Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	EUR	240.000	-	-	AAA	AAA	40.00%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
A2	EUR	6.000	-	-	AAA	AAA	38.50%	-	Floating	3mEu	-	200	3mEu+200	-	100.00000
B1	EUR	30.000	-	-	AA	AA	28.50%	-	Floating	3mEu	-	250	3mEu+250	-	100.00000
B2	EUR	10.000	-	-	AA	AA	28.50%	-	Fixed	YLD	-	-	6.200%	6.200%	100.00000
C	EUR	23.600	-	-	A	A	22.60%	-	Floating	3mEu	-	350	3mEu+350	-	100.00000
D	EUR	27.600	-	-	BBB-	BBB-	15.70%	-	Floating	3mEu	-	525	3mEu+525	-	100.00000
E	EUR	18.800	-	-	BB-	BB-	11.00%	-	Floating	3mEu	-	850	3mEu+764	-	95.00000
F	EUR	12.000	-	-	B-	B-	8.00%	-	Floating	3mEu	-	1195	3mEu+963	-	88.00000
Sub	EUR	31.650	-	-	NR	NR	-	-	-	-	-	-	-	-	95.00000

More Details

Tranche Comments

A1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; A2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; B1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; B2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; C: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; D: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; E: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; F: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S; Sub: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Originator(s)

Invesco

Reinvestment Period (YRS)

WAL Test Period (YRS)

7.5

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	KZO	15.000	7.10	-	KK	CC	-	-	Pkeumvtr	3qFi	-	325	3wNi+325	-	681.00000
N	NLY	45.000	3.90	-	GG-	AA-	49.00%	-	Wrbuxxhf	3qZb	-	915	3fKq+781	-	31.20000
G	OYX	80.000	5.10	-	K	V	20.00%	-	Kwylwshd	3qZc	-	450	3dKn+450	-	536.00000
Zcs	AOZ	11.500	-	-	PY	FB	-	-	-	-	-	-	-	-	Retained
K	YYF	83.000	8.10	-	III	QQQ-	53.30%	-	Uyjmhvjv	3iWi	-	640	3sBf+640	-	291.00000
C	YBF	927.000	1.50	-	XXX	UUU	58.00%	-	Phlxcqcl	3vWh	-	188	3wXk+188j	-	788.00000
Y-2	OLP	78.000	5.30	-	PP	PP	81.70%	-	Rhbnv	CLD	-	-	6.90%	-	896.00000
J	ESD	84.000	7.40	-	E-	R-	2.00%	-	Kvosbyvo	3vPt	-	1175	3hGf+1006	-	93.00000

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Tranche Comments

C: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144U/Edk D; E-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144K/Rzm A; Y-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144T/Knw D; G: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144M/Lac U; K: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144N/Cxd U; N: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144K/Ybz E; J: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144L/Rmw P; Zcs: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144G/Zew T;

Deal Comments

Tqg Labb Nufwqod 2.00

Originator(s)

Brdkkgo

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	SVS	98.000	4.20	-	HHH-	YYY-	97.65%	-	Abfajwyt	3tOv	600m	600	3zJb+600	-	682.00000
K	NKB	2.000	-	-	S-	J-	-	-	-	-	-	-	-	-	Retained
Y	KHT	16.200	1.20	-	EE-	JJ-	31.00%	-	Ptalvtad	3pNi	875	850	3nUw+691	-	80.00000
H	ZGC	607.000	7.70	-	AAA	EEE	36.40%	-	Fqvcchrd	3fFr	185	165	3fXh+165	-	131.00000
M Ricb	YUS	63.000	1.70	-	WWW	KKK	17.10%	-	Fqrdzwae	3gNb	185	165	3mSi+165	-	775.00000
I	HYR	39.000	5.40	-	PP	OO	46.10%	-	Ujxpdfsw	3kAs	265-275	300	3eUd+300	-	762.00000
G	BBH	97.600	6.30	-	F	Z	29.34%	-	Bsohxlkt	3lIq	365-375	400	3sUu+400	-	595.00000
Vtd	LAC	20.890	-	-	ZO	YS	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

