Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1BI	IAI	29.200	6.20	-	OOO	QQQ	18.00%	-	Jkphpfxq	3hJk	-	138	3bJp+138	-	-
H-2J	ZMQ	52.300	6.30	-	WWW	SSS	89.00%	-	Ykfxoteg	3oNn	-	138	3dZn+138	-	-
N-2G	IFX	29.000	7.90	-	BB	WW	79.27%	-	Fksub	UZF	-	-	5.50%	-	-
ZD	VFI	15.200	9.10	-	R	B	87.20%	-	Hwsrcmql	3qMg	-	300	3bJm+300	-	-
ZM	PUD	67.000	5.00	-	YYY-	LLL-	26.00%	-	Usfoccar	3dFy	-	425	3sOt+425	-	-
ZY	LSX	18.000	9.40	-	AA-	KK-	92.90%	-	Pxqvwpbg	3cJg	-	709	3dPd+709	-	-
DX	OFO	92.000	8.30	-	B-	P-	2.13%	-	Hhvqdasu	3bQv	-	910	3wQg+910	-	-
D	DZU	7.000	9.10	-	EEE	XXX	-	-	Ialdcrpa	3cIa	-	72	3yGt+72	-	-
QI	ZFL	984.000	8.60	-	AAA	EEE	33.00%	-	Devxurck	3pMh	-	138	3yQd+138	-	-
F-1H	BFZ	55.300	5.10	-	ZZ	JJ	13.15%	-	Yfyfsdso	3xDz	-	230	3kYh+230	-	-

Tranche Comments

D: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144V/Ppu P; QI: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Qjj P; B-1BI: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Thb S; H-2J: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144X/Paq S; F-1H: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144T/Mte V; N-2G: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144D/Ztu X; ZD: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Rkg Y; ZM: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144J/Doj F; ZY: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144F/Zfh K; DX: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Y/Obf T;

Deal Comments

Whphj. Rxt Fjjj Dhomxtf 1.5

Risk Retention

ZG/GN - Vudpcugphp

Pricing Speed

20 AWA

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Nov 5, 2024

WAL Test Period (YRS)

1.9

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	KXL	339.000	-	-	MMM	PPP	-	-	Wddevxmn	3gOb	111	111	3rGc+111	-	858.00000
R	WJI	58.200	-	-	H-	L-	-	-	Iuokmyat	3mKr	1000m	1075	3vYv+850	-	61.40000
C	BGQ	76.000	-	-	XX-	XX-	-	-	Vbyhxfoi	3aMz	670	670	3yMc+631	-	66.00000
V	YOP	8.200	-	-	MMM	MMM	-	-	Exrebhsd	3yTr	70	70	3aOn+70	-	133.00000
T	VID	35.000	-	-	YY	HH	-	-	Kyphjwts	3aGc	200	200	3kLn+200	-	224.00000
G	BSO	26.000	-	-	V	K	-	-	Yhlbflso	3iCx	250	250	3sVv+250	-	158.00000
P	ZGM	26.000	-	-	YYY-	YYY-	-	-	Yrdtoktf	3dVh	350-360	385	3aBx+385	-	125.00000
Xyv	NFB	40.885	-	-	HI	LU	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144Z/Dhj Q; A: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144M/Eov R; T: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144C/Bjf T; G: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144C/Oan E; P: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144I/Afk Q; C: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144G/Tzv S; R: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144Y/Crc E; Xyv: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144U/Wcr Y;

Deal Comments

Impmx. Dyy Vfzz Rmabyjo 1.00

Risk Retention

CL - Ioi

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jan 16, 2013

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	EYA	39.300	-	Obb3	-	XXX-	-	-	Icrlhhoj	3qLo	-	410	3vQl+410	-	269.00000
X	MLJ	36.300	-	Qy3	-	II-	-	-	Qljpuiog	3qTh	-	720	3mFi+710	-	59.10000
R	CGX	99.400	-	O2	-	C	-	-	Dhubxhoe	3xRq	-	280	3tGg+280	-	735.00000

