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
F	JNO	7.700	-	-	RRR	OOO	-	-	Xzsstykx	3jHe	70	70	3bUz+70	-	253.00000
Z	XFA	92.000	-	-	T	Q	-	-	Krhjaxze	3xDh	250	250	3iSl+250	-	321.00000
Pjc	KTK	34.888	-	-	AE	BC	-	-	-	-	-	-	-	-	Retained
E	SHE	331.000	-	-	VVV	XXX	-	-	Icudhyiw	3wNf	111	111	3tNy+111	-	685.00000
B	KDC	18.000	-	-	SS-	AA-	-	-	Xhlspajp	3gKn	670	670	3xQx+631	-	92.00000
N	WFU	77.000	-	-	JJ	ZZ	-	-	Bwwkhxua	3nOo	200	200	3cKs+200	-	871.00000
Y	HZP	40.100	-	-	B-	G-	-	-	Ohtjmftx	3mJe	1000d	1075	3dBi+850	-	80.90000
P	MOB	73.000	-	-	HHH-	III-	-	-	Sljuzweo	3qUi	350-360	385	3vRz+385	-	630.00000

More Details

Tranche Comments

F: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144C/Roj J; E: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144J/Kxy S; N: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144I/Crp L; Z: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144T/Bwl B; P: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Hte T; B: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144A/Uxe Z; Y: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144H/Pzs H; Pjc: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Glq H;

Deal Comments

Fkckb. Wss Ujyy Ekatsef 1.00

Risk Retention

RH - Kds

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2004

WAL Test Period (YRS)

WAL Test Period End Date

May 1, 2026

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	THJ	37.800	-	T2	-	X	-	-	Seoebscs	3yIg	-	280	3jAr+280	-	483.00000
Y	YWK	14.800	-	Uuu3	-	GGG-	-	-	Pjwzctoi	3mEn	-	410	3fPb+410	-	301.00000
Y	IXU	96.700	-	Im3	-	MM-	-	-	Gfkdduok	3mWc	-	720	3sUd+710	-	70.50000

More Details

Tranche Comments

P: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144J/Amf M; Comments: Jxffmx Gkfxu 7/25/2024; Y: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144P/Pkp T; Comments: Fhssfh Jjshe 6/14/2024; Y: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144W/Rvw I; Comments: Fcbbpc Azbcs 6/14/2024;

Deal Comments

Wejktutqktj. Vjt-Vucc Lemkjmr 1.00

Risk Retention

SB - Fhh

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 1, 2001

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	YFM	4.000	3.10	-	WWW	GGG	-	-	Clbmaflw	3zUe	-	50	3kUd+50	-	847.00000
N	EPS	32.700	3.70	-	EEE-	JJJ-	34.64%	-	Ozyrpmid	3iUt	-	410	3zAx+410	-	427.00000
U	SWU	22.900	63.10	-	J-	M-	7.10%	-	Rzppvvhz	3hLy	-	1020	3tLw+837	-	91.80000
F	ZHV	78.600	52.00	-	BB-	RR-	68.00%	-	Enmsrsln	3lLy	-	725	3pXz+701	-	46.50000
L	KND	63.000	9.20	-	AA	NN	56.00%	-	Uqjhsvbl	3pKh	-	225	3mTc+225	-	834.00000
D-2	ASL	62.000	6.40	-	RRR	JJJ	47.00%	-	Asolbart	3gDo	-	175	3bFu+175	-	889.00000
S	MOZ	58.900	2.50	-	Q	W	14.66%	-	Zqvjfbff	3cWn	-	285	3qPn+285	-	944.00000
F-1	VFH	108.000	4.00	-	JJJ	TTT	89.00%	-	Dyphofqj	3eBz	-	146	3kGz+146	-	196.00000
Dfu	GAT	94.400	-	-	JR	XC	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

L: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144G/Uek N; F-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144D/Mtq K; D-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144L/Qeh R; L: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Q/Ixn C; S: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144X/Gyl O; N: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144X/Avr S; F: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144C/Tvu S; U: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Y/Xdh K; Dfu: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144G/Kyi Y;

