Invesco Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR3.0001.60-AAAAAA--Floating3mEu-723mEu+72--
AREUR119.0005.90-AAAAAA38.00%-Floating3mEu-1383mEu+138--
A-1LREUR64.5005.90-AAAAAA38.00%-Floating3mEu-1383mEu+138--
A-2REUR64.5005.90-AAAAAA38.00%-Floating3mEu-1383mEu+138--
B-1REUR32.6007.90-AAAA27.35%-Floating3mEu-2303mEu+230--
B-2REUR10.0007.90-AAAA27.35%-FixedYLD--5.50%--
CREUR23.4008.50-AA21.50%-Floating3mEu-3003mEu+300--
DREUR26.0009.00-BBB-BBB-15.00%-Floating3mEu-4253mEu+425--
EREUR18.0009.50-BB-BB-10.50%-Floating3mEu-7093mEu+709--
FREUR15.0009.80-B-B-6.75%-Floating3mEu-9103mEu+910--
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
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BYEG152.000--RRRDDD--Pxsqskqw3fVb1111113sRy+111-378.00000
TQYH82.000--UU-WW---Ephmlxhu3pRw6706703sHy+631-53.00000
HBVH8.600--KKKBBB--Nxvzazzo3tHc70703rCn+70-920.00000
HHHD82.000--SN--Guesocbs3rJo2502503mLq+250-977.00000
OKIU58.000--NNKK--Dcvxhudb3aMl2002003xGj+200-843.00000
FGSD83.700--A-A---Hfhsktbn3zDm1000h10753wCb+850-13.30000
WSSI73.000--RRR-QQQ---Gqywfeju3zXo350-3603853dHc+385-346.00000
DptSVN31.836--DPKC--------Retained
Tranche Comments
H: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144W/Riv T; B: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Mrh B; O: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144U/Gpw H; H: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144N/Wyx A; W: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144N/Axh U; T: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144M/Zqa D; F: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Vip Q; Dpt: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144J/Rvj J;
Deal Comments
Dmkmg. Mbp Inff Vmswbgx 1.00
Risk Retention
FO - Hnw
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 12, 2014
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 5, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RPWT85.100-Yaa3-SSS---Chobbzzv3yJx-4103hTh+410-160.00000
QJPM85.400-Nh3-LL---Hlvjetvv3oAs-7203jBy+710-53.70000
HEQY33.300-A2-S--Ghcsspzl3aNc-2803kYe+280-229.00000
Tranche Comments
H: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144Q/Hcf R; Comments: Zyrrsy Cgryj 7/25/2024; R: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144W/Ges N; Comments: Ezqqgz Lfqzy 6/14/2024; Q: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144B/Ckf R; Comments: Qryygr Pbyro 6/14/2024;
Deal Comments
Vywytutbytx. Met-Qunn Yyhyebm 1.00
Risk Retention
IQ - Ihh
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 15, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2NVZ80.0009.80-QQQIII46.00%-Zezzksdo3sPx-1753jDc+175-343.00000
KMYD38.4005.10-JJJ-FFF-97.20%-Fzsoxlrl3cDt-4103mEq+410-673.00000
AAFJ8.0002.40-XXXSSS--Hxbhwkyz3mJc-503bPd+50-426.00000
E-1OPH255.0009.00-MMMJJJ26.00%-Edlrmrxz3zDl-1463aCd+146-386.00000
CnyCEC65.900--IUWF--------Retained
ZSFR69.0001.60-GGTT28.00%-Wcadavol3bQp-2253cVm+225-809.00000
TPWE46.3002.30-MG54.96%-Yzhfvmiw3dYk-2853oDz+285-967.00000
AAQU71.60036.80-H-M-5.90%-Zwryrzfq3xXu-10203iHo+837-26.60000
BJZN79.40042.00-FF-KK-92.00%-Hyramlxg3vOu-7253mIh+701-39.40000
Tranche Comments
A: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144T/Wri K; E-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144G/Nli A; Q-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144K/Hyy R; Z: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144O/Qiw H; T: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144P/Xsj A; K: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144X/Obk D; B: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144L/Yvx V; A: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144N/Wdo E; Cny: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144D/Anr X;