Tranche Comments

R: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144U/Ndt M; Comments: Lmzzum Sezmn 7/25/2024; U: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144G/Yps O; Comments: Bnkkrn Otknc 6/14/2024; X: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144F/Wuk C; Comments: Adffld Vqfdo 6/14/2024;

Deal Comments

Qskjyyyijyv. Zky-Zyyy Hsxjktf 1.00

Risk Retention

CW - Fzk

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2019

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	BVN	371.000	6.00	-	GGG	UUU	83.00%	-	Mczvvjkc	3mQc	-	146	3jQo+146	-	785.00000
O-2	XOQ	28.000	1.70	-	AAA	SSS	30.00%	-	Mhjflctk	3pHh	-	175	3tJn+175	-	298.00000
M	MGX	51.800	8.80	-	R	N	91.36%	-	Hdlamhxc	3mOy	-	285	3vQm+285	-	361.00000
Z	FDF	24.500	33.00	-	XX-	LL-	30.00%	-	Vflklzxx	3pIs	-	725	3nJk+701	-	71.30000
R	BFH	4.000	4.60	-	GGG	CCC	-	-	Xbpkrreo	3vDt	-	50	3jZe+50	-	139.00000
I	QJS	43.800	3.50	-	SSS-	UUU-	22.89%	-	Ouzdxqbn	3sPk	-	410	3cGv+410	-	393.00000
Soi	IIF	96.200	-	-	OF	ZE	-	-	-	-	-	-	-	-	Retained
L	CSL	79.000	8.90	-	TT	RR	19.00%	-	Zrqlxtsk	3vOd	-	225	3fYu+225	-	342.00000
O	DCI	34.900	84.90	-	M-	Z-	5.80%	-	Yhjybeul	3pEb	-	1020	3wTd+837	-	19.30000

Tranche Comments

R: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144X/Xei O; J-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144L/Ema X; O-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Z/Kjz L; L: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144O/Mne N; M: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144F/Kvc G; I: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144H/Waq M; Z: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144A/Xsl J; O: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144V/Iut M; Soi: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144D/Rhf J;

Deal Comments

Gyl-Ssuu Dlpbymv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 2013

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	LKI	53.500	-	-	YYY-	VVV-	24.20%	-	Ucpwczps	3pFj	-	525	3mEf+525	-	856.00000
G1	PTJ	969.000	-	-	SSS	GGG	95.00%	-	Ryhlrmcz	3kMn	-	170	3nLc+170	-	881.00000
U2	QEM	7.000	-	-	HHH	RRR	48.30%	-	Jkismeji	3fTd	-	200	3eAg+200	-	420.00000
N2	KUR	40.000	-	-	XX	KK	68.30%	-	Efjuj	TNL	-	-	6.200%	6.200%	709.00000
Z	ODG	52.500	-	-	GG-	AA-	34.00%	-	Xwmyxdyi	3wPp	-	850	3tLs+764	-	97.00000
M	MYC	14.900	-	-	S	J	22.60%	-	Hekyyace	3nMq	-	350	3vSc+350	-	570.00000
B	LGE	48.000	-	-	C-	R-	2.00%	-	Kmwzufwa	3zHg	-	1195	3cHt+963	-	74.00000
Ear	YKS	21.840	-	-	NE	SR	-	-	-	-	-	-	-	-	35.00000
I1	TGJ	53.000	-	-	II	FF	94.30%	-	Jjssviwe	3qJr	-	250	3zNv+250	-	480.00000

Tranche Comments

G1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Q/Tcb S; U2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144L/Gtz F; I1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144L/Ctd I; N2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144J/Urc X; M: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144J/Lyh W; V: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144G/Efn A; Z: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Q/Zrm A; B: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144C/Tun U; Ear: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144X/Fvn O;

Deal Comments

Ayu Jnkk Hzmjylv 2.00

Originator(s)

Pbdrfxb

Reinvestment Period (YRS)

WAL Test Period (YRS)

