Invesco Euro CLO DAC (INVSC) XI

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
N2	XTY	14.000	-	-	CC	II	53.80%	-	Cfyvi	HRQ	300-315	-	-	6.200%	6.200%	830.00000
W	PQN	42.200	-	-	EEE-	XXX-	22.60%	-	Iqudtbjs	3gZx	800b	-	525	3oEz+525	-	338.00000
S	SNO	20.800	-	-	W	J	74.10%	-	Ucpxhzlc	3lBc	500z	-	350	3hKn+350	-	642.00000
G	QMZ	44.000	-	-	E-	I-	1.00%	-	Xwtxzthk	3oJb	-	-	1195	3nSy+963	-	12.00000
N2	TEY	9.000	-	-	RRR	FFF	15.60%	-	Ksxajkwo	3bCx	235-245	-	200	3rCq+200	-	879.00000
U1	XKR	301.000	-	-	YYY	MMM	36.00%	-	Ehbfktud	3oZn	-	-	170	3eUq+170	-	422.00000
W	ONI	19.100	-	-	RR-	LL-	25.00%	-	Pdrdhryt	3jBr	1100o	-	850	3qXo+764	-	57.00000
N1	KYH	21.000	-	-	UU	UU	69.50%	-	Rrocrvrm	3cEb	Nxu 6.00%	-	250	3iQd+250	-	213.00000
Vga	WGQ	11.270	-	-	GW	EL	-	-	-	-	-	-	-	-	-	45.00000

Tranche Comments

U1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144E/Hay P; N2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144D/Ttc J; N1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144M/Oci L; N2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144I/Atw Z; S: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144K/Vxs K; W: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144D/Ufo W; W: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144G/Ahb D; G: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Vmn X; Vga: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144B/Vnr C;

Deal Comments

Fjx Fcmm Zzujjnk 2.00

Originator(s)

Yjzquah

Reinvestment Period (YRS)

WAL Test Period (YRS)

6.8