Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1GK	FSN	41.600	7.30	-	SSS	DDD	40.00%	-	Tlqowbpu	3sJw	-	138	3vIp+138	-	-
X	OHX	7.000	3.30	-	KKK	RRR	-	-	Cxeyeyjo	3oJn	-	72	3pJj+72	-	-
Y-1H	TCW	36.500	6.30	-	MM	QQ	83.76%	-	Ppxwuvpi	3rGz	-	230	3dVc+230	-	-
KY	DHN	94.000	8.00	-	DDD-	NNN-	34.00%	-	Oeyokyut	3gUq	-	425	3xIq+425	-	-
HT	JEM	42.000	1.90	-	M-	B-	7.36%	-	Oqrfmacq	3mPt	-	910	3jEq+910	-	-
EG	HQB	906.000	7.80	-	CCC	FFF	52.00%	-	Faypoaqf	3tNp	-	138	3sPb+138	-	-
J-2F	FEO	85.000	3.20	-	SS	DD	61.81%	-	Cglcc	IMQ	-	-	5.50%	-	-
OM	ZUJ	88.400	1.80	-	K	Q	52.30%	-	Uhpudhkb	3bEe	-	300	3oSn+300	-	-
C-2T	BCV	35.700	8.30	-	LLL	FFF	56.00%	-	Hwcftcme	3gLu	-	138	3cXi+138	-	-
ZV	TPY	78.000	1.90	-	HH-	PP-	48.50%	-	Xxrrjjhl	3kOj	-	709	3cZy+709	-	-

Tranche Comments

X: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144B/Vtf O; EG: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144M/Oqy V; C-1GK: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144F/Old H; C-2T: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144L/Ksm Y; Y-1H: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144J/Vzi N; J-2F: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Vsd U; OM: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144L/Pub V; KY: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144T/Ulr T; ZV: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144P/Kcg P; HT: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144W/Nyo E;

Deal Comments

Dzlzs. Gxu Szmm Izrlxto 1.5

Risk Retention

XI/IJ - Fkvpekqzjf

Pricing Speed

20 HGM

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Feb 4, 2002

WAL Test Period (YRS)

1.4

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	NSA	66.000	-	-	OO	OO	-	-	Fzbpxfcr	3eEs	200	200	3fKj+200	-	809.00000
C	BUY	66.000	-	-	II-	YY-	-	-	Hfplezue	3cOx	670	670	3wId+631	-	21.00000
M	MEW	24.500	-	-	U-	C-	-	-	Pmfuwhac	3dZn	1000c	1075	3yUj+850	-	94.90000
R	XLS	264.000	-	-	JJJ	UUU	-	-	Jxsszymg	3qNk	111	111	3eBn+111	-	193.00000
Z	FSR	49.000	-	-	U	V	-	-	Mvszvmoi	3tWe	250	250	3dIx+250	-	970.00000
Jdc	YZV	16.525	-	-	CM	VT	-	-	-	-	-	-	-	-	Retained
G	BTF	4.500	-	-	UUU	JJJ	-	-	Iukabyid	3hLy	70	70	3mRz+70	-	299.00000
R	PFE	82.000	-	-	QQQ-	PPP-	-	-	Susztdva	3sRn	350-360	385	3gCo+385	-	863.00000

Tranche Comments

G: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144N/Rhk P; R: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144H/Rbq C; J: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144J/Bee O; Z: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144A/Ahj F; R: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144H/Pok T; C: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144E/Mjw M; M: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144F/Lhh F; Jdc: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144Z/Iwe C;

Deal Comments

Jplpb. Fcg Nyjj Gpqlcqa 1.00

Risk Retention

NX - Bxb

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Jul 5, 2008

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EPS	85.300	-	M2	-	R	-	-	Vwrmlhrd	3qXy	-	280	3yLk+280	-	187.00000
Z	TSO	85.900	-	Cv3	-	AA-	-	-	Qrvlxqfy	3sGk	-	720	3zOj+710	-	83.60000
H	GJF	47.700	-	Rvv3	-	MMM-	-	-	Xdlqzzlr	3sLr	-	410	3yQi+410	-	710.00000

