Invesco Euro CLO DAC

Deals

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
U-1UA	ASI	86.200	5.10	-	JJJ	HHH	56.00%	-	Guvmzmye	3aXu	-	-	138	3hOn+138	-	-
KQ	BOU	884.000	5.60	-	QQQ	JJJ	48.00%	-	Ezdveuzw	3rEd	138	-	138	3dNz+138	-	-
MN	TSC	81.200	3.90	-	L	P	42.20%	-	Abwpobuj	3hLt	270-280	-	300	3tKd+300	-	-
T	BBR	2.000	1.30	-	MMM	GGG	-	-	Beqcbuqa	3wNm	-	-	72	3sQw+72	-	-
O-1U	LXB	30.200	1.50	-	NN	WW	61.56%	-	Jdjoapms	3mCw	220-230	-	230	3mTx+230	-	-
YD	HFX	61.000	1.50	-	JJ-	EE-	41.30%	-	Lvwfdbec	3lJj	700d	-	709	3jCi+709	-	-
K-2G	PGG	99.800	2.90	-	OOO	NNN	27.00%	-	Gbxsowrf	3hOf	-	-	138	3mYa+138	-	-
WB	POV	61.000	2.00	-	LLL-	QQQ-	93.00%	-	Qazkrtag	3dEo	375-400	-	425	3jPb+425	-	-
Y-2Q	OND	10.000	6.40	-	FF	UU	70.58%	-	Ivhyn	NGZ	Ogh 5.00%	-	-	5.50%	-	-
HZ	JIK	67.000	1.30	-	I-	S-	1.47%	-	Gqsejoki	3lKf	Nbj 1000a	-	910	3wRu+910	-	-

Tranche Comments

T: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144V/Vfm U; KQ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Q/Glg Z; U-1UA: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144P/Qyj Z; K-2G: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144W/Xpz Y; O-1U: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Q/Mwt W; Y-2Q: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144I/Qjk H; MN: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144D/Thv N; WB: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Dnk Y; YD: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144L/Rzd S; HZ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144V/Tub Q;

Deal Comments

Uhqhs. Eem Nmee Shjieug 1.5

Risk Retention

VP/PS - Scwidccjbe

Pricing Speed

20 ZZB

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Jan 25, 2021

WAL Test Period (YRS)

1.4