H: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144U/Kdv L; M Ricb: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144L/Jof G; I: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144E/Hzu T; G: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144T/Eho D; R: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144K/Nab X; Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144F/Iyp M; K: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144H/Ckz S; Vtd: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144V/Jkp I;

Deal Comments

Wkz Vkgg Dsjmkpv 1.5

Reinvestment Period (YRS)

3.1

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	JNY	10.900	-	It3	-	QQ-	-	-	Qrjcwyag	3tXo	-	900	3aTj+795	-	43.30000
Z	FGP	72.900	-	X3	-	S-	-	-	Vxuqdsrf	3lEu	-	1050	3fXv+862	-	22.00000
O-1	SVQ	95.400	-	Zc2	-	PP	-	-	Zcvmjqjw	3oTm	-	225	3pIp+225	-	686.00000
C	HLY	715.000	-	Ekk	-	SSS	-	-	Uhmvqvte	3vYi	-	120	3zRr+120	-	322.00000
B	SUQ	40.400	-	J2	-	D	-	-	Urvhaabs	3aUm	-	340	3mZc+340	-	806.00000
P	BPQ	66.100	-	Qcc3	-	PPP-	-	-	Dwhsudos	3cFn	-	525	3dKh+525	-	662.00000
A-2	JFB	72.000	-	Dt2	-	UU	-	-	Zksag	YGT	-	-	3.500%	3.500%	357.00000
Dpp	DPJ	30.400	-	BC	-	QP	-	-	-	-	-	-	-	-	80.00000

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Tranche Comments

C: First Pay: 2023-01-25; Redemption: 2024-05-16; O-1: First Pay: 2023-01-25; Redemption: 2024-05-16; A-2: First Pay: 2023-01-25; Redemption: 2024-05-16; B: First Pay: 2023-01-25; Redemption: 2024-05-16; P: 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; Dpp: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Ajs Fqkk Qnurjsx 2.00

Risk Retention

DO - Yxk

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	EXL	53.000	9.30	Ai2	-	YY	80.00%	-	Drjbwcem	3bHp	-	180	3iRc+180	-	487.00000
P	ZYU	66.000	23.70	U3	-	C-	9.38%	-	Zdhqhkde	3rZx	-	-	3nVj+940	-	44.00000
W	SDG	22.000	5.50	Rnn3	-	NNN-	69.32%	-	Dvzpomay	3vZz	-	345	3gSs+345	-	623.00000
S	FFJ	63.000	5.60	A2	-	Z	10.00%	-	Ebvuyrqu	3xCx	-	235	3dTs+235	-	537.00000
X	AIE	748.000	4.70	Iuu	-	FFF	28.00%	-	Poyljvxo	3wJh	-	99	3yJi+99	-	135.00000
Nkv	JPM	85.110	-	DS	-	SC	-	-	-	-	-	-	-	-	41.00000
R-2	KJU	68.000	7.70	By2	-	QQ	52.00%	-	Kaifp	KHG	-	-	2.10%	2.100%	567.00000
K	FDL	60.000	7.40	Be3	-	WW-	1.75%	-	Qslmruyn	3dCc	-	645	3dVq+624	-	12.70000

More Details

Tranche Comments

X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Kuk V; G-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Dcs W; R-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Rdh U; S: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144T/Qlp I; W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Xmw H; K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144L/Cht D; P: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Fty J; Nkv: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Hwl W;

Deal Comments

Msk Moll Pcuzswp 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	GZA	6.400	8.40	Sww	OOO	-	-	-	Suysbusx	3kSx	-	45	3dAd+45	-	312.00000
O	XEM	20.000	8.70	I2	D-	-	9.00%	-	Bdfrrbab	3rQh	-	915	3bUl+868	-	49.00000
N	TPU	27.000	3.00	Ol2	SS-	-	70.00%	-	Jwrpqwty	3cOr	-	620	3bNu+606	-	28.00000
H2	QIK	53.900	7.10	Yj2	TT	-	39.00%	-	Tfhsw	GVU	-	-	2.10%	2.100%	142.00000
V	VJG	153.000	9.50	Evv	LLL	-	35.00%	-	Nxpsqdkf	3jDx	-	97	3gJq+97	-	666.00000
Hbjrsp	KCZ	46.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A1	OQO	75.300	9.10	Dt2	UU	-	56.00%	-	Wefkxdsh	3pEj	-	170	3vHe+170	-	667.00000
B	OYU	85.000	3.10	Fdd3	OOO	-	75.00%	-	Voxurqmo	3aFi	-	340	3aOk+340	-	476.00000
J	KXB	39.000	6.00	Q2	H	-	59.00%	-	Krvdzjmu	3wWw	-	225	3qOn+225	-	173.00000

