comments

Wjh-Kvjj Sergjzf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2023