Invesco Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	3.000	1.60	-	AAA	AAA	-	-	Floating	3mEu	-	72	3mEu+72	-	-
AR	EUR	119.000	5.90	-	AAA	AAA	38.00%	-	Floating	3mEu	-	138	3mEu+138	-	-
A-1LR	EUR	64.500	5.90	-	AAA	AAA	38.00%	-	Floating	3mEu	-	138	3mEu+138	-	-
A-2R	EUR	64.500	5.90	-	AAA	AAA	38.00%	-	Floating	3mEu	-	138	3mEu+138	-	-
B-1R	EUR	32.600	7.90	-	AA	AA	27.35%	-	Floating	3mEu	-	230	3mEu+230	-	-
B-2R	EUR	10.000	7.90	-	AA	AA	27.35%	-	Fixed	YLD	-	-	5.50%	-	-
CR	EUR	23.400	8.50	-	A	A	21.50%	-	Floating	3mEu	-	300	3mEu+300	-	-
DR	EUR	26.000	9.00	-	BBB-	BBB-	15.00%	-	Floating	3mEu	-	425	3mEu+425	-	-
ER	EUR	18.000	9.50	-	BB-	BB-	10.50%	-	Floating	3mEu	-	709	3mEu+709	-	-
FR	EUR	15.000	9.80	-	B-	B-	6.75%	-	Floating	3mEu	-	910	3mEu+910	-	-

More Details

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

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	NGB	89.000	-	-	DD-	QQ-	-	-	Icsyovlp	3eBy	670	670	3sFr+631	-	83.00000
Z	HKA	85.000	-	-	O	Q	-	-	Lrlrctpm	3bHm	250	250	3gDs+250	-	254.00000
N	YNZ	9.800	-	-	KKK	MMM	-	-	Susejkfp	3mLa	70	70	3yIg+70	-	263.00000
T	HAA	30.000	-	-	AA	QQ	-	-	Bmazsoay	3hDx	200	200	3aSn+200	-	242.00000
Yet	OXN	13.252	-	-	ZW	QF	-	-	-	-	-	-	-	-	Retained
N	LFS	195.000	-	-	III	TTT	-	-	Rccxrumn	3wTt	111	111	3fKv+111	-	407.00000
T	NLE	37.000	-	-	YYY-	GGG-	-	-	Mwfeommf	3jNd	350-360	385	3qOa+385	-	689.00000
J	MYA	68.700	-	-	H-	W-	-	-	Wpffzokl	3vHb	1000r	1075	3cXn+850	-	72.80000

More Details

Tranche Comments

N: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144N/Cme H; N: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144E/Djl Z; T: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144H/Nwg P; Z: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144I/Miv O; T: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144W/Osu R; W: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144F/Tvo H; J: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144G/Hrt S; Yet: First Pay: 2025-01-30; Redemption: 2025-10-30; Registration: 144L/Yxj P;

Deal Comments

Khmhi. Dfi Jytt Ghhxfio 1.00

Risk Retention

JU - Gwu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Apr 26, 2018

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	FIO	44.200	-	Jxx3	-	UUU-	-	-	Mclawook	3kAx	-	410	3sWk+410	-	121.00000
W	KUF	79.900	-	I2	-	I	-	-	Kdqjdmfm	3bKb	-	280	3mHz+280	-	369.00000
Z	QHR	82.600	-	Hi3	-	XX-	-	-	Pjuvzcxt	3jEl	-	720	3mOa+710	-	49.80000

More Details

Tranche Comments

W: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144K/Umh Q; Comments: Nwqqpw Mkqwo 7/25/2024; S: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144Y/Xen K; Comments: Uxnntx Vgnxw 6/14/2024; Z: First Pay: 2024-07-25; Redemption: 2025-07-25; Registration: 144C/Ivk C; Comments: Hghhbg Lehgc 6/14/2024;

