Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EZ	ZBF	31.000	8.00	-	VVV-	NNN-	52.00%	-	Hfrfkwfo	3tNb	-	425	3zMa+425	-	-
NZ	ZGO	97.000	3.90	-	B-	P-	6.34%	-	Nzmesrwd	3dPy	-	910	3gEp+910	-	-
W-2B	XYC	77.000	6.50	-	JJ	BB	75.14%	-	Cktci	FBE	-	-	5.50%	-	-
EV	MLQ	81.100	3.90	-	A	I	34.70%	-	Iwtyzptt	3mJp	-	300	3cLd+300	-	-
R	VZY	8.000	5.10	-	DDD	III	-	-	Xxfzprbn	3yFq	-	72	3vCz+72	-	-
DT	ZCL	569.000	6.70	-	ZZZ	HHH	81.00%	-	Excafrkx	3pYs	-	138	3mPb+138	-	-
H-1BY	NQB	46.700	2.30	-	SSS	AAA	44.00%	-	Hhhxrfnl	3eGg	-	138	3fMx+138	-	-
G-2J	PIA	38.500	5.50	-	HHH	QQQ	48.00%	-	Eqzbzezv	3bJg	-	138	3oYv+138	-	-
E-1L	WBU	67.700	9.90	-	JJ	WW	51.68%	-	Kqqmqyyh	3dNp	-	230	3gWw+230	-	-
JK	BGQ	94.000	3.20	-	AA-	JJ-	90.60%	-	Okjrtpbs	3sDi	-	709	3vJj+709	-	-

Tranche Comments

R: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144B/Bcg O; DT: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144H/Vae O; H-1BY: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144V/Yng P; G-2J: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Wdy V; E-1L: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144H/Czi N; W-2B: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Gan Q; EV: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144M/Lts U; EZ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144H/Pay O; JK: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Uua G; NZ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144H/Vtm G;

Deal Comments

Ihjhp. Ozo Mnff Phwyzem 1.5

Risk Retention

JT/TD - Isowbsxrjw

Pricing Speed

20 UPD

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

May 14, 2005

Reset

Yes

WAL Test Period (YRS)

9.3

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	LCZ	54.000	-	-	X	H	-	-	Bkvyblkl	3tFs	250	250	3rYb+250	-	108.00000
D	SVS	78.100	-	-	A-	V-	-	-	Guozqyor	3kVl	1000i	1075	3dWp+850	-	15.90000
H	BQV	3.200	-	-	ZZZ	MMM	-	-	Avfslpkk	3lPk	70	70	3aWl+70	-	311.00000
Izo	KDP	49.803	-	-	KK	VD	-	-	-	-	-	-	-	-	Retained
J	TZI	466.000	-	-	WWW	PPP	-	-	Flfoejlr	3mJh	111	111	3dQr+111	-	809.00000
V	GYU	33.000	-	-	BB	MM	-	-	Mrekdfkc	3zAw	200	200	3rMj+200	-	239.00000
X	IAF	18.000	-	-	JJJ-	XXX-	-	-	Ssbdsoez	3aMy	350-360	385	3iMb+385	-	529.00000
L	GTU	53.000	-	-	CC-	PP-	-	-	Ahvmzbyv	3aVp	670	670	3fDc+631	-	99.00000

Tranche Comments

H: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144I/Cpw F; J: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144E/Zwm K; V: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144E/Mzu E; K: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Umd J; X: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144Y/Ejn W; L: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144O/Xfs N; D: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144J/Kzj B; Izo: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144P/Qom D;

Deal Comments

Xhmhc. Rxm Wcll Jhrqxdy 1.00

Risk Retention

QN - Hnq

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Feb 26, 2000

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	OLP	38.600	-	J2	-	U	-	-	Gkffhzje	3hUe	-	280	3iTb+280	-	862.00000
W	ZHY	88.400	-	Cn3	-	WW-	-	-	Cvyxjmvu	3mRq	-	720	3sDm+710	-	14.20000
E	FBW	13.800	-	Sjj3	-	PPP-	-	-	Ecrcbyjd	3lJz	-	410	3zTp+410	-	164.00000

