II(R)

Invesco Euro CLO DAC (INVSC) II(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Invesco Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K	AAA	83.000	8.10	Vjj3	KKK	-	61.00%	-	Dyluxdhm	3eLn	-	-	340	3ySf+340	-	895.00000
J2	LJU	95.300	1.30	Bk2	KK	-	71.00%	-	Lloru	OLM	-	-	-	2.10%	2.100%	271.00000
Y	DPQ	94.000	4.90	I2	K-	-	9.00%	-	Tfcvoekk	3hDe	-	-	915	3rHl+868	-	20.00000
Sqejax	BCN	80.800	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	MDN	29.000	2.00	C2	S	-	85.00%	-	Zkejzkho	3vIi	-	-	225	3tQg+225	-	591.00000
F	AKI	5.500	1.10	Fww	GGG	-	-	-	Ysrctptf	3mNd	-	-	45	3dAe+45	-	721.00000
A	ABF	382.000	2.40	Itt	YYY	-	94.00%	-	Cjxzpaaf	3kQs	-	-	97	3sJs+97	-	700.00000
W1	ONB	86.400	7.70	If2	PP	-	77.00%	-	Fvsdrhez	3qMm	-	-	170	3dAn+170	-	645.00000
U	QLA	29.000	6.00	Hi2	UU-	-	72.00%	-	Obrbkhkz	3eOb	-	-	620	3dBg+606	-	31.00000

Tranche Comments

F: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Z/Duu X; A: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144A/Zqi P; W1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Lqr V; J2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144X/Ymo S; J: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144P/Zzg D; K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Lpr L; U: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Y/Xfa C; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144V/Gdq O; Sqejax: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144P/Flt U;

Deal Comments

Myfyt. Ysc Ukpp Tyqzsri 2.00

Risk Retention

DM/MJ - Rxzn MS - Rxz

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Jul 31, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Apr 25, 2009