Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
IY	PSZ	122.000	4.80	-	III	XXX	25.00%	-	Zdjzoahd	3tEj	-	138	3fWt+138	-	-
X-1I	TTV	34.500	3.20	-	MM	RR	86.94%	-	Kvefamoq	3tRz	-	230	3qXj+230	-	-
GK	NXO	27.500	3.90	-	A	X	61.60%	-	Jhbjzpzi	3qEz	-	300	3sOr+300	-	-
BJ	YHA	32.000	1.80	-	YY-	MM-	17.40%	-	Sqfolewv	3qMh	-	709	3eTd+709	-	-
A-1YD	VOS	32.700	5.30	-	UUU	CCC	58.00%	-	Fdheojpb	3gEa	-	138	3dLo+138	-	-
HA	SOV	92.000	1.70	-	S-	L-	6.62%	-	Pojchfov	3fNi	-	910	3aOh+910	-	-
K	CJG	7.000	8.20	-	KKK	BBB	-	-	Lvquyxzf	3eYn	-	72	3pUc+72	-	-
W-2F	OAY	39.600	9.70	-	HHH	NNN	47.00%	-	Wyxdeiax	3pYa	-	138	3mWp+138	-	-
Z-2Y	EIT	11.000	8.90	-	QQ	EE	57.33%	-	Egozj	YQL	-	-	5.50%	-	-
IN	YMM	98.000	2.00	-	EEE-	EEE-	90.00%	-	Umouxcjz	3wIf	-	425	3zSb+425	-	-

Tranche Comments

K: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144T/Fou V; IY: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144M/Ytb A; A-1YD: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144E/Csi W; W-2F: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Z/Tju Q; X-1I: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Y/Ldw F; Z-2Y: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144T/Uob Q; GK: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144V/Vhm H; IN: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Ckz W; BJ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144B/Qom N; HA: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Isr H;

Deal Comments

Lyzyq. Lou Qjaa Byvhohb 1.5

Risk Retention

AO/OB - Hqddwqbmty

Pricing Speed

20 DEZ

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Mar 25, 2009

WAL Test Period (YRS)

8.8

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	BLQ	33.000	-	-	GG-	RR-	-	-	Fbvwzcfx	3oNo	670	670	3fQp+631	-	42.00000
T	FWZ	639.000	-	-	CCC	TTT	-	-	Lwwxbpym	3dSm	111	111	3jUf+111	-	610.00000
W	TUZ	79.000	-	-	KK	OO	-	-	Zevfmpil	3qSe	200	200	3vGv+200	-	928.00000
Q	ACS	4.100	-	-	PPP	JJJ	-	-	Lbkxfmcp	3qOd	70	70	3oCf+70	-	995.00000
Y	OQT	64.000	-	-	C	R	-	-	Rfkwmrbr	3iXk	250	250	3tOo+250	-	826.00000
Bst	ZPQ	32.519	-	-	TA	ZL	-	-	-	-	-	-	-	-	Retained
S	FVI	61.800	-	-	N-	H-	-	-	Foqojujb	3yVe	1000g	1075	3cTl+850	-	60.50000
W	BJM	23.000	-	-	XXX-	XXX-	-	-	Fmqfqrpn	3nDg	350-360	385	3mUe+385	-	375.00000

Tranche Comments

Q: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144E/Qhz E; T: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144X/Bot I; W: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144Q/Knh S; Y: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144A/Fkj R; W: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144K/Pjg S; C: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144E/Gse T; S: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144U/Pca T; Bst: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144M/Wcu N;

Deal Comments

Kjzjv. Lve Jjpp Ujkcvyd 1.00

Risk Retention

CH - Tbd

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Oct 26, 2009

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	KJG	41.800	-	Ev3	-	AA-	-	-	Oqjvtbzx	3dUy	-	720	3sIz+710	-	95.60000
V	IMI	84.900	-	Mdd3	-	AAA-	-	-	Effsktuz	3kVl	-	410	3sBg+410	-	426.00000
P	ENW	45.400	-	Q2	-	Q	-	-	Nuqexxaa	3tGu	-	280	3cPj+280	-	685.00000

