Invesco Euro CLO DAC (INVSC) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.0005.90Aaa-AAA38.00%-Floating3mEu-993mEu+99-100.00000
B-1EUR21.0007.60Aa2-AA29.00%-Floating3mEu-1803mEu+180-100.00000
B-2EUR15.0007.60Aa2-AA29.00%-FixedYLD--2.10%2.100%100.00000
CEUR28.0008.30A2-A22.00%-Floating3mEu-2353mEu+235-100.00000
DEUR29.0008.90Baa3-BBB-14.75%-Floating3mEu-3453mEu+345-100.00000
EEUR20.0009.60Ba3-BB-9.75%-Floating3mEu-6453mEu+624-98.50000
FEUR12.00010.10B3-B-6.75%-Floating3mEu--3mEu+940-96.00000
SubEUR34.450-NR-NR--------95.00000
Tranche Comments
A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; B-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; B-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; C: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S; Sub: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026