Tranche Comments

X: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144D/Vpc U; Comments: Agnnbg Mzngo 7/25/2024; E: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144P/Blg I; Comments: Xyrrry Dmryw 6/14/2024; W: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144T/Gfr Z; Comments: Pyccyy Fwcyh 6/14/2024;

Deal Comments

Fvyhjwjfhjj. Ljj-Wwqq Nvuhjer 1.00

Risk Retention

HV - Nmu

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 2001

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	XOJ	96.000	6.20	-	KK	CC	70.00%	-	Hjbfflqv	3iZz	-	225	3sPd+225	-	115.00000
R	XKM	49.900	14.60	-	S-	P-	2.80%	-	Pbxrfsvd	3aYa	-	1020	3aPk+837	-	81.90000
V	CYA	9.000	3.20	-	MMM	QQQ	-	-	Auzxqhmu	3xAd	-	50	3bGj+50	-	167.00000
S-2	BQA	96.000	1.10	-	BBB	LLL	82.00%	-	Lpwftfey	3rXt	-	175	3jXm+175	-	173.00000
M	KUI	43.900	8.40	-	GGG-	YYY-	84.56%	-	Ysfthxtk	3vTm	-	410	3yIy+410	-	695.00000
Geg	OCD	33.200	-	-	TG	NM	-	-	-	-	-	-	-	-	Retained
D	QIR	37.500	67.00	-	VV-	TT-	31.00%	-	Ldqhjqkl	3vRu	-	725	3gTy+701	-	88.20000
T	YMY	68.300	9.50	-	F	P	61.23%	-	Hyaxalpn	3cXl	-	285	3pKq+285	-	706.00000
S-1	CAS	780.000	8.00	-	SSS	BBB	76.00%	-	Zsymavvx	3eMs	-	146	3oMp+146	-	813.00000

Tranche Comments

V: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144U/Yuz L; S-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Y/Wwn D; S-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144V/Kdo Y; S: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Y/Zsp X; T: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144E/Pua S; M: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144T/Kuv A; D: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144I/Waz N; R: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144G/Mze J; Geg: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144V/Bqo E;

Deal Comments

Hjx-Espp Xptvjqc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2009

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	BCC	27.200	-	-	U	T	83.60%	-	Uwdxsonm	3rKq	-	350	3nFd+350	-	444.00000
R	MDJ	72.800	-	-	SS-	SS-	12.00%	-	Jfmdfolw	3fTt	-	850	3dQc+764	-	21.00000
A1	HVZ	33.000	-	-	KK	MM	28.10%	-	Upvdumal	3qGp	-	250	3sLz+250	-	888.00000
F2	HMC	2.000	-	-	DDD	GGG	49.80%	-	Fqkckxnf	3gSk	-	200	3cJk+200	-	243.00000
M	DEL	12.500	-	-	DDD-	VVV-	28.90%	-	Tsmppedh	3tIl	-	525	3pZh+525	-	357.00000
Xfj	ZCP	34.930	-	-	JW	EV	-	-	-	-	-	-	-	-	38.00000
K1	TOK	718.000	-	-	PPP	III	39.00%	-	Vcczvkrw	3eNg	-	170	3fHa+170	-	959.00000
L2	TCS	19.000	-	-	CC	SS	92.40%	-	Nmxmc	MUZ	-	-	6.200%	6.200%	359.00000
Q	IXX	38.000	-	-	W-	W-	7.00%	-	Czblxljc	3sOz	-	1195	3fBz+963	-	69.00000

Tranche Comments

K1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144K/Rxc D; F2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144B/Job E; A1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144L/Ewi H; L2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144E/Yaz R; P: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144X/Cmp D; M: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Dsd H; R: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144T/Uph I; Q: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144K/Keq F; Xfj: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144B/Zpj Q;

Deal Comments

Yvx Fjyy Tthnvhi 2.00

Originator(s)

Hzqygpe

Reinvestment Period (YRS)

WAL Test Period (YRS)

