Invesco Euro CLO DAC (INVSC) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR1.750--AAAAAA--Floating3mEu-403mEu+40-100.00000
AEUR244.000--AAAAAA--Floating3mEu-933mEu+93-100.00000
B-1EUR32.000--AAAA--Floating3mEu-1703mEu+170-100.00000
B-2EUR15.000--AAAA--Fixed---1.950%-100.00000
CEUR27.000--AA--Floating3mEu-2253mEu+225-100.00000
DEUR24.000--BBBBBB---Floating3mEu-3103mEu+310-100.00000
EEUR21.000--BB-BB---Floating3mEu-5753mEu+535-97.00000
FEUR9.500--B-B---Floating3mEu-8303mEu+743-94.00000
SubEUR36.000-------------
Tranche Comments
X: First Pay: 2020-10-15; Redemption: 2022-04-15; A: First Pay: 2020-10-15; Redemption: 2022-04-15; B-1: First Pay: 2020-10-15; Redemption: 2022-04-15; B-2: First Pay: 2020-10-15; Redemption: 2022-04-15; C: First Pay: 2020-10-15; Redemption: 2022-04-15; D: First Pay: 2020-10-15; Redemption: 2022-04-15; E: First Pay: 2020-10-15; Redemption: 2022-04-15; F: First Pay: 2020-10-15; Redemption: 2022-04-15; Sub: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2024