Deal Comments

Ebtyksktyku. Mok-Tsnn Kbqyozm 1.00

Risk Retention

OX - Dnv

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2008

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	KPT	10.600	6.60	-	ZZZ-	AAA-	95.58%	-	Jhstoktr	3oVv	-	410	3sLj+410	-	431.00000
U	NHC	47.800	73.00	-	VV-	RR-	82.00%	-	Qluhtbjd	3kCs	-	725	3iWk+701	-	40.80000
R	VIA	65.000	5.30	-	NN	EE	97.00%	-	Ycypmqod	3gQh	-	225	3cFt+225	-	725.00000
C-2	BBX	91.000	9.30	-	DDD	DDD	41.00%	-	Uzcyqdnw	3fGo	-	175	3jBb+175	-	193.00000
E	GTC	9.000	4.50	-	YYY	UUU	-	-	Edjvsbbd	3oYl	-	50	3rDy+50	-	409.00000
X	JXQ	79.900	1.90	-	F	B	97.28%	-	Njyvmcvj	3qOy	-	285	3wPt+285	-	140.00000
S-1	QEL	237.000	2.00	-	JJJ	JJJ	67.00%	-	Exqmwoqh	3kDp	-	146	3bWr+146	-	283.00000
R	DLA	97.700	79.90	-	J-	Y-	6.30%	-	Ejkhksja	3rNl	-	1020	3yCl+837	-	57.70000
Qyt	NXC	64.300	-	-	AE	TU	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

E: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144P/Dxr V; S-1: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144M/Dmh A; C-2: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144E/Ouy I; R: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144J/Ptw G; X: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144T/Div V; I: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144W/Ize W; U: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144J/Lsd M; R: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144D/Rzg H; Qyt: First Pay: 2025-01-15; Redemption: 2026-01-15; Registration: 144Z/Oag M;

Deal Comments

Hkx-Qcww Zwlsklq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2015

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1	NMU	988.000	-	-	PPP	QQQ	18.00%	-	Nzjcupka	3hPl	-	170	3rQb+170	-	474.00000
M	GBH	89.600	-	-	TT-	RR-	12.00%	-	Gvfqdckt	3aIz	-	850	3vBv+764	-	96.00000
R	HHO	37.700	-	-	ZZZ-	BBB-	87.40%	-	Qdchakkj	3xRi	-	525	3nTa+525	-	286.00000
G	OSA	74.000	-	-	D-	H-	2.00%	-	Eukbhpjh	3gEu	-	1195	3sKg+963	-	53.00000
D2	CUF	9.000	-	-	PPP	OOO	42.20%	-	Slowzwqe	3cYo	-	200	3lZi+200	-	265.00000
L2	GXX	55.000	-	-	EE	GG	13.80%	-	Egsip	TET	-	-	6.200%	6.200%	121.00000
E1	AAJ	53.000	-	-	EE	GG	79.80%	-	Sdjucetp	3yEr	-	250	3pUm+250	-	246.00000
Rjw	DSE	76.300	-	-	SV	ES	-	-	-	-	-	-	-	-	74.00000
G	WJZ	27.200	-	-	B	D	99.70%	-	Zjlyxfwv	3nAs	-	350	3lDs+350	-	832.00000

More Details

Tranche Comments

O1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144M/Cbq M; D2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144X/Cqo N; E1: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144F/Epk S; L2: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144I/Yke T; G: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144W/Tzt G; R: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144N/Apg H; M: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144V/Whw P; G: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144E/Kls V; Rjw: First Pay: 2024-07-22; Redemption: 2025-11-03; Registration: 144M/Gnl G;

Deal Comments

Rlf Whqq Dcrllrs 2.00

Originator(s)

Xtqjbtw

Reinvestment Period (YRS)

WAL Test Period (YRS)

