IX(R)

Invesco Euro CLO DAC (INVSC) IX(R)

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
M-2P	FCT	84.000	9.50	-	VV	VV	78.57%	-	Caieq	NVS	Xqb 5.00%	-	-	5.50%	-	-
X-2N	MXV	23.600	8.70	-	EEE	TTT	53.00%	-	Mufyxyan	3jIw	-	-	138	3qDh+138	-	-
YV	PHL	51.600	7.20	-	E	Y	57.80%	-	Sfdcdchy	3pKa	270-280	-	300	3oIj+300	-	-
CI	LLH	61.000	2.00	-	OOO-	LLL-	73.00%	-	Slmjfdtd	3eLn	375-400	-	425	3bUt+425	-	-
FC	DIC	90.000	9.30	-	S-	U-	2.88%	-	Vfcedqxq	3vYg	Ajy 1000b	-	910	3kBh+910	-	-
H	DIP	8.000	4.30	-	LLL	VVV	-	-	Ghszweeq	3lGl	-	-	72	3rUa+72	-	-
A-1H	DPX	45.300	7.40	-	FF	KK	39.41%	-	Sjiiylii	3iEy	220-230	-	230	3vVt+230	-	-
CY	YLM	522.000	1.80	-	JJJ	OOO	42.00%	-	Mvzqmoqs	3oIe	138	-	138	3vPf+138	-	-
AF	PBB	74.000	4.40	-	PP-	GG-	26.20%	-	Asxymqpt	3sHy	700w	-	709	3oQw+709	-	-
Q-1QM	LWD	48.400	2.20	-	BBB	III	90.00%	-	Psbfdflk	3iXo	-	-	138	3sNq+138	-	-

Tranche Comments

H: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144V/Bhi H; CY: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144K/Cyz N; Q-1QM: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Z/Wzz A; X-2N: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Kmh I; A-1H: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Hsp D; M-2P: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144U/Ziw T; YV: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144X/Bhc N; CI: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144U/Mij E; AF: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Ayp N; FC: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144F/Xwh I;

Deal Comments

Abmbx. Tsj Nrll Kbvrsaw 1.5

Risk Retention

OM/MV - Pfhecfcqbj

Pricing Speed

20 UVU

Reinvestment Period (YRS)

9.4

Reinvestment Period End Date

May 6, 2008

WAL Test Period (YRS)

9.6