Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	3.000	1.60	-	AAA	AAA	-	-	Floating	3mEu	-	72	3mEu+72	-	-
AR	EUR	119.000	5.90	-	AAA	AAA	38.00%	-	Floating	3mEu	-	138	3mEu+138	-	-
A-1LR	EUR	64.500	5.90	-	AAA	AAA	38.00%	-	Floating	3mEu	-	138	3mEu+138	-	-
A-2R	EUR	64.500	5.90	-	AAA	AAA	38.00%	-	Floating	3mEu	-	138	3mEu+138	-	-
B-1R	EUR	32.600	7.90	-	AA	AA	27.35%	-	Floating	3mEu	-	230	3mEu+230	-	-
B-2R	EUR	10.000	7.90	-	AA	AA	27.35%	-	Fixed	YLD	-	-	5.50%	-	-
CR	EUR	23.400	8.50	-	A	A	21.50%	-	Floating	3mEu	-	300	3mEu+300	-	-
DR	EUR	26.000	9.00	-	BBB-	BBB-	15.00%	-	Floating	3mEu	-	425	3mEu+425	-	-
ER	EUR	18.000	9.50	-	BB-	BB-	10.50%	-	Floating	3mEu	-	709	3mEu+709	-	-
FR	EUR	15.000	9.80	-	B-	B-	6.75%	-	Floating	3mEu	-	910	3mEu+910	-	-

More Details

Tranche Comments

X: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; AR: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; A-1LR: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; A-2R: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; B-1R: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; B-2R: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; CR: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; DR: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; ER: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S; FR: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 1.5

Risk Retention

EU/UK - Horizontal

Pricing Speed

20 CPR

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Apr 20, 2029

WAL Test Period (YRS)

8.5

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	YEG	152.000	-	-	RRR	DDD	-	-	Pxsqskqw	3fVb	111	111	3sRy+111	-	378.00000
T	QYH	82.000	-	-	UU-	WW-	-	-	Ephmlxhu	3pRw	670	670	3sHy+631	-	53.00000
H	BVH	8.600	-	-	KKK	BBB	-	-	Nxvzazzo	3tHc	70	70	3rCn+70	-	920.00000
H	HHD	82.000	-	-	S	N	-	-	Guesocbs	3rJo	250	250	3mLq+250	-	977.00000
O	KIU	58.000	-	-	NN	KK	-	-	Dcvxhudb	3aMl	200	200	3xGj+200	-	843.00000
F	GSD	83.700	-	-	A-	A-	-	-	Hfhsktbn	3zDm	1000h	1075	3wCb+850	-	13.30000
W	SSI	73.000	-	-	RRR-	QQQ-	-	-	Gqywfeju	3zXo	350-360	385	3dHc+385	-	346.00000
Dpt	SVN	31.836	-	-	DP	KC	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

H: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144W/Riv T; B: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Mrh B; O: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144U/Gpw H; H: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144N/Wyx A; W: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144N/Axh U; T: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144M/Zqa D; F: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Vip Q; Dpt: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144J/Rvj J;

Deal Comments

Dmkmg. Mbp Inff Vmswbgx 1.00

Risk Retention

FO - Hnw

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Nov 5, 2003

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	PWT	85.100	-	Yaa3	-	SSS-	-	-	Chobbzzv	3yJx	-	410	3hTh+410	-	160.00000
Q	JPM	85.400	-	Nh3	-	LL-	-	-	Hlvjetvv	3oAs	-	720	3jBy+710	-	53.70000
H	EQY	33.300	-	A2	-	S	-	-	Ghcsspzl	3aNc	-	280	3kYe+280	-	229.00000

More Details

Tranche Comments

H: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144Q/Hcf R; Comments: Zyrrsy Cgryj 7/25/2024; R: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144W/Ges N; Comments: Ezqqgz Lfqzy 6/14/2024; Q: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144B/Ckf R; Comments: Qryygr Pbyro 6/14/2024;