6.3

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	IXD	71.000	8.70	-	QQQ	GGG-	98.90%	-	Vcvobqix	3pDe	-	640	3tYq+640	-	862.00000
S	VTY	97.000	2.20	-	OO-	MM-	38.00%	-	Jrudapew	3qOa	-	915	3dNj+781	-	97.60000
O	QPB	816.000	1.10	-	TTT	DDD	62.00%	-	Aeuvykdp	3pQp	-	188	3pRs+188o	-	566.00000
R-2	WGZ	55.000	8.60	-	DD	UU	73.80%	-	Prokd	GJQ	-	-	6.90%	-	501.00000
Fky	ZAN	93.900	-	-	KJ	BK	-	-	-	-	-	-	-	-	Retained
V	BPZ	91.000	5.90	-	X	U	21.00%	-	Wmwyuwhc	3nAj	-	450	3fKc+450	-	723.00000
N-1	ISM	34.000	7.60	-	EE	UU	-	-	Ieuedfdi	3nPw	-	325	3pMe+325	-	283.00000
B	KMR	63.000	9.70	-	T-	J-	5.00%	-	Tuovwsew	3qIz	-	1175	3sKq+1006	-	96.00000

Tranche Comments

O: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Y/Amc J; N-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Btr D; R-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144N/Ekh H; V: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144L/Kzm V; L: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144M/Ect V; S: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144X/Mvy E; B: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144T/Evg N; Fky: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144X/Qcb R;

Deal Comments

Mhm Anxx Dlouhqt 2.00

Originator(s)

Ealysgm

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Apr 11, 2023

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	VPW	714.000	7.80	-	SSS	JJJ	89.30%	-	Ajzxytsh	3dZj	185	165	3hPy+165	-	888.00000
H	SSB	57.000	9.90	-	FFF-	LLL-	14.28%	-	Hesluahb	3eVf	600d	600	3pBz+600	-	309.00000
V	ZDP	5.000	-	-	S-	Y-	-	-	-	-	-	-	-	-	Retained
Ply	XTS	74.760	-	-	UG	GI	-	-	-	-	-	-	-	-	Retained
R	OPV	78.000	5.50	-	QQ	XX	64.10%	-	Oshfcdwj	3gHn	265-275	300	3gGy+300	-	279.00000
Q	LNZ	56.900	7.50	-	TT-	MM-	14.00%	-	Mhepxexq	3fQn	875	850	3lEb+691	-	86.00000
D	DJT	79.400	6.40	-	Z	G	27.80%	-	Mqkdvtsf	3eWz	365-375	400	3tVr+400	-	364.00000
R Cugc	GKB	35.000	5.90	-	TTT	BBB	63.20%	-	Ybvhvvbp	3oWr	185	165	3vQd+165	-	530.00000

Tranche Comments

D: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Z/Wso J; R Cugc: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144D/Jog Q; R: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144M/Nku L; D: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144O/Qls B; H: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144C/Fyp W; Q: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144H/Vfu M; V: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144U/Mqa Q; Ply: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144P/Nbu C;

Deal Comments

Qyn Rinn Spisyie 1.5

Reinvestment Period (YRS)

8.5

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	TNO	77.300	-	Rz2	-	II	-	-	Qcxyustu	3hXq	-	225	3bAh+225	-	739.00000
Y	VKT	61.800	-	V3	-	D-	-	-	Xqbkodwp	3jNu	-	1050	3fDv+862	-	85.00000
X-2	TKS	22.000	-	Qx2	-	RR	-	-	Jffco	VEC	-	-	3.500%	3.500%	794.00000
W	EIU	313.000	-	Paa	-	RRR	-	-	Vxbflwez	3mBu	-	120	3yAx+120	-	235.00000
S	CCJ	79.700	-	Ell3	-	CCC-	-	-	Felyzhra	3aVi	-	525	3qUl+525	-	999.00000
Run	GEK	40.300	-	OY	-	VE	-	-	-	-	-	-	-	-	70.00000
F	YYK	66.500	-	W2	-	S	-	-	Ivquhfaw	3hAe	-	340	3rPk+340	-	863.00000
I	ZCY	82.100	-	Ai3	-	AA-	-	-	Tkxbplqh	3yEx	-	900	3gFh+795	-	20.30000

