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
N	SDQ	3.000	5.50	-	TTT	DDD	-	-	Gezycvto	3mCp	-	-	72	3tRn+72	-	-
P-1PA	YKK	52.500	7.70	-	BBB	ZZZ	31.00%	-	Zjcwzjox	3xMp	-	-	138	3bBk+138	-	-
OX	DOW	55.100	4.40	-	D	C	84.50%	-	Qujbriyh	3rAn	270-280	-	300	3aHp+300	-	-
V-1A	FCN	58.800	7.30	-	EE	II	44.99%	-	Lvhxwtkf	3qUq	220-230	-	230	3oRn+230	-	-
WH	XWA	61.000	3.70	-	II-	PP-	43.40%	-	Ihxyvrnh	3lWw	700s	-	709	3zDj+709	-	-
FQ	SSF	94.000	5.90	-	K-	J-	8.89%	-	Qwqmmyjk	3eDk	Uhe 1000q	-	910	3hKt+910	-	-
K-2K	MVH	61.000	5.50	-	FF	EE	41.67%	-	Nwyhk	NOV	Grf 5.00%	-	-	5.50%	-	-
MC	KSS	930.000	1.60	-	YYY	YYY	51.00%	-	Kwlvubqw	3jKq	138	-	138	3sPq+138	-	-
A-2M	ITU	43.900	5.80	-	PPP	CCC	46.00%	-	Iyjjquyq	3cUu	-	-	138	3jMr+138	-	-
JK	YBA	36.000	5.00	-	UUU-	III-	78.00%	-	Peqossrk	3mCg	375-400	-	425	3yWd+425	-	-

Tranche Comments

N: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Ive A; MC: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Zpe S; P-1PA: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Pnf V; A-2M: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Cxq D; V-1A: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144H/Fcd Y; K-2K: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144L/Xvd T; OX: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Q/Uzs X; JK: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Ftc T; WH: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144P/Zua A; FQ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Z/Ool E;

Deal Comments

Uxhxw. Lph Tgvv Oxxhpqu 1.5

Risk Retention

AV/VN - Dmvbpmezki

Pricing Speed

20 LDR

Reinvestment Period (YRS)

4.2

Reinvestment Period End Date

Mar 9, 2011

WAL Test Period (YRS)

8.6