Deal Comments

Vywytutbytx. Met-Qunn Yyhyebm 1.00

Risk Retention

IQ - Ihh

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2014

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	NVZ	80.000	9.80	-	QQQ	III	46.00%	-	Zezzksdo	3sPx	-	175	3jDc+175	-	343.00000
K	MYD	38.400	5.10	-	JJJ-	FFF-	97.20%	-	Fzsoxlrl	3cDt	-	410	3mEq+410	-	673.00000
A	AFJ	8.000	2.40	-	XXX	SSS	-	-	Hxbhwkyz	3mJc	-	50	3bPd+50	-	426.00000
E-1	OPH	255.000	9.00	-	MMM	JJJ	26.00%	-	Edlrmrxz	3zDl	-	146	3aCd+146	-	386.00000
Cny	CEC	65.900	-	-	IU	WF	-	-	-	-	-	-	-	-	Retained
Z	SFR	69.000	1.60	-	GG	TT	28.00%	-	Wcadavol	3bQp	-	225	3cVm+225	-	809.00000
T	PWE	46.300	2.30	-	M	G	54.96%	-	Yzhfvmiw	3dYk	-	285	3oDz+285	-	967.00000
A	AQU	71.600	36.80	-	H-	M-	5.90%	-	Zwryrzfq	3xXu	-	1020	3iHo+837	-	26.60000
B	JZN	79.400	42.00	-	FF-	KK-	92.00%	-	Hyramlxg	3vOu	-	725	3mIh+701	-	39.40000

More Details

Tranche Comments

A: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144T/Wri K; E-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144G/Nli A; Q-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144K/Hyy R; Z: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144O/Qiw H; T: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144P/Xsj A; K: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144X/Obk D; B: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144L/Yvx V; A: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144N/Wdo E; Cny: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144D/Anr X;

Deal Comments

Vvc-Xypp Phbqvgx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 1997

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	AYM	11.900	-	-	L	H	56.50%	-	Apjywmzh	3hAz	-	350	3eDa+350	-	741.00000
Oib	KZY	73.250	-	-	TG	OF	-	-	-	-	-	-	-	-	66.00000
B1	DFZ	84.000	-	-	ZZ	EE	69.60%	-	Mrxzmvwo	3nKx	-	250	3mPr+250	-	429.00000
M	FNJ	56.400	-	-	KK-	II-	91.00%	-	Efhvtqyz	3sTc	-	850	3rMc+764	-	22.00000
I2	GCJ	22.000	-	-	UU	YY	30.60%	-	Fuscv	QOR	-	-	6.200%	6.200%	877.00000
I2	SWM	9.000	-	-	VVV	RRR	99.30%	-	Fzvbpcub	3zDl	-	200	3nKp+200	-	532.00000
N	OUM	61.100	-	-	NNN-	XXX-	60.10%	-	Kdxqobpz	3hYa	-	525	3eUm+525	-	176.00000
G1	TNJ	611.000	-	-	PPP	PPP	91.00%	-	Rlebdsfe	3xCa	-	170	3dMg+170	-	102.00000
F	SNZ	77.000	-	-	E-	V-	6.00%	-	Czverqeu	3vSk	-	1195	3lWx+963	-	52.00000

More Details

Tranche Comments

G1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144N/Gki G; I2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Z/Mlk A; B1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144G/Fse M; I2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144K/Uun Q; C: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144D/Qaq H; N: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144G/Riy N; M: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Q/Qjd D; F: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Z/Eyk W; Oib: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144M/Ilg G;

Deal Comments

Jov Tjhh Jemqodi 2.00

Originator(s)

Faqbmbj

Reinvestment Period (YRS)

WAL Test Period (YRS)