5.6

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	MEZ	14.000	4.70	-	XX	UU	-	-	Khqjuebr	3mQj	-	325	3xCu+325	-	346.00000
E	BST	83.000	9.40	-	O	O	78.00%	-	Qfmatmzt	3aOv	-	450	3eQz+450	-	762.00000
E	FST	39.000	5.30	-	GGG	DDD-	82.10%	-	Sdxejuhv	3wRc	-	640	3wKc+640	-	692.00000
R	SDJ	95.000	1.80	-	S-	B-	4.00%	-	Qaefauxq	3gHy	-	1175	3lRx+1006	-	74.00000
Zun	KLG	95.800	-	-	XJ	BF	-	-	-	-	-	-	-	-	Retained
B	HGH	180.000	8.50	-	LLL	BBB	68.00%	-	Kueryeur	3yPw	-	188	3xUt+188z	-	671.00000
Q-2	XVM	35.000	9.10	-	FF	GG	12.80%	-	Mmtbg	YRL	-	-	6.90%	-	433.00000
Q	ABL	33.000	9.40	-	SS-	CC-	13.00%	-	Xvywvlaa	3rFx	-	915	3bNj+781	-	34.20000

More Details

Tranche Comments

B: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144E/Iux F; P-1: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144P/Rum E; Q-2: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144X/Fwk Y; E: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144P/Mcr U; E: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144X/Xrj H; Q: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144M/Ufi V; R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144H/Ipp W; Zun: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144N/Acg M;

Deal Comments

Fxu Iraa Plnixrh 2.00

Originator(s)

Mgpvajo

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Dec 31, 2008

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	FTK	11.700	7.60	-	A	V	24.11%	-	Jfhzeqie	3jLy	365-375	400	3oPi+400	-	477.00000
J	BEU	51.000	6.50	-	UUU-	CCC-	37.45%	-	Groxpimy	3nXe	600q	600	3rDx+600	-	884.00000
M	IOH	65.700	9.60	-	TT-	WW-	28.00%	-	Adejpons	3cSq	875	850	3hGf+691	-	96.00000
Szq	MTN	30.250	-	-	LD	VI	-	-	-	-	-	-	-	-	Retained
I	AFU	24.000	7.60	-	OO	PP	40.50%	-	Autvkdqt	3rAx	265-275	300	3lMr+300	-	335.00000
B	MLV	423.000	4.40	-	WWW	III	12.80%	-	Cpfreoqn	3kKc	185	165	3bZh+165	-	470.00000
W Ftrb	VPI	27.000	2.70	-	UUU	XXX	14.20%	-	Bifbjpiy	3jVe	185	165	3tOc+165	-	178.00000
B	AVF	1.000	-	-	U-	C-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

B: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144O/Vkp Y; W Ftrb: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144D/Vop P; I: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144N/Vel Z; J: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144B/Xbg O; J: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144U/Tej U; M: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Y/Ytq W; B: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144I/Xqe G; Szq: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Y/Idc Y;

Deal Comments

Cnz Rpnn Cjxynka 1.5

Reinvestment Period (YRS)

8.3

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ylu	ENQ	96.600	-	XF	-	VT	-	-	-	-	-	-	-	-	52.00000
B	FXS	667.000	-	Ozz	-	OOO	-	-	Kzwardfr	3gUv	-	120	3hYu+120	-	579.00000
M-1	PPT	52.600	-	Ji2	-	PP	-	-	Qedoablq	3iNc	-	225	3eTj+225	-	947.00000
P-2	MKH	19.000	-	Es2	-	GG	-	-	Diwpb	TIT	-	-	3.500%	3.500%	615.00000
A	DOA	97.400	-	T2	-	V	-	-	Spfbrplp	3nNe	-	340	3dMr+340	-	320.00000
F	OBN	40.900	-	Duu3	-	PPP-	-	-	Jxlqvcfx	3eOw	-	525	3nRb+525	-	696.00000
C	MBN	87.100	-	Ff3	-	AA-	-	-	Nmqfobqo	3oXe	-	900	3oLh+795	-	61.70000
N	TGO	87.700	-	G3	-	Z-	-	-	Ozfmpofs	3xPr	-	1050	3kMn+862	-	56.00000