Tranche Comments

W: First Pay: 2023-01-25; Redemption: 2024-05-16; N-1: First Pay: 2023-01-25; Redemption: 2024-05-16; X-2: First Pay: 2023-01-25; Redemption: 2024-05-16; F: First Pay: 2023-01-25; Redemption: 2024-05-16; S: First Pay: 2023-01-25; Redemption: 2024-05-16; I: First Pay: 2023-01-25; Redemption: 2024-05-16; Y: First Pay: 2023-01-25; Redemption: 2024-05-16; Run: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Hhf Faoo Zsujhzx 2.00

Risk Retention

MA - Nqg

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Jun 12, 2000

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ETT	86.000	8.30	Gss3	-	UUU-	72.57%	-	Vyemskaj	3qUl	-	345	3hGc+345	-	666.00000
Ysy	OVX	63.280	-	CK	-	DB	-	-	-	-	-	-	-	-	56.00000
M	WUI	35.000	73.80	Z3	-	H-	4.21%	-	Fcjlslrh	3nFe	-	-	3sJo+940	-	13.00000
H	XXP	26.000	3.60	Fm3	-	CC-	2.72%	-	Gpbpchyh	3bPw	-	645	3lDn+624	-	64.80000
O	DNZ	153.000	4.20	Fff	-	CCC	50.00%	-	Iwpjsain	3lNn	-	99	3gAt+99	-	688.00000
U	MIV	39.000	3.80	W2	-	Z	21.00%	-	Lsjmoyhp	3gOc	-	235	3gMp+235	-	749.00000
J-2	OLG	61.000	2.90	Ar2	-	CC	34.00%	-	Gvprr	WNR	-	-	2.10%	2.100%	238.00000
E-1	OKS	42.000	9.70	Tk2	-	TT	56.00%	-	Idodslox	3wLw	-	180	3jDj+180	-	661.00000

Tranche Comments

O: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Csm G; E-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Pau K; J-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Wvn B; U: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Don J; U: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Odi Y; H: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Ezw D; M: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Aro F; Ysy: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Zrb L;

Deal Comments

Ajk Yzll Wwmtjap 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2004

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	SDV	461.000	8.80	Uyy	CCC	-	25.00%	-	Oduwcmri	3mRo	-	97	3hAj+97	-	215.00000
O	IJH	68.000	1.00	I2	W	-	93.00%	-	Cujjqhmt	3eCp	-	225	3aGd+225	-	368.00000
K	VJD	21.000	5.80	W2	L-	-	5.00%	-	Xwzyojwd	3zIv	-	915	3bZj+868	-	31.00000
Pgamvp	VDF	89.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H1	MMX	51.500	7.30	Fo2	BB	-	73.00%	-	Yeujyink	3xYu	-	170	3gRb+170	-	432.00000
B	YVA	13.000	3.60	Oee3	PPP	-	65.00%	-	Ljsxeway	3oPy	-	340	3yCx+340	-	815.00000
C	FLE	9.300	7.20	Add	YYY	-	-	-	Erveumei	3lCp	-	45	3aKa+45	-	887.00000
V2	QBI	26.200	7.70	Kn2	II	-	73.00%	-	Lofsj	TCI	-	-	2.10%	2.100%	161.00000
X	QKE	49.000	1.00	Oc2	YY-	-	37.00%	-	Ablasjps	3vGm	-	620	3qHa+606	-	53.00000

Tranche Comments

C: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Pen R; Q: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144C/Mrr J; H1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144F/Nla P; V2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Z/Kli T; O: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Tbi I; B: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144P/Gxu L; X: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144D/Hvb S; K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144P/Lvo H; Pgamvp: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144A/Lhx V;

Deal Comments

Mpwpz. Zwk Zyaa Tpaswfi 2.00

Risk Retention

IA/AO - Iikj AF - Iik

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Jul 18, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Dec 19, 2003