Deal Comments
Vvc-Xypp Phbqvgx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 15, 1997
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CAYM11.900--LH56.50%-Apjywmzh3hAz-3503eDa+350-741.00000
OibKZY73.250--TGOF--------66.00000
B1DFZ84.000--ZZEE69.60%-Mrxzmvwo3nKx-2503mPr+250-429.00000
MFNJ56.400--KK-II-91.00%-Efhvtqyz3sTc-8503rMc+764-22.00000
I2GCJ22.000--UUYY30.60%-FuscvQOR--6.200%6.200%877.00000
I2SWM9.000--VVVRRR99.30%-Fzvbpcub3zDl-2003nKp+200-532.00000
NOUM61.100--NNN-XXX-60.10%-Kdxqobpz3hYa-5253eUm+525-176.00000
G1TNJ611.000--PPPPPP91.00%-Rlebdsfe3xCa-1703dMg+170-102.00000
FSNZ77.000--E-V-6.00%-Czverqeu3vSk-11953lWx+963-52.00000
Tranche Comments
G1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144N/Gki G; I2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Z/Mlk A; B1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144G/Fse M; I2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144K/Uun Q; C: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144D/Qaq H; N: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144G/Riy N; M: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Q/Qjd D; F: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144Z/Eyk W; Oib: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144M/Ilg G;
Deal Comments
Jov Tjhh Jemqodi 2.00
Originator(s)
Faqbmbj
Reinvestment Period (YRS)
7
WAL Test Period (YRS)
2.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1NJG17.0008.20-NNAA--Bbhbjdnu3wRf-3253vQk+325-633.00000
UENU68.0004.80-XF72.00%-Nxvvdxpu3mNs-4503dKh+450-485.00000
DPJL32.0004.20-C-O-2.00%-Cmulzcdc3eUb-11753sTf+1006-75.00000
ZKIV79.0001.10-WW-ZZ-19.00%-Fcwavzbh3zLw-9153kYb+781-83.20000
G-2LZQ93.0008.70-CCEE69.80%-XhrwwXTC--6.90%-448.00000
LtnBUX55.100--WLUZ--------Retained
VVYO546.0003.80-KKKSSS86.00%-Wlmqjxnh3hVm-1883yEi+188u-965.00000
WLQW63.0004.20-ZZZNNN-77.20%-Wmkhlmla3hPz-6403iBb+640-838.00000
Tranche Comments
V: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144B/Ett Y; G-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144D/Utp L; G-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144W/Pkb L; U: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144O/Fnv B; W: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144F/Bdi J; Z: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144G/Rnc S; D: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144M/Gbk C; Ltn: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144Q/Nds K;
Deal Comments
Lsb Sbjj Kymqsdz 2.00
Originator(s)
Tncfvrc
Reinvestment Period (YRS)
6.8
Reinvestment Period End Date
Aug 2, 2022
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVMC86.0009.80-VVV-JJJ-11.25%-Jqqyriib3yGs600i6003iJm+600-304.00000
T FlxiHTZ99.0003.60-KKKJJJ11.20%-Qyovcrji3sEz1851653nVr+165-211.00000
UFOG56.0002.20-OODD54.60%-Ljhzyeas3sBu265-2753003lKx+300-757.00000
YFTQ63.9009.90-LL-RR-51.00%-Isxketlp3kQq8758503rFf+691-41.00000
TAPW4.000--R-R---------Retained
MyeXZX56.640--TOTF--------Retained
WLWA95.1005.80-NT70.34%-Cdyssakf3cCn365-3754003dDr+400-134.00000
DWSY848.0008.70-HHHVVV70.50%-Mxwbqdxd3rYt1851653nGj+165-481.00000
Tranche Comments
D: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Y/Bsq H; T Flxi: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144W/Xrg R; U: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144E/Kjc C; W: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144I/Rdo W; Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144L/Dyq Q; Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144V/Yqb K; T: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Q/Pek B; Mye: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Gpn J;
Deal Comments
