FINSIGHT

Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	180.000	5.80	-	AAA	AAA	39.50%	-	Floating	3mEu	185	165	3mEu+165	-	100.00000
A Loan	EUR	62.000	5.80	-	AAA	AAA	39.50%	-	Floating	3mEu	185	165	3mEu+165	-	100.00000
B	EUR	40.000	7.50	-	AA	AA	29.50%	-	Floating	3mEu	265-275	300	3mEu+300	-	100.00000
C	EUR	23.500	8.10	-	A	A	23.63%	-	Floating	3mEu	365-375	400	3mEu+400	-	100.00000
D	EUR	26.000	8.60	-	BBB-	BBB-	17.13%	-	Floating	3mEu	600a	600	3mEu+600	-	100.00000
E	EUR	20.500	9.20	-	BB-	BB-	12.00%	-	Floating	3mEu	875	850	3mEu+691	-	91.00000
F	EUR	0.000	-	-	B-	B-	-	-	-	-	-	-	-	-	Retained
Sub	EUR	43.250	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S; A Loan: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S; B: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S; C: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S; D: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S; E: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S; F: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S; Sub: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5

Reinvestment Period (YRS)

4.6

Invesco Ltd