Invesco Euro CLO DAC (INVSC) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1REUR214.4003.40Aaa-AAA--Floating3mEu-653mEu+65-100.00000
A2REUR30.0003.40Aaa-AAA--Fixed---0.80%--
BREUR41.2005.10Aa2-AA--Floating3mEu-1253mEu+125-100.00000
CREUR26.4005.70A2-A--Floating3mEu-1903mEu+190-100.00000
DREUR25.6006.20Baa3-BBB---Floating3mEu-2903mEu+290-100.00000
Tranche Comments
A1R: First Pay: 2021-04-15; A2R: First Pay: 2021-04-15; BR: First Pay: 2021-04-15; CR: First Pay: 2021-04-15; DR: First Pay: 2021-04-15;
Deal Comments
Partial Refinancing. Non Call Period: 0.8
Risk Retention
Invesco European RR LP in its capacity as Manager Originator will continue to retain a horizontal strip for the purposes of satisfying EU/UK Retention Requirements
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2023
Refinancing
Yes