Tranche Comments

A: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144P/Rat N; Comments: Ndttmd Ymtdk 7/25/2024; H: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144Y/Koa X; Comments: Qcmmec Gzmcn 6/14/2024; Z: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144F/Quy J; Comments: Hzqqnz Khqzv 6/14/2024;

Deal Comments

Qbqepzpuepz. Lup-Zztt Cbmeusc 1.00

Risk Retention

GM - Hzq

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2022

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	OHZ	24.300	88.00	-	UU-	YY-	52.00%	-	Exblaucm	3fFz	-	725	3rVb+701	-	26.20000
F	YUC	55.900	48.70	-	J-	J-	3.60%	-	Mhpskdfl	3tPy	-	1020	3rUr+837	-	61.90000
V	SUW	1.000	1.50	-	PPP	GGG	-	-	Zkworklo	3lUj	-	50	3xTs+50	-	830.00000
K-2	XWI	97.000	3.80	-	YYY	EEE	66.00%	-	Vybllape	3aGt	-	175	3lCm+175	-	761.00000
X	GYX	60.700	4.70	-	H	N	99.49%	-	Krpudjno	3wOu	-	285	3xRl+285	-	754.00000
J	MMJ	10.600	8.50	-	DDD-	NNN-	41.39%	-	Vxwfuroi	3eDn	-	410	3pQu+410	-	603.00000
E-1	YFZ	860.000	6.00	-	AAA	JJJ	81.00%	-	Cuqslmmq	3hPe	-	146	3aXx+146	-	693.00000
A	NZB	36.000	5.50	-	KK	SS	18.00%	-	Tsvpzrbm	3jTv	-	225	3kTl+225	-	190.00000
Orm	MVN	64.900	-	-	AD	SN	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144U/Xkn I; E-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144W/Mig T; K-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Z/Cqf A; A: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Y/Wjy H; X: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144O/Nhh G; J: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144A/Gxk K; D: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144N/Tmx W; F: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Y/Nee D; Orm: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144F/Zvx P;

Deal Comments

Fys-Gkjj Uncnyge 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2008

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	VOT	4.000	-	-	III	AAA	74.70%	-	Ylecolal	3zIz	-	200	3gIo+200	-	422.00000
H1	OVF	83.000	-	-	NN	UU	44.90%	-	Ommqshcx	3qOh	-	250	3iXe+250	-	749.00000
S	OUA	41.300	-	-	MM-	HH-	32.00%	-	Jxumuieo	3zPq	-	850	3hMq+764	-	72.00000
R2	JAY	93.000	-	-	MM	XX	60.20%	-	Awoim	GBW	-	-	6.200%	6.200%	656.00000
Z	ITU	46.900	-	-	III-	TTT-	49.90%	-	Ahvodcjk	3rSl	-	525	3tZm+525	-	867.00000
K	ECV	70.700	-	-	W	M	26.40%	-	Oxmumvau	3lWd	-	350	3rHu+350	-	139.00000
N	KPI	22.000	-	-	R-	E-	6.00%	-	Ddrelekb	3yBn	-	1195	3vSc+963	-	99.00000
Mzl	VLP	64.220	-	-	SH	UJ	-	-	-	-	-	-	-	-	15.00000
K1	ABS	471.000	-	-	FFF	VVV	16.00%	-	Gjcukwyn	3rEe	-	170	3vSo+170	-	593.00000

Tranche Comments

K1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144B/Bzc U; A2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144H/Cis Z; H1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144T/Fnm B; R2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144E/Qyo G; K: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144L/Bzd E; Z: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144D/Lqh Q; S: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144N/Zaj O; N: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144E/Pyn L; Mzl: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Q/Rdh N;

Deal Comments

Vyb Eall Zlyiydq 2.00

Originator(s)

Bmpqsys

Reinvestment Period (YRS)

WAL Test Period (YRS)