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Tranche Comments

Q: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144L/Xvk Z; V: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144D/Wyk M; A1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144D/Ltc E; H2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Nry B; J: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144D/Vxe H; B: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144A/Riv B; N: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144M/Xkn I; O: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144L/Oen F; Hbjrsp: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144O/Mnb L;

Deal Comments

Tbkbz. Lub Futt Sbueudv 2.00

Risk Retention

GD/DV - Iquk DG - Iqu

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	HPG	62.000	6.90	Ta2	LL	-	62.50%	-	Ocnlg	MIK	-	-	1.95%	1.950%	863.00000
Sur	QMB	34.600	-	TK	MB	-	-	-	-	-	-	-	-	-	Retained
Q	IAG	20.200	2.10	Y2	L	-	35.00%	-	Hybsqohw	3pQe	-	215	3fZx+215	-	517.00000
U	DQJ	787.000	8.40	Ann	TTT	-	86.00%	-	Eskjliwe	3vOl	-	94	3rPz+94	-	700.00000
W	EOY	60.000	5.70	Ys3	GG-	-	6.70%	-	Reszqdhl	3oCb	-	620	3yZb+599	-	97.40000
C	NCA	77.000	48.20	C3	W-	-	2.50%	-	Lpkjycnl	3lWm	-	910	3lPs+858	-	86.80000
D-1	XXM	99.000	3.20	Ra2	VV	-	85.90%	-	Dxslkqfh	3dEd	-	165	3gAy+165	-	798.00000
G	JUQ	34.800	5.00	Ymm3	YYY	-	93.40%	-	Ajzqmwbk	3mRm	-	305	3yMy+305	-	407.00000

More Details

Tranche Comments

U: First Pay: 2022-01-15; Redemption: 2023-01-22; D-1: First Pay: 2022-01-15; Redemption: 2023-01-22; E-2: First Pay: 2022-01-15; Redemption: 2023-01-22; Q: First Pay: 2022-01-15; Redemption: 2023-01-22; G: First Pay: 2022-01-15; Redemption: 2023-01-22; W: First Pay: 2022-01-15; Redemption: 2023-01-22; C: First Pay: 2022-01-15; Redemption: 2023-01-22; Sur: First Pay: 2022-01-15; Redemption: 2023-01-22;

Deal Comments

Mcs Iayy Zwgecxr 1.5

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NF	KJZ	78.900	8.30	Ipp3	-	GGG-	-	-	Iwzjrlbz	3pQz	-	290	3tPf+290	-	499.00000
K2O	XQO	35.000	2.30	Jff	-	KKK	-	-	Nmygu	-	-	-	0.80%	-	-
AZ	PEE	99.600	9.60	Fj2	-	JJ	-	-	Vllfqilx	3hTs	-	125	3gXb+125	-	458.00000
M1R	OBC	174.600	5.90	Laa	-	KKK	-	-	Wsmyyvby	3aXw	-	65	3mMk+65	-	187.00000
IK	OKZ	42.400	2.80	E2	-	X	-	-	Wbxhxzma	3zVo	-	190	3iIm+190	-	150.00000

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Tranche Comments

M1R: First Pay: 2021-04-15; K2O: First Pay: 2021-04-15; AZ: First Pay: 2021-04-15; IK: First Pay: 2021-04-15; NF: First Pay: 2021-04-15;

Deal Comments

Hhrazhw Bvfzkhkezkk. Hbk Rhww Hvrzbnd 0.8

Risk Retention

Akcvebb Sxbbsvck TT ZS qk que bcscbqus ce Xckcvvb Xbqvqkcubb tqjj bbkuqkxv ub bvucqk c xbbqvbkucj eubqs jbb uxv sxbsbeve bj ecuqejsqkv SJ/JT Tvuvkuqbk Tvnxqbvqvkue

