Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
YA	VLB	20.000	7.00	-	EEE-	BBB-	72.00%	-	Vvjhoskr	3pEk	-	425	3rYv+425	-	-
N-1QC	CTP	77.400	8.40	-	BBB	VVV	25.00%	-	Rdkhkomc	3fFj	-	138	3dAr+138	-	-
P-2M	DIB	48.500	5.60	-	LLL	UUU	44.00%	-	Jvbhovod	3yGp	-	138	3iWe+138	-	-
Y	IIG	5.000	1.10	-	III	CCC	-	-	Xzmulvxb	3cZt	-	72	3xGh+72	-	-
TO	TCK	320.000	1.10	-	AAA	ZZZ	41.00%	-	Ulvxhphy	3jHn	-	138	3qSk+138	-	-
V-2H	OKS	46.000	2.30	-	AA	YY	78.29%	-	Pthzf	ARY	-	-	5.50%	-	-
V-1E	OKP	47.900	1.60	-	GG	ZZ	33.33%	-	Rjrwxetf	3vTu	-	230	3eWv+230	-	-
DO	JJK	97.100	1.40	-	G	Z	11.70%	-	Yfvdbydg	3wEj	-	300	3eFk+300	-	-
QG	MXM	69.000	8.80	-	CC-	TT-	91.40%	-	Ukrjqkeq	3dGm	-	709	3dWy+709	-	-
OM	FFZ	56.000	2.30	-	D-	X-	6.78%	-	Ezfpswdo	3yNl	-	910	3hFv+910	-	-

Tranche Comments

Y: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Cqo Q; TO: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144P/Ymf T; N-1QC: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Bzz B; P-2M: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Z/Vrb C; V-1E: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144F/Xkk P; V-2H: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144M/Zkt Z; DO: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144P/Iwg P; YA: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Kxa T; QG: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144W/Hqh T; OM: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Rrz S;

Deal Comments

Wwywe. Lke Qzqq Qwyvkba 1.5

Risk Retention

WE/EL - Mwswgwcfmj

Pricing Speed

20 QWP

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Jul 18, 2006

WAL Test Period (YRS)

5.3

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	QKW	6.800	-	-	OOO	MMM	-	-	Pxpcsjai	3tBm	70	70	3cZl+70	-	137.00000
K	HON	38.000	-	-	AAA-	YYY-	-	-	Nfehejbo	3eZt	350-360	385	3gRo+385	-	943.00000
M	PNC	14.200	-	-	C-	Y-	-	-	Phpemhsy	3bTg	1000j	1075	3cRt+850	-	38.40000
Rle	QNY	87.408	-	-	SF	EP	-	-	-	-	-	-	-	-	Retained
H	TGF	59.000	-	-	EE-	UU-	-	-	Duesokjd	3pMc	670	670	3dQi+631	-	73.00000
A	ZTK	875.000	-	-	PPP	CCC	-	-	Yszfswrz	3jNf	111	111	3dRo+111	-	931.00000
G	LFL	42.000	-	-	EE	EE	-	-	Svkrfjzj	3wEq	200	200	3rCn+200	-	163.00000
B	XGZ	34.000	-	-	Z	Y	-	-	Gesbwmlx	3hIo	250	250	3iMt+250	-	663.00000

Tranche Comments

R: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144Y/Ijd K; A: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144W/Nbg R; G: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144C/Pal U; B: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Inq L; K: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144T/Jll L; H: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144V/Dnv O; M: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144J/Yhd Z; Rle: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144Q/Noy X;

Deal Comments

Wfwfb. Iqh Kwnn Mfczqty 1.00

Risk Retention

SM - Ycx

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2000

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 11, 2000

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	WEK	78.500	-	J2	-	T	-	-	Kqfxxohl	3lIm	-	280	3oUe+280	-	288.00000
L	MGL	31.700	-	Snn3	-	VVV-	-	-	Dfdbsovp	3eLp	-	410	3eFx+410	-	461.00000
I	AHV	47.300	-	Lf3	-	FF-	-	-	Izqeqexh	3sXw	-	720	3eSo+710	-	25.50000

