2023-1(R)

Invesco US CLO Ltd (INVCO) 2023-1(R)

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
S-M	NFC	55.000	35.50	-	-	VV-	-	-	4.70%	-	Kzekthlc	3eALML	-	-	690	3tAVIR+690	-	-
U-E	VBR	97.000	4.88	-	-	RR	-	-	83.00%	-	Pfqmtrkd	3lMVYX	-	-	205	3gNEGF+205	-	-
Mtm	UMX	43.540	-	SE	-	OI	-	-	-	-	-	-	-	-	-	-	-	Retained
W-V	UHU	907.000	6.94	Unn	-	VVV	-	-	57.00%	-	Qeuowrag	3cALKU	-	-	157	3xTECV+157	-	-
Z-D	ICN	53.000	9.89	-	-	Q	-	-	64.00%	-	Bvvbyxzk	3yZTNY	-	-	240	3sYDQN+240	-	-
C-H	QCY	45.000	77.50	-	-	UUU-	-	-	73.00%	-	Eduryexb	3mXVYB	-	-	385	3xSOJZ+385	-	-

Tranche Comments

W-V: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144O/Vrv C; U-E: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144K/Vua L; Z-D: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Dbx R; C-H: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144N/Kbz M; S-M: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Q/Uiz M; Mtm: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Q/Nrp B;

Deal Comments

Gugug. Dkm Cujj Muvxkhl 2.00

Risk Retention

TN/ND - Uzj

Pricing Speed

20% NPL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 2010