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
FA	HBE	26.000	3.00	-	OOO-	MMM-	60.00%	-	Ajwdcfsu	3dLo	375-400	-	425	3pWg+425	-	-
L-2O	KWR	30.300	5.40	-	UUU	ZZZ	98.00%	-	Evfdtdff	3sTy	-	-	138	3yPs+138	-	-
YY	EKV	41.500	8.30	-	K	O	22.90%	-	Ypwvxlhd	3dSf	270-280	-	300	3rXw+300	-	-
F	VFB	1.000	9.20	-	OOO	RRR	-	-	Npuelftr	3nFw	-	-	72	3bGr+72	-	-
H-1EI	CEW	13.900	5.80	-	III	XXX	99.00%	-	Oewwjdxo	3eSg	-	-	138	3sId+138	-	-
BF	ZLU	733.000	4.50	-	RRR	WWW	85.00%	-	Nbsxtrvc	3cQm	138	-	138	3mJy+138	-	-
P-2Y	LYN	87.000	3.10	-	OO	XX	63.15%	-	Kayhv	EMY	Dej 5.00%	-	-	5.50%	-	-
XU	MSI	70.000	3.20	-	YY-	MM-	79.40%	-	Qqqddafq	3tKf	700r	-	709	3yCh+709	-	-
Q-1P	KMW	47.800	9.80	-	XX	LL	24.21%	-	Chzoytql	3yNt	220-230	-	230	3fMs+230	-	-
FW	NGO	10.000	3.20	-	A-	R-	2.20%	-	Bedmkity	3oMs	Nim 1000z	-	910	3zXu+910	-	-

Tranche Comments

F: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Z/Hlp F; BF: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144E/Ird F; H-1EI: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144A/Cjb C; L-2O: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144O/Ywi Q; Q-1P: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144G/Vui J; P-2Y: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144W/Gxn U; YY: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144V/Ydk R; FA: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Yye S; XU: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144E/Mnb Q; FW: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144C/Wtv U;

Deal Comments

Mvsvu. Uwx Qhkk Mvbpwpj 1.5

Risk Retention

XC/CF - Buypquevtn

Pricing Speed

20 KKJ

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Aug 30, 2002

WAL Test Period (YRS)

8.1