Limerock CLO (LROCK) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Invesco Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W	GZW	67.960	-	-	GGG	-	-	-	-	-	Emvomoce	3yQ	-	-	-	3jD+325	-	-
Z-1	AUQ	49.500	-	-	XX	-	-	-	-	-	Obopcall	3yP	-	-	-	3qK+210	-	-
Q-2	ZZG	3.700	-	-	N	-	-	-	-	-	Iaifz	-	-	-	-	0.052%	-	-
Cmzcul	ZWN	31.220	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	PUY	709.180	-	-	HHH	-	-	-	-	-	Svuaexqb	3jR	-	-	-	3eG+150	-	-
I-1	OAX	60.000	-	-	H	-	-	-	-	-	Pfhkroed	3eR	-	-	-	3yS+285	-	-
V	FYA	86.360	-	-	FF	-	-	-	-	-	Jksjsoyr	3wQ	-	-	-	3hC+450	-	-
P-2	OPY	31.000	-	-	NN	-	-	-	-	-	Ouxom	-	-	-	-	0.044%	-	-
S	PCT	30.000	-	-	C	-	-	-	-	-	Pddxmsds	3tY	-	-	-	3lX+550	-	-

Tranche Comments

I: Registration: 144V/Hhq V; Z-1: Registration: 144G/Osa N; P-2: Registration: 144J/Ais N; I-1: Registration: 144L/Ocx N; Q-2: Registration: 144M/Kwp S; W: Registration: 144D/Aww J; V: Registration: 144A/Weu U; Cmzcul: Registration: 144C/Zki Y; S: Registration: 144F/Guf V;