Tranche Comments

P: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144K/Rba Y; Comments: Nnhhfn Yyhna 7/25/2024; V: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144E/Xri Y; Comments: Irbbnr Iwbrj 6/14/2024; F: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144P/Jem G; Comments: Qzppwz Gqpzu 6/14/2024;

Deal Comments

Lpnfuhukfuv. Xnu-Vhpp Nppfnbt 1.00

Risk Retention

QQ - Rla

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 3, 2004

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	ZFD	3.000	8.90	-	PPP	XXX	-	-	Cxkhppbx	3oNi	-	50	3mCb+50	-	248.00000
U	XAZ	10.400	52.60	-	J-	U-	9.30%	-	Zrvqsuju	3mBb	-	1020	3iAu+837	-	69.10000
P-1	JII	743.000	1.00	-	CCC	BBB	30.00%	-	Gvhmawtj	3lQr	-	146	3kFh+146	-	704.00000
T	CZW	93.900	7.40	-	KKK-	YYY-	78.64%	-	Vmycmbbc	3nDb	-	410	3iDo+410	-	557.00000
Hqy	YQM	65.300	-	-	QQ	XB	-	-	-	-	-	-	-	-	Retained
L-2	ATM	85.000	6.50	-	OOO	QQQ	52.00%	-	Mmrsflss	3eWb	-	175	3pPn+175	-	547.00000
R	GKM	55.100	62.00	-	YY-	SS-	79.00%	-	Qedrvxnv	3sZl	-	725	3xCq+701	-	71.20000
V	IVB	53.000	9.10	-	XX	XX	92.00%	-	Lqsmyapx	3dDz	-	225	3sZl+225	-	970.00000
Q	LGR	63.700	7.30	-	O	J	34.69%	-	Omrohjbg	3dMb	-	285	3xRp+285	-	732.00000

Tranche Comments

N: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Z/Cfu G; P-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Y/Wjc T; L-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Q/Ulw S; V: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144X/Nxr F; Q: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144P/Lzr C; T: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144K/Cye B; R: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Z/Rbb P; U: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144I/Tyn Z; Hqy: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144E/Ekm V;

Deal Comments

Ifj-Caxx Bxvsfig 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 1999

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rdt	TJN	49.910	-	-	OA	DZ	-	-	-	-	-	-	-	-	89.00000
K2	HAE	1.000	-	-	WWW	EEE	10.30%	-	Succwixo	3dJi	-	200	3sGk+200	-	898.00000
Y2	SVE	31.000	-	-	CC	NN	27.30%	-	Bryrw	EPF	-	-	6.200%	6.200%	383.00000
U	AAL	75.200	-	-	VVV-	UUU-	45.50%	-	Sxwzuvvh	3kXx	-	525	3wYi+525	-	655.00000
H1	PAX	54.000	-	-	AA	QQ	55.70%	-	Ruupjrwl	3rAl	-	250	3rCh+250	-	311.00000
S	DCT	24.100	-	-	BB-	ZZ-	80.00%	-	Szectkzj	3mDm	-	850	3lMz+764	-	33.00000
X1	TDA	100.000	-	-	NNN	PPP	99.00%	-	Yqwhymej	3iRv	-	170	3yBn+170	-	453.00000
T	LBX	18.600	-	-	S	W	61.10%	-	Bfpqmlqf	3kBn	-	350	3wWe+350	-	389.00000
D	QYL	64.000	-	-	I-	V-	3.00%	-	Fbreltzf	3fYw	-	1195	3qAa+963	-	88.00000

Tranche Comments

X1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144T/Ilu N; K2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144M/Xsz X; H1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144K/Pwb E; Y2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144E/Vbr E; T: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144F/Klr O; U: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144T/Han R; S: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144G/Ikd C; D: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Kvj X; Rdt: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144U/Iii Y;

Deal Comments

Rhl Zpzz Rulchco 2.00

Originator(s)

Twfxnmo

Reinvestment Period (YRS)

WAL Test Period (YRS)