2.8

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	NJG	17.000	8.20	-	NN	AA	-	-	Bbhbjdnu	3wRf	-	325	3vQk+325	-	633.00000
U	ENU	68.000	4.80	-	X	F	72.00%	-	Nxvvdxpu	3mNs	-	450	3dKh+450	-	485.00000
D	PJL	32.000	4.20	-	C-	O-	2.00%	-	Cmulzcdc	3eUb	-	1175	3sTf+1006	-	75.00000
Z	KIV	79.000	1.10	-	WW-	ZZ-	19.00%	-	Fcwavzbh	3zLw	-	915	3kYb+781	-	83.20000
G-2	LZQ	93.000	8.70	-	CC	EE	69.80%	-	Xhrww	XTC	-	-	6.90%	-	448.00000
Ltn	BUX	55.100	-	-	WL	UZ	-	-	-	-	-	-	-	-	Retained
V	VYO	546.000	3.80	-	KKK	SSS	86.00%	-	Wlmqjxnh	3hVm	-	188	3yEi+188u	-	965.00000
W	LQW	63.000	4.20	-	ZZZ	NNN-	77.20%	-	Wmkhlmla	3hPz	-	640	3iBb+640	-	838.00000

More Details

Tranche Comments

V: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144B/Ett Y; G-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144D/Utp L; G-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144W/Pkb L; U: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144O/Fnv B; W: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144F/Bdi J; Z: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144G/Rnc S; D: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144M/Gbk C; Ltn: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Q/Nds K;

Deal Comments

Lsb Sbjj Kymqsdz 2.00

Originator(s)

Tncfvrc

Reinvestment Period (YRS)

6.8

Reinvestment Period End Date

Aug 2, 2022

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	VMC	86.000	9.80	-	VVV-	JJJ-	11.25%	-	Jqqyriib	3yGs	600i	600	3iJm+600	-	304.00000
T Flxi	HTZ	99.000	3.60	-	KKK	JJJ	11.20%	-	Qyovcrji	3sEz	185	165	3nVr+165	-	211.00000
U	FOG	56.000	2.20	-	OO	DD	54.60%	-	Ljhzyeas	3sBu	265-275	300	3lKx+300	-	757.00000
Y	FTQ	63.900	9.90	-	LL-	RR-	51.00%	-	Isxketlp	3kQq	875	850	3rFf+691	-	41.00000
T	APW	4.000	-	-	R-	R-	-	-	-	-	-	-	-	-	Retained
Mye	XZX	56.640	-	-	TO	TF	-	-	-	-	-	-	-	-	Retained
W	LWA	95.100	5.80	-	N	T	70.34%	-	Cdyssakf	3cCn	365-375	400	3dDr+400	-	134.00000
D	WSY	848.000	8.70	-	HHH	VVV	70.50%	-	Mxwbqdxd	3rYt	185	165	3nGj+165	-	481.00000

More Details

Tranche Comments

D: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Y/Bsq H; T Flxi: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144W/Xrg R; U: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144E/Kjc C; W: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144I/Rdo W; Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144L/Dyq Q; Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144V/Yqb K; T: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Q/Pek B; Mye: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Gpn J;

Deal Comments

Ukh Wgww Jukukez 1.5

Reinvestment Period (YRS)

9.2

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	GKF	33.600	-	Wy2	-	II	-	-	Ncwsuxbs	3hKg	-	225	3xHh+225	-	665.00000
Mwl	GYN	38.600	-	BG	-	SQ	-	-	-	-	-	-	-	-	18.00000
V	QUU	59.600	-	Sff3	-	VVV-	-	-	Okzctzpx	3tSa	-	525	3hYw+525	-	586.00000
B	JEY	27.700	-	Jo3	-	YY-	-	-	Skkajvvi	3gRc	-	900	3dTh+795	-	90.60000
X	KZW	41.100	-	G3	-	Y-	-	-	Wlpvhbtm	3dIp	-	1050	3iLf+862	-	98.00000
U	MJK	758.000	-	Qll	-	OOO	-	-	Xjjchipg	3rNq	-	120	3xCt+120	-	247.00000
L-2	WGU	66.000	-	Eg2	-	ZZ	-	-	Eognl	LML	-	-	3.500%	3.500%	816.00000
U	PKU	77.100	-	K2	-	A	-	-	Sbljsbeo	3lYx	-	340	3xJq+340	-	838.00000

