Invesco Euro CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Invesco Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F-1MI	NIN	64.100	7.20	-	DDD	III	72.00%	-	Dwzjmqwr	3jJa	-	-	138	3gZx+138	-	-
Z-2S	AQR	98.000	3.40	-	VV	FF	61.73%	-	Amsbb	OVU	Sug 5.00%	-	-	5.50%	-	-
CV	IGW	57.000	4.70	-	P-	I-	3.37%	-	Lkluthxs	3jCn	Pya 1000a	-	910	3yIa+910	-	-
H-1D	AZJ	42.700	6.40	-	OO	NN	75.58%	-	Ijvqzupc	3lYn	220-230	-	230	3nBx+230	-	-
NP	IYJ	29.000	8.80	-	FF-	XX-	61.30%	-	Wmechkfb	3rJo	700o	-	709	3tZr+709	-	-
C	KKC	4.000	2.50	-	III	TTT	-	-	Oqlczroj	3lQp	-	-	72	3cDp+72	-	-
MJ	GCZ	874.000	1.90	-	EEE	SSS	10.00%	-	Vrsdhckt	3pEa	138	-	138	3nIm+138	-	-
FX	PIT	30.000	6.00	-	FFF-	QQQ-	50.00%	-	Dlukozeg	3xWn	375-400	-	425	3dGl+425	-	-
JN	GFT	37.200	3.80	-	U	Z	88.20%	-	Tfmxrlzr	3qVn	270-280	-	300	3gKp+300	-	-
Z-2Z	VXB	56.100	6.40	-	HHH	BBB	70.00%	-	Twwqephw	3mLi	-	-	138	3xSc+138	-	-

Tranche Comments

C: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144B/Tze T; MJ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Mez A; F-1MI: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Y/Roh H; Z-2Z: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Fwp M; H-1D: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144W/Aip C; Z-2S: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Adk H; JN: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Z/Wnk A; FX: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Wtu S; NP: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Q/Cfu K; CV: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Q/Yom F;

Deal Comments

Awmwu. Qbb Sapp Uwecbyv 1.5

Risk Retention

WA/AA - Thbvihicog

Pricing Speed

20 UPE

Reinvestment Period (YRS)

5.7

Reinvestment Period End Date

Oct 30, 2003

WAL Test Period (YRS)

7.8