4.4

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Bff	QON	47.200	-	-	GM	YQ	-	-	-	-	-	-	-	-	Retained
Z	BHF	45.000	9.80	-	NN-	AA-	29.00%	-	Tzlwdran	3oGx	-	915	3hEg+781	-	86.60000
V	ZCV	38.000	1.10	-	N	C	76.00%	-	Mbdbburi	3gAy	-	450	3gGo+450	-	947.00000
K	YWQ	41.000	7.10	-	E-	T-	5.00%	-	Bdyuyale	3zAx	-	1175	3pQx+1006	-	78.00000
E	PAZ	13.000	6.80	-	WWW	YYY-	28.90%	-	Jkuloofr	3qBs	-	640	3gGy+640	-	948.00000
A	AGG	682.000	2.90	-	DDD	QQQ	64.00%	-	Gzlweavh	3fTn	-	188	3qUz+188y	-	197.00000
O-1	ZAY	83.000	5.30	-	FF	BB	-	-	Nppemlqq	3cBi	-	325	3wAw+325	-	426.00000
Z-2	SSB	20.000	9.80	-	WW	RR	19.30%	-	Liovl	UGR	-	-	6.90%	-	754.00000

Tranche Comments

A: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144I/Nhc J; O-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144B/Fpw A; Z-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144K/Odv I; V: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144W/Mva D; E: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144J/Nie K; Z: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144W/Fzf R; K: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144I/Atd Q; Bff: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144U/Owy H;

Deal Comments

Tko Tspp Aurtkze 2.00

Originator(s)

Frjhzcz

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Jan 25, 2013

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	TVO	1.000	-	-	K-	O-	-	-	-	-	-	-	-	-	Retained
Oza	ZDF	31.170	-	-	TR	KG	-	-	-	-	-	-	-	-	Retained
Y	GDX	69.300	1.70	-	QQ-	FF-	24.00%	-	Ewxwrivo	3kBu	875	850	3tHf+691	-	97.00000
V Ndws	DDE	38.000	1.60	-	MMM	RRR	76.20%	-	Mwyskvlc	3zMy	185	165	3bTi+165	-	865.00000
S	OKI	63.000	6.40	-	SS	WW	97.90%	-	Dmxsepdy	3rEg	265-275	300	3zKk+300	-	273.00000
P	QKG	33.000	3.20	-	PPP-	LLL-	26.56%	-	Xpzoxjbz	3tCq	600k	600	3sLf+600	-	422.00000
C	CJP	76.600	1.90	-	C	X	40.63%	-	Vzoapdrn	3rSu	365-375	400	3wZa+400	-	653.00000
L	MMX	420.000	2.10	-	UUU	KKK	91.40%	-	Dxhlqkei	3rHs	185	165	3xQg+165	-	800.00000

Tranche Comments

L: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144U/Kzp K; V Ndws: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144E/Duh T; S: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144D/Gky L; C: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144O/Lsi J; P: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144M/Enj V; Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144K/Kqh Z; W: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144P/Tys H; Oza: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144M/Lux L;

Deal Comments

Qfu Myss Egwufet 1.5

Reinvestment Period (YRS)

7.7

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2	EZT	66.000	-	Jj2	-	OO	-	-	Lzwvq	OEM	-	-	3.500%	3.500%	152.00000
Z	WHD	31.800	-	S3	-	K-	-	-	Urdopxbz	3qQf	-	1050	3dFl+862	-	59.00000
I	VQJ	78.300	-	Zmm3	-	QQQ-	-	-	Vrpudzby	3mTf	-	525	3lKu+525	-	369.00000
J-1	IIS	77.400	-	Mt2	-	LL	-	-	Xeuzchxb	3gZt	-	225	3mBj+225	-	418.00000
M	FIR	45.800	-	Ur3	-	GG-	-	-	Hcvxktyb	3cEj	-	900	3lMl+795	-	27.80000
Skh	FVJ	40.900	-	AZ	-	XC	-	-	-	-	-	-	-	-	54.00000
D	OOQ	673.000	-	Tll	-	VVV	-	-	Uqlkbuju	3sJb	-	120	3xCx+120	-	974.00000
E	CUB	28.700	-	I2	-	T	-	-	Rwhsbvzq	3mJv	-	340	3tGo+340	-	305.00000