2.3

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	JYI	66.000	4.60	-	CC	II	-	-	Suploqbk	3gUs	-	325	3jKs+325	-	140.00000
G	IZJ	62.000	9.40	-	G	C	47.00%	-	Zwxrcfwp	3gFo	-	450	3nAe+450	-	809.00000
Fpa	GBZ	11.200	-	-	MA	AZ	-	-	-	-	-	-	-	-	Retained
Z	WAM	10.000	3.30	-	S-	R-	8.00%	-	Lraudazv	3rDu	-	1175	3yVq+1006	-	97.00000
U-2	YKD	94.000	8.40	-	DD	AA	29.60%	-	Xslwv	PBS	-	-	6.90%	-	934.00000
V	PQQ	615.000	1.30	-	ZZZ	DDD	34.00%	-	Ufojqpdf	3gVc	-	188	3aFh+188s	-	348.00000
O	YWT	75.000	3.20	-	SSS	LLL-	27.90%	-	Buwzscqp	3kUg	-	640	3bNg+640	-	418.00000
P	LUR	40.000	9.40	-	WW-	ZZ-	81.00%	-	Sjzppbrm	3jAt	-	915	3bSw+781	-	60.80000

Tranche Comments

V: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144V/Vsd Y; N-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144F/Gdk A; U-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144W/Nlr S; G: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144T/Zoy D; O: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144M/Oab Q; P: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144T/Cch I; Z: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144B/Mnw N; Fpa: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144I/Dps Y;

Deal Comments

Swh Dfgg Vooywya 2.00

Originator(s)

Xllugao

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Jul 2, 2005

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	SPE	784.000	1.80	-	TTT	AAA	17.50%	-	Bfwzjwbm	3hUt	185	165	3aWv+165	-	535.00000
O	QHF	63.300	6.20	-	GG-	TT-	45.00%	-	Qbdlvphf	3nJi	875	850	3jIw+691	-	59.00000
Jdl	XZT	83.830	-	-	AN	ZE	-	-	-	-	-	-	-	-	Retained
S	OCR	78.300	6.10	-	X	Y	40.29%	-	Jdflrrxn	3jQr	365-375	400	3hZc+400	-	847.00000
N	PYC	1.000	-	-	J-	B-	-	-	-	-	-	-	-	-	Retained
B Cpkh	OBA	18.000	1.70	-	YYY	PPP	22.40%	-	Vwuooonw	3fWf	185	165	3tYq+165	-	409.00000
P	FLI	59.000	2.90	-	UUU-	DDD-	43.22%	-	Yrhpapjg	3eTs	600y	600	3nVp+600	-	772.00000
B	ENZ	50.000	4.20	-	MM	VV	80.10%	-	Qjhlrsmg	3mBn	265-275	300	3dKb+300	-	226.00000

Tranche Comments

G: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Q/Abf Q; B Cpkh: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144F/Zbu K; B: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144P/Cqm R; S: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Z/Yko X; P: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144J/Yuw M; O: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Y/Ttb K; N: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144O/Tjr E; Jdl: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144N/Xjf A;

Deal Comments

Ywm Qypp Oxthwsf 1.5

Reinvestment Period (YRS)

4.3

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	CMV	70.200	-	O2	-	M	-	-	Rqofvmov	3tPd	-	340	3bRx+340	-	704.00000
Q	NPJ	444.000	-	Jff	-	UUU	-	-	Xbkxemal	3eSx	-	120	3xAx+120	-	650.00000
K	HGO	61.500	-	Mg3	-	ZZ-	-	-	Ivxpuhir	3fEh	-	900	3xYc+795	-	47.90000
Gzw	CAW	78.400	-	TF	-	MV	-	-	-	-	-	-	-	-	24.00000
M-1	BNR	72.800	-	Cd2	-	OO	-	-	Atbmjatc	3dTp	-	225	3yCw+225	-	982.00000
L	LUB	73.800	-	Dll3	-	III-	-	-	Jlzwtmrq	3jCn	-	525	3nKv+525	-	729.00000
N-2	ZTF	97.000	-	Uy2	-	UU	-	-	Xrjwe	XYX	-	-	3.500%	3.500%	956.00000
E	AGS	44.300	-	E3	-	Y-	-	-	Xlwbmxrf	3dCz	-	1050	3fGl+862	-	83.00000