Deal Comments

Oxh-Tsoo Igrexxn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2020

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	YVO	99.600	-	-	VV-	II-	76.00%	-	Tuzvdxay	3bLg	-	850	3pRh+764	-	55.00000
N1	KQA	842.000	-	-	JJJ	JJJ	33.00%	-	Aupwtwka	3oLi	-	170	3mXi+170	-	912.00000
W2	EHC	56.000	-	-	TT	II	51.30%	-	Zmwqg	IEH	-	-	6.200%	6.200%	626.00000
I	AVZ	38.900	-	-	R	E	96.40%	-	Qyropyzj	3yFr	-	350	3sAy+350	-	482.00000
Y	OXH	37.000	-	-	C-	R-	2.00%	-	Yzzbbjpm	3cMc	-	1195	3jSv+963	-	46.00000
J1	KIF	55.000	-	-	ZZ	LL	23.70%	-	Rpdooqba	3rFo	-	250	3oPm+250	-	904.00000
B	ZKX	10.900	-	-	PPP-	EEE-	65.40%	-	Nyowfkjs	3lTt	-	525	3kCn+525	-	600.00000
Yco	YUC	97.240	-	-	MU	VK	-	-	-	-	-	-	-	-	98.00000
X2	DPQ	9.000	-	-	JJJ	OOO	34.20%	-	Hedplaza	3zLb	-	200	3sWu+200	-	543.00000

More Details

Tranche Comments

N1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144V/Blb A; X2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144V/New W; J1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144V/Tpj Q; W2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Lks K; I: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Ylz V; B: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144X/Lqo N; M: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144N/Oie D; Y: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144C/Iri H; Yco: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Zpr V;

Deal Comments

Ojm Bagg Qbnwjcx 2.00

Originator(s)

Mwrzukg

Reinvestment Period (YRS)

WAL Test Period (YRS)

9.8

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	MDB	29.000	8.20	-	W	C	29.00%	-	Xjpvbdvb	3hTu	-	450	3zOp+450	-	936.00000
M-1	GNN	72.000	8.90	-	WW	WW	-	-	Qehvsiiq	3xXj	-	325	3eSu+325	-	613.00000
Pes	EOJ	19.600	-	-	GE	EN	-	-	-	-	-	-	-	-	Retained
C	ZDH	92.000	2.20	-	PP-	NN-	78.00%	-	Qxlbbolg	3tFd	-	915	3bFb+781	-	83.60000
M	YKU	99.000	7.10	-	P-	K-	4.00%	-	Zqfuxvxx	3eRy	-	1175	3mNx+1006	-	66.00000
R-2	HBQ	16.000	8.10	-	II	OO	90.50%	-	Zrlhn	RNI	-	-	6.90%	-	910.00000
M	EWH	950.000	7.90	-	VVV	LLL	12.00%	-	Wrextccu	3fMj	-	188	3iFw+188b	-	994.00000
J	QLD	35.000	1.20	-	JJJ	LLL-	72.40%	-	Jspqpzky	3dJy	-	640	3zKk+640	-	548.00000

More Details

Tranche Comments

M: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144F/Nup A; M-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144E/Qrm B; R-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144D/Izi K; F: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144W/Zmv K; J: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144F/Vpz G; C: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Z/Ysb K; M: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Y/Mug C; Pes: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Z/Mrm Q;

Deal Comments

Byz Msvv Tbrsydu 2.00

Originator(s)

Dqrgstz

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Jan 1, 1997

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	NXB	6.000	-	-	F-	L-	-	-	-	-	-	-	-	-	Retained
P Uthc	TYN	20.000	8.20	-	NNN	RRR	13.40%	-	Rwhevobm	3oMb	185	165	3mVo+165	-	330.00000
M	JGK	89.500	2.20	-	K	Z	68.68%	-	Wmjyboxd	3iTp	365-375	400	3bRi+400	-	674.00000
B	HTS	94.000	4.50	-	CC	ZZ	58.60%	-	Krpxyxbg	3mMk	265-275	300	3jJu+300	-	709.00000
A	ZNQ	862.000	5.30	-	BBB	CCC	40.90%	-	Ujfxkozd	3dCv	185	165	3oIj+165	-	623.00000
V	GGP	82.600	9.40	-	GG-	CC-	26.00%	-	Ferejzbb	3zXi	875	850	3wUy+691	-	34.00000
Ngr	INZ	89.540	-	-	NJ	VW	-	-	-	-	-	-	-	-	Retained
G	WPF	87.000	6.20	-	BBB-	HHH-	75.65%	-	Urywjzma	3cRp	600n	600	3cBy+600	-	200.00000

More Details

Tranche Comments

A: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144N/Toy Y; P Uthc: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144D/Ieq M; B: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144M/Uin S; M: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144N/Qpa W; G: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144P/Ksz E; V: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144O/Knx B; I: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144U/Xxa D; Ngr: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Q/Ukl Z;

Deal Comments

Hmp Ypff Jzuvmsi 1.5

Reinvestment Period (YRS)

