Invesco Euro CLO DAC (INVSC) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR1.5001.40AaaAAA---Floating3mEu-453mEu+45-100.00000
AEUR248.0005.80AaaAAA-38.00%-Floating3mEu-973mEu+97-100.00000
B1EUR28.5007.30Aa2AA-28.00%-Floating3mEu-1703mEu+170-100.00000
B2EUR11.5007.30Aa2AA-28.00%-FixedYLD--2.10%2.100%100.00000
CEUR28.0008.00A2A-21.00%-Floating3mEu-2253mEu+225-100.00000
DEUR24.0008.50Baa3BBB-15.00%-Floating3mEu-3403mEu+340-100.00000
EEUR20.0009.00Ba2BB--10.00%-Floating3mEu-6203mEu+606-99.00000
FEUR12.0009.50B2B--7.00%-Floating3mEu-9153mEu+868-97.00000
EquityEUR39.500-------------
Tranche Comments
X: First Pay: 2021-11-15; Redemption: 2023-08-15; A: First Pay: 2021-11-15; Redemption: 2023-08-15; B1: First Pay: 2021-11-15; Redemption: 2023-08-15; B2: First Pay: 2021-11-15; Redemption: 2023-08-15; C: First Pay: 2021-11-15; Redemption: 2023-08-15; D: First Pay: 2021-11-15; Redemption: 2023-08-15; E: First Pay: 2021-11-15; Redemption: 2023-08-15; F: First Pay: 2021-11-15; Redemption: 2023-08-15; Equity: First Pay: 2021-11-15; Redemption: 2023-08-15;
Deal Comments
Non-Call Period: 2.00
Originator(s)
Invesco
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Feb 15, 2026
Reset
Yes