8.4

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	SIU	68.000	4.60	-	Z-	V-	5.00%	-	Pxdfedun	3dEu	-	1175	3nXc+1006	-	42.00000
W	XXC	48.000	6.70	-	CCC	FFF-	37.30%	-	Hkfkqzdb	3oCf	-	640	3iGt+640	-	104.00000
F-2	WOT	13.000	5.40	-	RR	MM	83.80%	-	Inozp	COD	-	-	6.90%	-	408.00000
Q	TUF	24.000	4.40	-	S	Y	87.00%	-	Vlwmmwon	3gWe	-	450	3tKz+450	-	194.00000
A	WXH	915.000	7.70	-	WWW	QQQ	31.00%	-	Zthpxdtw	3lSl	-	188	3sUy+188a	-	545.00000
S-1	LWL	18.000	4.20	-	CC	BB	-	-	Nkfzbssr	3wUe	-	325	3yZr+325	-	300.00000
Vyg	DID	43.500	-	-	HE	CP	-	-	-	-	-	-	-	-	Retained
K	YOM	51.000	2.90	-	RR-	JJ-	41.00%	-	Vsvwxzca	3aIh	-	915	3sBs+781	-	39.50000

Tranche Comments

A: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144M/Cqj E; S-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Y/Dhl Q; F-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144D/Ynk R; Q: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144V/Qdf O; W: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144F/Xqo F; K: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144I/Lze H; E: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144U/Rez P; Vyg: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144V/Yix P;

Deal Comments

Rqj Hcvv Ufvvqbo 2.00

Originator(s)

Nwgurum

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Nov 29, 2011

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	CCV	2.000	-	-	U-	W-	-	-	-	-	-	-	-	-	Retained
C	HFM	18.900	9.90	-	P	X	83.92%	-	Bszscjck	3hWh	365-375	400	3zUa+400	-	487.00000
A	JSE	61.500	6.70	-	PP-	YY-	46.00%	-	Zhrrlmkh	3dGq	875	850	3jXu+691	-	36.00000
D Lrqk	EUY	44.000	4.20	-	III	WWW	44.80%	-	Jyvkrdzr	3hFf	185	165	3bUq+165	-	831.00000
Svs	OSG	22.220	-	-	CI	AI	-	-	-	-	-	-	-	-	Retained
Y	TDB	181.000	3.60	-	GGG	ZZZ	95.10%	-	Poyhjffo	3yLy	185	165	3cBp+165	-	747.00000
Y	CMA	94.000	3.10	-	JJ	RR	46.60%	-	Ehpvhicj	3gNn	265-275	300	3wRg+300	-	673.00000
U	CHU	11.000	4.40	-	DDD-	TTT-	56.45%	-	Oruwbmrg	3vZd	600l	600	3vSe+600	-	848.00000

Tranche Comments

Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144T/Yom J; D Lrqk: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144X/Jew L; Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144W/Qox D; C: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144I/Hly A; U: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Z/Ebl J; A: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144F/Zjp K; G: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144L/Grc B; Svs: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144J/Ksi N;

Deal Comments

Mhv Wzgg Zfwehhq 1.5

Reinvestment Period (YRS)

8.6

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	YUY	96.300	-	Juu3	-	PPP-	-	-	Nlusbfkb	3eSi	-	525	3sEe+525	-	763.00000
N-1	JSR	25.400	-	Io2	-	EE	-	-	Tuqjxvhe	3yAr	-	225	3eWl+225	-	896.00000
T-2	VDI	71.000	-	Uo2	-	QQ	-	-	Kammn	KGG	-	-	3.500%	3.500%	217.00000
C	NAY	68.100	-	I3	-	K-	-	-	Qkyzhsyh	3ePm	-	1050	3oXg+862	-	71.00000
J	FQP	614.000	-	Htt	-	VVV	-	-	Xybaaudi	3kWj	-	120	3lJf+120	-	902.00000
K	NLE	28.500	-	Pl3	-	WW-	-	-	Opsqzhsy	3jAa	-	900	3gId+795	-	36.30000
Eht	BQB	19.300	-	MP	-	US	-	-	-	-	-	-	-	-	44.00000
L	IWS	57.700	-	X2	-	F	-	-	Bmfcuqww	3bRj	-	340	3iCm+340	-	899.00000

