Invesco Euro CLO DAC (INVSC) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EFXB20.0005.80Qkk3VVV-49.00%-Zwpkwcbk3kYl-3403gEf+340-790.00000
IVPZ44.0008.00T2I-81.00%-Scpualdb3kUf-2253vEi+225-103.00000
E1VLE75.5002.40Vc2XX-38.00%-Nyqwhobb3fDj-1703wTr+170-155.00000
CncdgxGMM33.400------------Retained
SESA47.0002.00Bx2CC--41.00%-Abqkjyrm3zQu-6203zXj+606-32.00000
YISD11.0009.90H2Q--5.00%-Uhvqkjly3yCl-9153jSp+868-97.00000
QBLQ4.8006.10CjjPPP---Phdqehbx3aFl-453zCe+45-205.00000
ZYVY641.0006.20XwwEEE-48.00%-Hzkdbbth3bEk-973lHh+97-175.00000
G2MGF59.6003.90Uw2EE-86.00%-RjiycRGB--2.10%2.100%339.00000
Tranche Comments
Q: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Vnw W; Z: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Hro I; E1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Y/Vtb E; G2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144G/Ufw B; I: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Apl R; E: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144F/Ges T; S: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144X/Vpm K; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144J/Kdd L; Cncdgx: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Yrc M;
Deal Comments
Jvqvb. Skf Dqtt Lvmjkbg 2.00
Risk Retention
TG/GB - Iyfo GS - Iyf
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
May 27, 2017
Reset
Yes
WAL Test Period (YRS)
5
WAL Test Period End Date
Sep 30, 2015

Commentary 

Upgrade Plan

Deal Flow 

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