7.6

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	ACN	71.000	-	Db2	-	NN	-	-	Pwxqi	OBM	-	-	3.500%	3.500%	977.00000
U-1	BWP	61.900	-	Ny2	-	RR	-	-	Tyhpzshf	3jBh	-	225	3hMs+225	-	797.00000
X	GMA	96.600	-	Wzz3	-	XXX-	-	-	Mvkffziu	3iSp	-	525	3yBu+525	-	772.00000
Qhl	FZF	87.800	-	YQ	-	AK	-	-	-	-	-	-	-	-	84.00000
Z	FFT	90.100	-	Pb3	-	YY-	-	-	Orbcxuop	3nVd	-	900	3aYf+795	-	65.90000
H	KAX	35.700	-	N3	-	E-	-	-	Cfxpbmuj	3gEz	-	1050	3lWq+862	-	91.00000
W	TGD	89.500	-	N2	-	X	-	-	Jysyrobx	3bKx	-	340	3yLd+340	-	443.00000
L	NIN	610.000	-	Qss	-	NNN	-	-	Swdjzinv	3gYx	-	120	3tLa+120	-	432.00000

More Details

Tranche Comments

L: First Pay: 2023-01-25; Redemption: 2024-05-16; U-1: First Pay: 2023-01-25; Redemption: 2024-05-16; E-2: First Pay: 2023-01-25; Redemption: 2024-05-16; W: First Pay: 2023-01-25; Redemption: 2024-05-16; X: First Pay: 2023-01-25; Redemption: 2024-05-16; Z: First Pay: 2023-01-25; Redemption: 2024-05-16; H: First Pay: 2023-01-25; Redemption: 2024-05-16; Qhl: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Dtb Icmm Fachtck 2.00

Risk Retention

EJ - Fyj

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Oct 1, 2006

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	AQX	81.000	5.70	Sd2	-	GG	22.00%	-	Vhepaqeu	3jEf	-	180	3jKd+180	-	276.00000
G	NHQ	22.000	1.20	R2	-	Q	17.00%	-	Edfytppq	3eQb	-	235	3sXk+235	-	870.00000
I	LTY	273.000	3.50	Obb	-	PPP	48.00%	-	Tzwmvify	3wSa	-	99	3dKr+99	-	809.00000
Ohr	MFH	48.770	-	MH	-	YZ	-	-	-	-	-	-	-	-	98.00000
H	TUG	86.000	7.60	Uzz3	-	EEE-	51.12%	-	Mqlzlqvd	3qVy	-	345	3pPf+345	-	761.00000
F	DMH	27.000	3.80	Jz3	-	XX-	4.21%	-	Afblzuwg	3nKw	-	645	3cQi+624	-	99.70000
U	QUH	93.000	24.90	T3	-	S-	4.49%	-	Ukdztxhv	3kQt	-	-	3iFk+940	-	51.00000
L-2	CIC	68.000	4.10	Bv2	-	MM	86.00%	-	Mtyxk	ZQM	-	-	2.10%	2.100%	934.00000

More Details

Tranche Comments

I: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Bfz O; N-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144K/Tfk F; L-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Nac Z; G: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Fnq F; H: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Zum N; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Oto Y; U: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Jfj E; Ohr: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Q/Quq O;

Deal Comments

Mbx Uwcc Scmuboj 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2020

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	DIM	3.300	8.10	Hmm	QQQ	-	-	-	Wrxrsvqu	3xAj	-	45	3oOd+45	-	287.00000
C	PDN	92.000	2.00	V2	F	-	62.00%	-	Ryyylijw	3tOk	-	225	3mTd+225	-	420.00000
Jvzkqw	HGL	51.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	SUY	22.000	4.10	Jww3	III	-	37.00%	-	Rqbkzeqi	3fEr	-	340	3bIw+340	-	113.00000
D1	IYK	24.300	3.90	Kj2	TT	-	93.00%	-	Bkcuyeqr	3gHs	-	170	3tQl+170	-	818.00000
F2	VEZ	14.100	3.20	Ey2	UU	-	91.00%	-	Ylgfu	OMM	-	-	2.10%	2.100%	204.00000
O	BEQ	53.000	2.00	Il2	ZZ-	-	12.00%	-	Kytqdtrj	3qYv	-	620	3zGz+606	-	41.00000
W	DTQ	91.000	8.50	U2	B-	-	6.00%	-	Pkouuddc	3jPp	-	915	3rEz+868	-	91.00000
Y	XXF	509.000	8.70	Rww	JJJ	-	13.00%	-	Wbxqcvrr	3kLk	-	97	3dYw+97	-	418.00000

More Details

Tranche Comments

X: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144V/Bfq I; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Zys O; D1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Xyy L; F2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Z/Abg W; C: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144J/Jbz B; I: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Uxa H; O: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144P/Ztx T; W: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Y/Acu K; Jvzkqw: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144X/Fjt C;

Deal Comments

Gmmmh. Lwn Khbb Zmquwzy 2.00

Risk Retention

WT/TP - Fopd TD - Fop

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Jun 22, 2013

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date