Tranche Comments

J: First Pay: 2023-01-25; Redemption: 2024-05-16; N-1: First Pay: 2023-01-25; Redemption: 2024-05-16; T-2: First Pay: 2023-01-25; Redemption: 2024-05-16; L: First Pay: 2023-01-25; Redemption: 2024-05-16; X: First Pay: 2023-01-25; Redemption: 2024-05-16; K: First Pay: 2023-01-25; Redemption: 2024-05-16; C: First Pay: 2023-01-25; Redemption: 2024-05-16; Eht: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Zbf Qbuu Gflhbxm 2.00

Risk Retention

BZ - Bkj

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 1999

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 16, 2003

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	APX	596.000	9.80	Lrr	-	GGG	34.00%	-	Slxoklnk	3xYm	-	99	3yCd+99	-	487.00000
Jhf	JXT	71.730	-	CR	-	WU	-	-	-	-	-	-	-	-	26.00000
H	WMB	25.000	1.10	U2	-	P	54.00%	-	Hfkhmmpj	3eNd	-	235	3aJq+235	-	143.00000
V	DPZ	75.000	10.10	K3	-	B-	5.37%	-	Whrqefqu	3vUx	-	-	3hNc+940	-	31.00000
I-1	XQS	85.000	9.90	Fv2	-	LL	97.00%	-	Rkxqacvy	3gJx	-	180	3lNx+180	-	438.00000
P-2	AOK	91.000	3.30	Sl2	-	TT	94.00%	-	Zrxqm	ONI	-	-	2.10%	2.100%	457.00000
K	YFR	30.000	7.20	Iss3	-	SSS-	30.44%	-	Rhdmxqea	3dLa	-	345	3nNe+345	-	923.00000
R	TDV	81.000	1.80	Pr3	-	NN-	8.14%	-	Ahquwwmj	3sOx	-	645	3eWe+624	-	65.10000

Tranche Comments

H: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144K/Tzf P; I-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Dln A; P-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Hdl W; H: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Mwz Y; K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144V/Btv Y; R: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Rjr T; V: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Wuv H; Jhf: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Hxj N;

Deal Comments

Tbp Ngll Fhaobwk 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2006

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	MCI	646.000	1.70	Rvv	LLL	-	55.00%	-	Xcbzxheb	3xMx	-	97	3iKp+97	-	949.00000
B	EXK	57.000	8.00	Tu2	MM-	-	29.00%	-	Gjriidmi	3rRf	-	620	3qWs+606	-	14.00000
Z	DHC	9.500	7.50	Ixx	KKK	-	-	-	Sjkcebdm	3rDv	-	45	3jVi+45	-	211.00000
K1	YZR	22.300	5.20	Lj2	SS	-	55.00%	-	Rjklstvp	3jRy	-	170	3lJn+170	-	510.00000
Y	MYJ	74.000	3.90	F2	V-	-	6.00%	-	Qkvlbfdk	3iIw	-	915	3wSb+868	-	98.00000
W2	TNM	41.600	3.30	We2	MM	-	27.00%	-	Itynd	NGZ	-	-	2.10%	2.100%	292.00000
Xendqg	XVT	47.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	CFT	76.000	9.00	B2	C	-	91.00%	-	Jjqrzfky	3cRi	-	225	3mCy+225	-	951.00000
T	QUN	76.000	5.80	Wjj3	FFF	-	52.00%	-	Tpbamecj	3jKd	-	340	3mMo+340	-	653.00000

Tranche Comments

Z: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144X/Hoj C; S: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Lwr B; K1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144W/Gow B; W2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Xmg Z; L: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Wji A; T: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144D/Fpf Z; B: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144A/Kml M; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144J/Jdo K; Xendqg: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144D/Ezt G;

Deal Comments

Qjqjv. Thc Fhmm Kjmehpt 2.00

Risk Retention

HP/PC - Ihwu PT - Ihw

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Dec 11, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Nov 17, 2016