Tranche Comments

M: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144Z/Mqo Q; Comments: Pzvvjz Opvzx 7/25/2024; L: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144H/Txk E; Comments: Rkkkik Opkkz 6/14/2024; I: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144O/Twq G; Comments: Wkjjpk Qdjkz 6/14/2024;

Deal Comments

Jbjtuvuctub. Eju-Lvvv Sbutjcn 1.00

Risk Retention

DI - Tmz

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2020

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	WXV	22.100	8.70	-	GGG-	UUU-	75.81%	-	Pjbwhaey	3bSb	-	410	3zEh+410	-	291.00000
K	FAO	2.000	3.80	-	TTT	FFF	-	-	Kkbcqswo	3lWl	-	50	3nVz+50	-	437.00000
C	QNN	76.200	1.60	-	V	K	50.50%	-	Ieukbtwv	3pDl	-	285	3hEj+285	-	536.00000
Rob	ZNK	21.200	-	-	IY	ZX	-	-	-	-	-	-	-	-	Retained
Y-2	FFJ	85.000	8.80	-	DDD	FFF	33.00%	-	Alvrxanw	3rYm	-	175	3wJr+175	-	402.00000
L	SOS	87.500	77.40	-	W-	R-	9.90%	-	Lcbbkkbm	3oSr	-	1020	3tHe+837	-	47.20000
E	TGS	77.700	65.00	-	FF-	FF-	45.00%	-	Npbjshkp	3yRa	-	725	3jGq+701	-	23.10000
E-1	WXD	122.000	8.00	-	YYY	YYY	58.00%	-	Cjjxjjln	3sGl	-	146	3nWg+146	-	305.00000
K	MZV	48.000	5.10	-	MM	VV	36.00%	-	Gbmdhvug	3hAp	-	225	3bBr+225	-	509.00000

Tranche Comments

K: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144N/Wre T; E-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144X/Yfo Y; Y-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144T/Tlb Q; K: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Z/Vlq K; C: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Z/Phr Q; N: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144N/Gil K; E: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144B/Oqx H; L: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144J/Pek M; Rob: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144V/Gca L;

Deal Comments

Ljn-Mzoo Nefmjrk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2015

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V2	SJF	8.000	-	-	VVV	HHH	90.80%	-	Ldloszax	3vBq	-	200	3eBx+200	-	176.00000
F	SCC	56.600	-	-	D	U	62.50%	-	Loyyldco	3tHm	-	350	3oZt+350	-	765.00000
G	QDQ	81.300	-	-	BB-	DD-	24.00%	-	Qjfbphmn	3bZi	-	850	3cAs+764	-	66.00000
K2	DYI	26.000	-	-	DD	QQ	55.80%	-	Ualfr	TXI	-	-	6.200%	6.200%	691.00000
D	EKL	76.500	-	-	RRR-	SSS-	41.70%	-	Crqkxcdp	3jEr	-	525	3fFh+525	-	353.00000
C1	DYN	293.000	-	-	BBB	FFF	55.00%	-	Bfyjjqfl	3wTn	-	170	3eEv+170	-	368.00000
Xgk	CVK	45.590	-	-	BL	SL	-	-	-	-	-	-	-	-	56.00000
Y1	KJH	79.000	-	-	DD	WW	60.50%	-	Ljxdowuy	3vWg	-	250	3sLv+250	-	352.00000
D	KDS	14.000	-	-	K-	C-	8.00%	-	Aemlrtxm	3sOr	-	1195	3yKc+963	-	32.00000

Tranche Comments

C1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144T/Ajv A; V2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Q/Ehj H; Y1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144O/Xtl D; K2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Q/Amu L; F: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144F/Yps M; D: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Qfz L; G: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144D/Kaf O; D: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144E/Vxw R; Xgk: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Dvv I;

Deal Comments

Jgf Loww Kuyygkd 2.00

Originator(s)

Pyrbddx

Reinvestment Period (YRS)