More Details

Tranche Comments

U: First Pay: 2023-01-25; Redemption: 2024-05-16; D-1: First Pay: 2023-01-25; Redemption: 2024-05-16; L-2: First Pay: 2023-01-25; Redemption: 2024-05-16; U: First Pay: 2023-01-25; Redemption: 2024-05-16; V: First Pay: 2023-01-25; Redemption: 2024-05-16; B: First Pay: 2023-01-25; Redemption: 2024-05-16; X: First Pay: 2023-01-25; Redemption: 2024-05-16; Mwl: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Zzv Jobb Nfhhzeg 2.00

Risk Retention

PF - Jfx

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jul 2, 2024

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	PNL	56.000	24.80	L3	-	D-	3.43%	-	Dylkewcj	3tIi	-	-	3zUx+940	-	35.00000
M	JNQ	835.000	4.60	Zyy	-	EEE	28.00%	-	Opyxlzxf	3tHu	-	99	3zJa+99	-	473.00000
D-1	GPM	59.000	5.80	Qk2	-	LL	32.00%	-	Cwrvrhum	3kCy	-	180	3gQn+180	-	787.00000
H-2	IMA	10.000	6.20	Ja2	-	II	35.00%	-	Phgol	QEJ	-	-	2.10%	2.100%	798.00000
K	LTL	51.000	6.30	Huu3	-	XXX-	98.32%	-	Dbqzqykj	3aNl	-	345	3nCk+345	-	553.00000
G	EUI	84.000	6.30	J2	-	H	87.00%	-	Hyfjvdwx	3kXj	-	235	3aQr+235	-	771.00000
W	WNO	53.000	8.80	Ba3	-	EE-	8.54%	-	Ssblfybt	3fAv	-	645	3pFi+624	-	83.50000
Kjw	BXG	46.480	-	FR	-	KL	-	-	-	-	-	-	-	-	29.00000

More Details

Tranche Comments

M: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Hvn W; D-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Zbl F; H-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Vqu P; G: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144J/Inc P; K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Xrx Y; W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Qse W; A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144T/Lze T; Kjw: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Qqc W;

Deal Comments

Qqj Kzww Jhviqce 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 1995

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	NTG	556.000	1.40	Waa	III	-	51.00%	-	Kjxzlljr	3gFv	-	97	3nQr+97	-	351.00000
H	ESJ	13.000	1.00	Os2	ZZ-	-	91.00%	-	Tuyrbuvn	3yKr	-	620	3lZb+606	-	67.00000
R	XJZ	99.000	1.00	V2	Y	-	69.00%	-	Udhvvrpd	3hHy	-	225	3oYn+225	-	523.00000
B2	XKK	22.400	5.50	Gw2	KK	-	67.00%	-	Auggj	CLV	-	-	2.10%	2.100%	272.00000
I	ADU	8.500	8.90	Pvv	KKK	-	-	-	Efxvacom	3qLm	-	45	3hEw+45	-	717.00000
T1	SOK	22.200	9.80	Ee2	SS	-	56.00%	-	Eylhqphl	3aZh	-	170	3iHn+170	-	719.00000
Omskez	AJS	14.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	GLC	70.000	5.30	Jtt3	FFF	-	45.00%	-	Vwsxxhel	3vAt	-	340	3xJm+340	-	326.00000
L	CFV	79.000	6.70	L2	G-	-	7.00%	-	Icckrtbe	3pXk	-	915	3sBk+868	-	41.00000

More Details

Tranche Comments

I: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Qbu C; K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Wpn I; T1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Vxs J; B2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Gjg B; R: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144C/Gug U; Z: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Fkj G; H: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Ckq D; L: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144W/Ome M; Omskez: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144C/Uzq H;

Deal Comments

Lfgfb. Lgb Gfqq Gfevgls 2.00

Risk Retention

LG/GB - Yiea GY - Yie

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Sep 22, 2000

WAL Test Period (YRS)

WAL Test Period End Date

May 16, 2025