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
T1	QDN	18.700	4.70	Se2	YY	-	28.00%	-	Mwmrhkws	3jAn	-	-	170	3wEa+170	-	268.00000
R	ESF	61.000	7.80	Woo3	UUU	-	95.00%	-	Swpsepua	3hUa	-	-	340	3zWm+340	-	508.00000
E	ANK	81.000	9.00	Yo2	AA-	-	30.00%	-	Brocqtxx	3mIv	-	-	620	3vRm+606	-	17.00000
S	BHK	51.000	9.70	L2	E-	-	2.00%	-	Epffcily	3nJa	-	-	915	3gXh+868	-	14.00000
K	ADL	965.000	3.60	Fuu	MMM	-	39.00%	-	Axmetxxx	3bTn	-	-	97	3zXc+97	-	969.00000
K	XLR	1.200	6.30	Rhh	XXX	-	-	-	Jdblhfes	3pRj	-	-	45	3mYe+45	-	113.00000
T2	LHP	79.600	9.50	Oz2	NN	-	87.00%	-	Kgiqg	NYY	-	-	-	2.10%	2.100%	132.00000
Y	CTX	70.000	7.00	G2	H	-	34.00%	-	Wvekhbvy	3vHr	-	-	225	3lNw+225	-	979.00000
Mojcnt	TKT	82.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144E/Ids G; K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144O/Vkp K; T1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Hmc X; T2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144W/Xiw H; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Pug Z; R: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144M/Vnl N; E: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144O/Obo S; S: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Z/Zjy Y; Mojcnt: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144V/Yyd G;

Deal Comments

Eyvyu. Meh Zauu Dyjqecr 2.00

Risk Retention

WU/UE - Nxnd UD - Nxn

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

May 16, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Aug 12, 2010