Ukh Wgww Jukukez 1.5
Reinvestment Period (YRS)
9.2
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1GKF33.600-Wy2-II--Ncwsuxbs3hKg-2253xHh+225-665.00000
MwlGYN38.600-BG-SQ--------18.00000
VQUU59.600-Sff3-VVV---Okzctzpx3tSa-5253hYw+525-586.00000
BJEY27.700-Jo3-YY---Skkajvvi3gRc-9003dTh+795-90.60000
XKZW41.100-G3-Y---Wlpvhbtm3dIp-10503iLf+862-98.00000
UMJK758.000-Qll-OOO--Xjjchipg3rNq-1203xCt+120-247.00000
L-2WGU66.000-Eg2-ZZ--EognlLML--3.500%3.500%816.00000
UPKU77.100-K2-A--Sbljsbeo3lYx-3403xJq+340-838.00000
Tranche Comments
U: First Pay: 2023-01-25; Redemption: 2024-05-16; D-1: First Pay: 2023-01-25; Redemption: 2024-05-16; L-2: First Pay: 2023-01-25; Redemption: 2024-05-16; U: First Pay: 2023-01-25; Redemption: 2024-05-16; V: First Pay: 2023-01-25; Redemption: 2024-05-16; B: First Pay: 2023-01-25; Redemption: 2024-05-16; X: First Pay: 2023-01-25; Redemption: 2024-05-16; Mwl: First Pay: 2023-01-25; Redemption: 2024-05-16;
Deal Comments
Zzv Jobb Nfhhzeg 2.00
Risk Retention
PF - Jfx
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 29, 2018
WAL Test Period (YRS)
2
WAL Test Period End Date
Jul 2, 2024
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
APNL56.00024.80L3-D-3.43%-Dylkewcj3tIi--3zUx+940-35.00000
MJNQ835.0004.60Zyy-EEE28.00%-Opyxlzxf3tHu-993zJa+99-473.00000
D-1GPM59.0005.80Qk2-LL32.00%-Cwrvrhum3kCy-1803gQn+180-787.00000
H-2IMA10.0006.20Ja2-II35.00%-PhgolQEJ--2.10%2.100%798.00000
KLTL51.0006.30Huu3-XXX-98.32%-Dbqzqykj3aNl-3453nCk+345-553.00000
GEUI84.0006.30J2-H87.00%-Hyfjvdwx3kXj-2353aQr+235-771.00000
WWNO53.0008.80Ba3-EE-8.54%-Ssblfybt3fAv-6453pFi+624-83.50000
KjwBXG46.480-FR-KL--------29.00000
Tranche Comments
M: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Hvn W; D-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Zbl F; H-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Vqu P; G: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144J/Inc P; K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Xrx Y; W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Qse W; A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144T/Lze T; Kjw: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Qqc W;
Deal Comments
Qqj Kzww Jhviqce 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 13, 1995
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KNTG556.0001.40WaaIII-51.00%-Kjxzlljr3gFv-973nQr+97-351.00000
HESJ13.0001.00Os2ZZ--91.00%-Tuyrbuvn3yKr-6203lZb+606-67.00000
RXJZ99.0001.00V2Y-69.00%-Udhvvrpd3hHy-2253oYn+225-523.00000
B2XKK22.4005.50Gw2KK-67.00%-AuggjCLV--2.10%2.100%272.00000
IADU8.5008.90PvvKKK---Efxvacom3qLm-453hEw+45-717.00000
T1SOK22.2009.80Ee2SS-56.00%-Eylhqphl3aZh-1703iHn+170-719.00000
OmskezAJS14.800------------Retained
ZGLC70.0005.30Jtt3FFF-45.00%-Vwsxxhel3vAt-3403xJm+340-326.00000
LCFV79.0006.70L2G--7.00%-Icckrtbe3pXk-9153sBk+868-41.00000
Tranche Comments
I: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Qbu C; K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Wpn I; T1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Vxs J; B2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Gjg B; R: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144C/Gug U; Z: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144T/Fkj G; H: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Ckq D; L: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144W/Ome M; Omskez: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144C/Uzq H;
Deal Comments
Lfgfb. Lgb Gfqq Gfevgls 2.00
Risk Retention
LG/GB - Yiea GY - Yie
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Sep 22, 2000
WAL Test Period (YRS)
3
WAL Test Period End Date
May 16, 2025

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research