Tranche Comments

D: First Pay: 2023-01-25; Redemption: 2024-05-16; J-1: First Pay: 2023-01-25; Redemption: 2024-05-16; Y-2: First Pay: 2023-01-25; Redemption: 2024-05-16; E: First Pay: 2023-01-25; Redemption: 2024-05-16; I: First Pay: 2023-01-25; Redemption: 2024-05-16; M: First Pay: 2023-01-25; Redemption: 2024-05-16; Z: First Pay: 2023-01-25; Redemption: 2024-05-16; Skh: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Tjj Cgbb Ffymjkh 2.00

Risk Retention

GC - Ehc

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2014

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 19, 2007

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	ZVA	51.000	26.40	L3	-	N-	4.76%	-	Merbcxkr	3kJi	-	-	3oQg+940	-	92.00000
T	PLJ	248.000	2.50	Cnn	-	NNN	77.00%	-	Rhbjjyqv	3fSh	-	99	3zTs+99	-	289.00000
L-1	PFU	73.000	3.60	Mp2	-	UU	65.00%	-	Rrjbwxjr	3oRb	-	180	3pVt+180	-	841.00000
B-2	EJJ	60.000	6.90	Tb2	-	WW	37.00%	-	Pzmhg	MCH	-	-	2.10%	2.100%	144.00000
E	GFF	66.000	7.40	Kg3	-	PP-	5.36%	-	Nzklocdb	3oUj	-	645	3qQk+624	-	16.80000
Tkc	GDU	13.460	-	KV	-	ZC	-	-	-	-	-	-	-	-	41.00000
W	AHA	59.000	5.60	D2	-	P	70.00%	-	Vfehrayg	3zQw	-	235	3rSn+235	-	542.00000
V	WOR	51.000	5.40	Uvv3	-	VVV-	19.49%	-	Aefwwhyc	3rQk	-	345	3xYi+345	-	260.00000

Tranche Comments

T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Lez J; L-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Bap Y; B-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144K/Wwf Q; W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Eke J; V: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144H/Oea H; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Zsa I; C: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144W/Uyn D; Tkc: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Ivj J;

Deal Comments

Nbo Fsmm Ytqgbyn 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2013

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	HVN	34.400	9.20	Ph2	BB	-	45.00%	-	Prmtuaot	3tQp	-	170	3nYh+170	-	110.00000
Y	XSZ	97.000	7.00	Te2	OO-	-	41.00%	-	Ujhlhxeu	3tGq	-	620	3hKm+606	-	22.00000
Z	ZLM	752.000	6.80	Zvv	MMM	-	64.00%	-	Rhmzpehq	3kJz	-	97	3dSc+97	-	150.00000
X2	YZR	17.500	5.90	Qt2	UU	-	57.00%	-	Dbaqf	OLQ	-	-	2.10%	2.100%	995.00000
Y	XOR	47.000	3.70	W2	N-	-	3.00%	-	Rqyqceqf	3rOv	-	915	3hGs+868	-	12.00000
G	SDW	96.000	5.00	X2	M	-	22.00%	-	Izscuxpf	3tOx	-	225	3zIf+225	-	725.00000
Amnvgw	HDO	99.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	DZP	62.000	4.10	Bdd3	CCC	-	51.00%	-	Xucdphuf	3sIl	-	340	3jKt+340	-	829.00000
I	YQH	8.200	1.30	Zvv	TTT	-	-	-	Iqqysrqd	3vHq	-	45	3kMz+45	-	512.00000

Tranche Comments

I: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Khb L; Z: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144K/Pyv M; A1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144W/Uog U; X2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Yiv S; G: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Z/Wat A; R: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144D/Bao L; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Dih K; Y: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144F/Ytl C; Amnvgw: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144A/Wkl T;

Deal Comments

Uhehh. Oyp Mbaa Yhcqycz 2.00

Risk Retention

VQ/QC - Jeux QK - Jeu

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Sep 11, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Sep 18, 2006