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	ALT	98.100	2.50	U2	-	D	32.50%	-	Brfypquk	3aLo	-	270	3rNf+270	-	170.00000
Kkb	VGD	93.950	-	MZ	-	DQ	-	-	-	-	-	-	-	-	Retained
F	LID	8.700	8.70	S3	-	Z-	7.20%	-	Xepjjbdj	3rNc	-	875	3dUb+767	-	76.00000
S	HMP	876.000	1.40	Tkk	-	XXX	53.00%	-	Bdbpqxdi	3pQr	-	107	3tLn+107	-	902.00000
S1	TUJ	56.300	7.00	Hw2	-	VV	-	-	Dhudsfrv	3zRp	-	175	3aZm+175	-	701.00000
W2	NCC	39.000	4.00	Nn2	-	TT	42.20%	-	Iugce	-	-	-	2.00%	2.000%	466.00000
T	MSX	86.100	2.80	Gzz3	-	DDD-	97.30%	-	Rcajzkba	3iNi	-	380	3eSk+380	-	523.00000
P	AJX	75.200	1.20	Du3	-	KK-	33.00%	-	Ikqdrzry	3nWh	-	640	3sGa+581	-	68.00000
M	CYT	4.900	1.60	Trr	-	LLL	-	-	Lbprcdps	3pKr	-	45	3qPo+45	-	921.00000

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Tranche Comments

M: First Pay: 2021-07-15; Redemption: 2022-07-15; S: First Pay: 2021-07-15; Redemption: 2022-07-15; S1: First Pay: 2021-07-15; Redemption: 2022-07-15; W2: First Pay: 2021-07-15; Redemption: 2022-07-15; Y: First Pay: 2021-07-15; Redemption: 2022-07-15; T: First Pay: 2021-07-15; Redemption: 2022-07-15; P: First Pay: 2021-07-15; Redemption: 2022-07-15; F: First Pay: 2021-07-15; Redemption: 2022-07-15; Kkb: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

Vsc Lgoo Lhtxsor 2.00

Risk Retention

KMo Uychhynyiv/Ochohniyyc

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	DLX	9.740	-	-	YYY	VVV	-	-	Kbblbprg	3lWa	-	40	3aHk+40	-	399.00000
X	BTF	286.000	-	-	RRR	VVV	-	-	Ywpuelsk	3wZv	-	93	3yOm+93	-	100.00000
A	FVJ	55.000	-	-	AAA	AAA-	-	-	Nfosbvsl	3iRj	-	310	3lYp+310	-	886.00000
W	KWJ	24.000	-	-	FF-	LL-	-	-	Hwppxcre	3mOc	-	575	3iNl+535	-	34.00000
P	DZJ	95.000	-	-	Z	M	-	-	Zvydhrit	3eCl	-	225	3tYy+225	-	411.00000
V	UKU	3.900	-	-	L-	G-	-	-	Tlwulylj	3rWa	-	830	3yWr+743	-	44.00000
R-2	EIP	11.000	-	-	DD	GG	-	-	Anjez	-	-	-	1.950%	-	207.00000
K-1	IDQ	28.000	-	-	FF	RR	-	-	Qwqxzvkq	3iPs	-	170	3zXh+170	-	164.00000
Ygm	KIK	67.000	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

T: First Pay: 2020-10-15; Redemption: 2022-04-15; X: First Pay: 2020-10-15; Redemption: 2022-04-15; K-1: First Pay: 2020-10-15; Redemption: 2022-04-15; R-2: First Pay: 2020-10-15; Redemption: 2022-04-15; P: First Pay: 2020-10-15; Redemption: 2022-04-15; A: First Pay: 2020-10-15; Redemption: 2022-04-15; W: First Pay: 2020-10-15; Redemption: 2022-04-15; V: First Pay: 2020-10-15; Redemption: 2022-04-15; Ygm: First Pay: 2020-10-15; Redemption: 2022-04-15;

Deal Comments

Fuy-Ktww Qswouig 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date