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
C-1	PBU	27.000	2.90	-	SS	UU	-	-	Iphvlbso	3xAw	-	325	3dCm+325	-	717.00000
J	IUE	649.000	6.40	-	III	UUU	34.00%	-	Fdxahkmb	3kGd	-	188	3vHs+188h	-	865.00000
D	SNB	69.000	4.20	-	O	X	39.00%	-	Opmuydsq	3mHv	-	450	3mRv+450	-	249.00000
H	JEW	65.000	6.40	-	ZZZ	UUU-	64.30%	-	Cfbaojkp	3bCy	-	640	3hWl+640	-	646.00000
Rdi	GVI	85.600	-	-	SW	KB	-	-	-	-	-	-	-	-	Retained
R	IJS	48.000	3.70	-	EE-	MM-	47.00%	-	Azkmzhiu	3hVo	-	915	3dZp+781	-	76.60000
P-2	YMX	81.000	8.50	-	CC	HH	21.20%	-	Ozcai	BWQ	-	-	6.90%	-	794.00000
H	CVZ	79.000	9.20	-	Y-	S-	9.00%	-	Izfrjdxu	3zAt	-	1175	3jSp+1006	-	56.00000

Tranche Comments

J: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144W/Amf O; C-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144N/Zrq B; P-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144L/Ktb F; D: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Y/Xfw T; H: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144T/Ndm O; R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144D/Qfz R; H: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144L/Jch B; Rdi: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144E/Vpj W;

Deal Comments

Ahn Szgg Onuuhmx 2.00

Originator(s)

Qbqmdug

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Sep 23, 1996

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Kcd	VBR	54.890	-	-	NZ	UW	-	-	-	-	-	-	-	-	Retained
Z Qmra	WFF	57.000	6.70	-	PPP	HHH	25.30%	-	Fvjcbzru	3kKg	185	165	3jTi+165	-	461.00000
O	XQM	93.100	9.80	-	R	Z	18.63%	-	Zfwlpypp	3jGw	365-375	400	3jDc+400	-	402.00000
I	IHE	9.000	-	-	G-	E-	-	-	-	-	-	-	-	-	Retained
S	SCY	24.000	2.80	-	VVV-	UUU-	55.10%	-	Pzexfikx	3gSt	600s	600	3tSn+600	-	487.00000
W	SXU	85.700	1.50	-	BB-	OO-	74.00%	-	Mrwpbxls	3zVf	875	850	3wHa+691	-	26.00000
H	JMN	633.000	9.30	-	TTT	VVV	15.80%	-	Jvhrslqn	3mYr	185	165	3hNe+165	-	908.00000
A	JZN	92.000	6.80	-	ZZ	WW	41.90%	-	Wjzjevdu	3iFm	265-275	300	3zVo+300	-	459.00000

Tranche Comments

H: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144N/Pqi K; Z Qmra: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Z/Gqi I; A: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144O/Jri O; O: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144J/Qpk L; S: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144D/Azv V; W: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144X/Ujr B; I: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144D/Ruv J; Kcd: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144K/Wqc E;

Deal Comments

Hzm Iann Mhgpzdj 1.5

Reinvestment Period (YRS)

7.9

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	BNY	26.000	-	Uz2	-	DD	-	-	Rhtpa	TQN	-	-	3.500%	3.500%	694.00000
Q	JCW	54.200	-	C2	-	X	-	-	Kusruson	3nWw	-	340	3vGb+340	-	689.00000
U	WJL	87.100	-	Yp3	-	LL-	-	-	Bzhbexbs	3zMy	-	900	3oNa+795	-	85.40000
Z	OKX	41.200	-	I3	-	X-	-	-	Uekxrsba	3fVx	-	1050	3tWr+862	-	49.00000
X	VCO	41.700	-	Rrr3	-	XXX-	-	-	Wjsrtflz	3qPj	-	525	3lKn+525	-	422.00000
Kqg	MZF	91.800	-	GX	-	OV	-	-	-	-	-	-	-	-	66.00000
K	QYB	414.000	-	Avv	-	RRR	-	-	Tsveebmi	3iXb	-	120	3oVo+120	-	366.00000
O-1	CAZ	13.400	-	Iz2	-	CC	-	-	Ajhvfcva	3fOe	-	225	3mUw+225	-	775.00000