Tranche Comments

Q: First Pay: 2023-01-25; Redemption: 2024-05-16; M-1: First Pay: 2023-01-25; Redemption: 2024-05-16; N-2: First Pay: 2023-01-25; Redemption: 2024-05-16; V: First Pay: 2023-01-25; Redemption: 2024-05-16; L: First Pay: 2023-01-25; Redemption: 2024-05-16; K: First Pay: 2023-01-25; Redemption: 2024-05-16; E: First Pay: 2023-01-25; Redemption: 2024-05-16; Gzw: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Jbg Czff Vkqsbzn 2.00

Risk Retention

EK - Zcd

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2022

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 15, 2000

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	JMA	604.000	6.20	Aoo	-	HHH	22.00%	-	Mkhlyxcj	3pUg	-	99	3sJj+99	-	816.00000
E	QJG	10.000	73.20	T3	-	O-	8.54%	-	Tvczkeno	3mOv	-	-	3mIp+940	-	98.00000
E-1	JAB	16.000	3.80	Bs2	-	SS	89.00%	-	Jsqyjvop	3rVt	-	180	3iZy+180	-	960.00000
A	YTD	64.000	1.20	D2	-	T	15.00%	-	Jbzvzwsy	3rNn	-	235	3xAh+235	-	672.00000
F	QUF	85.000	1.90	Cd3	-	ZZ-	6.19%	-	Jdkovpsg	3nAf	-	645	3rJe+624	-	73.50000
Pvl	KYA	33.720	-	VU	-	NR	-	-	-	-	-	-	-	-	17.00000
A	ZIH	33.000	9.10	Inn3	-	DDD-	95.59%	-	Asudpmvy	3fXd	-	345	3hJh+345	-	838.00000
K-2	NKY	15.000	2.90	Ni2	-	MM	11.00%	-	Spxrl	GTZ	-	-	2.10%	2.100%	706.00000

Tranche Comments

A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144V/Qnc U; E-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Yxi V; K-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144W/Rqm G; A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Gmi R; A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Lcx H; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Roh D; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144J/Nhh I; Pvl: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Dhg N;

Deal Comments

Uyy Yskk Yqspyzx 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2020

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ANP	95.000	1.60	Lee3	ZZZ	-	13.00%	-	Wvpllszn	3kVj	-	340	3xIc+340	-	276.00000
Q	KVG	19.000	8.60	F2	V-	-	7.00%	-	Fpekaxqw	3tBg	-	915	3jOm+868	-	76.00000
H2	QMH	44.200	2.60	Vg2	OO	-	87.00%	-	Zuprt	JOD	-	-	2.10%	2.100%	491.00000
X	QVX	7.100	1.70	Rxx	PPP	-	-	-	Kpxltehd	3zTz	-	45	3lDo+45	-	146.00000
U	DQB	43.000	7.00	E2	D	-	86.00%	-	Llyakrfa	3rBe	-	225	3xEt+225	-	172.00000
Y	LIU	45.000	4.00	Hc2	NN-	-	29.00%	-	Xzxljfjo	3qMc	-	620	3pJh+606	-	64.00000
Wcwcul	OXK	90.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	XYO	139.000	9.40	Raa	RRR	-	51.00%	-	Kxscquen	3bHf	-	97	3xAq+97	-	307.00000
Z1	GIV	45.800	6.30	Wr2	JJ	-	90.00%	-	Wsxdovdt	3yKl	-	170	3oAo+170	-	607.00000

Tranche Comments

X: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Hml R; I: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Npw B; Z1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Y/Bwa Q; H2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Y/Vno K; U: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Gsu W; T: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Csa B; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144J/Azb R; Q: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144I/Yay H; Wcwcul: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Irp B;

Deal Comments

Oepec. Wmw Tkff Aeelmih 2.00

Risk Retention

TH/HN - Dgmh HR - Dgm

Reinvestment Period (YRS)

7.4

Reinvestment Period End Date

Aug 27, 2016

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date