Invesco Euro CLO DAC (INVSC) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR1.2501.30Aaa-AAA--Floating3mEu-453mEu+45-100.00000
AEUR183.0005.30Aaa-AAA39.00%-Floating3mEu-1073mEu+107-100.00000
B1EUR16.3007.00Aa2-AA--Floating3mEu-1753mEu+175-100.00000
B2EUR10.0007.00Aa2-AA30.20%-Fixed---2.00%2.000%100.00000
CEUR20.2007.60A2-A23.50%-Floating3mEu-2703mEu+270-100.00000
DEUR21.8008.20Baa3-BBB-16.20%-Floating3mEu-3803mEu+380-100.00000
EEUR18.7008.90Ba3-BB-10.00%-Floating3mEu-6403mEu+581-96.00000
FEUR6.8009.40B3-B-7.70%-Floating3mEu-8753mEu+767-93.00000
SubEUR27.350-NR-NR--------Retained
Tranche Comments
X: First Pay: 2021-07-15; Redemption: 2022-07-15; A: First Pay: 2021-07-15; Redemption: 2022-07-15; B1: First Pay: 2021-07-15; Redemption: 2022-07-15; B2: First Pay: 2021-07-15; Redemption: 2022-07-15; C: First Pay: 2021-07-15; Redemption: 2022-07-15; D: First Pay: 2021-07-15; Redemption: 2022-07-15; E: First Pay: 2021-07-15; Redemption: 2022-07-15; F: First Pay: 2021-07-15; Redemption: 2022-07-15; Sub: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Horizontal/Originator