Tranche Comments

K: First Pay: 2023-01-25; Redemption: 2024-05-16; O-1: First Pay: 2023-01-25; Redemption: 2024-05-16; Z-2: First Pay: 2023-01-25; Redemption: 2024-05-16; Q: First Pay: 2023-01-25; Redemption: 2024-05-16; X: First Pay: 2023-01-25; Redemption: 2024-05-16; U: First Pay: 2023-01-25; Redemption: 2024-05-16; Z: First Pay: 2023-01-25; Redemption: 2024-05-16; Kqg: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Kgb Mjtt Spppgvz 2.00

Risk Retention

CQ - Luk

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 4, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Sep 18, 2025

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	HEC	79.000	2.90	H2	-	M	13.00%	-	Apouflhb	3tJc	-	235	3yUo+235	-	504.00000
Aps	COG	93.300	-	ZC	-	SZ	-	-	-	-	-	-	-	-	49.00000
V-1	XOV	32.000	3.20	Yc2	-	NN	38.00%	-	Iuhmsrqh	3vCc	-	180	3gPe+180	-	454.00000
C	MBK	24.000	7.80	Yaa3	-	RRR-	49.38%	-	Ljljsbvb	3fXi	-	345	3pMo+345	-	109.00000
I	AIM	89.000	22.40	U3	-	P-	9.52%	-	Sejkewpx	3iWt	-	-	3qUa+940	-	47.00000
H	ZTF	417.000	4.10	Vaa	-	NNN	60.00%	-	Oummwqmi	3nGg	-	99	3bPn+99	-	130.00000
E-2	NZA	22.000	1.80	Vb2	-	XX	79.00%	-	Zrlpk	FOJ	-	-	2.10%	2.100%	687.00000
Z	FDT	76.000	4.20	Pe3	-	BB-	2.79%	-	Aezvjvmn	3fNp	-	645	3vCj+624	-	64.80000

Tranche Comments

H: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Ivq R; V-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Qyi C; E-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144V/Chm T; Q: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Kzv K; C: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Ruh T; Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Tmt V; I: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Zdu W; Aps: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144C/Qro V;

Deal Comments

Hgy Eqpp Koqcgwi 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2007

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1	SVU	94.700	7.50	Cw2	HH	-	69.00%	-	Asqykdyi	3oSg	-	170	3bWb+170	-	712.00000
U2	HHL	27.300	3.20	Fy2	XX	-	84.00%	-	Elqov	XHM	-	-	2.10%	2.100%	111.00000
D	IEP	953.000	8.30	Zii	EEE	-	31.00%	-	Kvpmttwk	3zAp	-	97	3fYf+97	-	547.00000
D	LTE	49.000	8.70	X2	F-	-	9.00%	-	Dqpvlhwt	3tKw	-	915	3dEy+868	-	74.00000
E	MSM	42.000	8.10	Ixx3	UUU	-	60.00%	-	Ikkqpkrd	3vFt	-	340	3gBm+340	-	724.00000
W	DFL	87.000	2.00	Ia2	EE-	-	37.00%	-	Oebupjsd	3xWv	-	620	3vGo+606	-	75.00000
Ijectu	WKV	58.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	BWG	2.900	2.30	Umm	NNN	-	-	-	Bfmmwvhv	3bKk	-	45	3pKt+45	-	703.00000
N	OXR	78.000	2.00	S2	Y	-	41.00%	-	Jpbwxbzn	3eEa	-	225	3pCk+225	-	325.00000

Tranche Comments

H: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144M/Ush H; D: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Fxa W; N1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Y/Kae D; U2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Hsr E; N: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Pel R; E: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Man C; W: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144U/Uzr Y; D: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144L/Pfn K; Ijectu: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144G/Zxi T;

Deal Comments

Qhvhk. Zut Kgll Xhbjuuq 2.00

Risk Retention

AX/XR - Tnpz XP - Tnp

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Oct 17, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Mar 20, 2025