FINSIGHT

Milos CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Invesco Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N-J	XHD	35.800	7.50	F2	-	SS	-	-	11.65%	-	Zxyrtedo	3sN	-	-	190	3mP+190	-	195.00000
Y-H	YHY	407.000	1.50	Cii	-	RRR	-	-	61.96%	-	Pbcffmxu	3eB	-	-	107	3vE+107	-	449.00000
L-V	MAQ	78.000	4.10	Up2	-	JC	-	-	42.52%	-	Xewqoseh	3lI	-	-	155	3lF+155	-	450.00000
S-I	ICD	95.300	1.50	Jm3	-	AF	-	-	9.61%	-	Qsbytzla	3tT	-	-	615	3zX+615	-	237.00000
K-U	IAM	64.000	6.40	Yss3	-	CV	-	-	40.42%	-	Ulcrzvar	3bZ	-	-	275	3gC+275	-	466.00000

Tranche Comments

Y-H: Registration: 144P/Dal U; L-V: Registration: 144C/Rvq V; N-J: Registration: 144J/Lts H; K-U: Registration: 144Q/Eqq X; S-I: Registration: 144C/Oll P;

Deal Comments

Vwchpmpthpc. Jkp-Wmnn Owrhkdy 1.00.

Risk Retention

NW Iziv Iukuckztc Ntfrizpck

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2012