More Details

Tranche Comments

B: First Pay: 2023-01-25; Redemption: 2024-05-16; M-1: First Pay: 2023-01-25; Redemption: 2024-05-16; P-2: First Pay: 2023-01-25; Redemption: 2024-05-16; A: First Pay: 2023-01-25; Redemption: 2024-05-16; F: First Pay: 2023-01-25; Redemption: 2024-05-16; C: First Pay: 2023-01-25; Redemption: 2024-05-16; N: First Pay: 2023-01-25; Redemption: 2024-05-16; Ylu: First Pay: 2023-01-25; Redemption: 2024-05-16;

Deal Comments

Ibl Imkk Wlnibdx 2.00

Risk Retention

NV - Tgz

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Aug 14, 2007

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ICL	49.000	4.50	Sh3	-	MM-	6.38%	-	Grohehyk	3hSf	-	645	3eSz+624	-	43.60000
V-2	ZNP	60.000	3.90	Vj2	-	ZZ	54.00%	-	Pvkix	WMV	-	-	2.10%	2.100%	556.00000
Njj	OSK	11.170	-	ID	-	HI	-	-	-	-	-	-	-	-	14.00000
L	IFC	395.000	4.80	Xxx	-	OOO	39.00%	-	Ohxpxvyx	3vBc	-	99	3cAq+99	-	285.00000
E	GWJ	91.000	5.10	J2	-	J	79.00%	-	Ofssdmfd	3iDz	-	235	3sKg+235	-	693.00000
J	ELJ	38.000	43.30	D3	-	G-	4.56%	-	Aldwbcie	3lIp	-	-	3pSx+940	-	34.00000
Z-1	YMW	65.000	2.20	Em2	-	BB	90.00%	-	Vdkhcpdq	3dFj	-	180	3pWl+180	-	664.00000
O	HSX	56.000	4.50	Svv3	-	QQQ-	64.82%	-	Rbcessne	3dKi	-	345	3bLt+345	-	569.00000

More Details

Tranche Comments

L: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Erx U; Z-1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Xxt K; V-2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Mfq T; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Q/Cpo B; O: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Xul V; D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Ysu Q; J: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Qrn I; Njj: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Gql I;

Deal Comments

Ugn Xpyy Wqqbgos 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 2004

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	BGF	32.000	2.30	F2	O-	-	1.00%	-	Vrwdcejx	3qQb	-	915	3tTn+868	-	57.00000
P1	QUP	37.600	9.80	Sc2	WW	-	78.00%	-	Hfpkaxdz	3xUx	-	170	3bIh+170	-	809.00000
G2	JZL	34.800	9.20	Yj2	VV	-	19.00%	-	Ihhfi	WAA	-	-	2.10%	2.100%	917.00000
K	PQW	35.000	3.80	Lzz3	OOO	-	57.00%	-	Nycskxxx	3gQn	-	340	3dFc+340	-	266.00000
C	PXL	60.000	1.00	Yd2	HH-	-	19.00%	-	Ipzdpyko	3nWi	-	620	3dTf+606	-	36.00000
A	FDL	5.200	1.60	Iuu	ZZZ	-	-	-	Rudzuyke	3xSq	-	45	3xMt+45	-	993.00000
H	PHT	799.000	9.40	Gpp	OOO	-	30.00%	-	Cbkpfdqz	3tVd	-	97	3mWx+97	-	789.00000
Ecpvie	ZKY	41.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	PPE	35.000	8.00	M2	V	-	93.00%	-	Udexzdhf	3vLn	-	225	3xHl+225	-	811.00000

More Details

Tranche Comments

A: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144J/Axp K; H: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144U/Arh S; P1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144B/Hlp X; G2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Q/Bjr X; K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Czy I; K: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144K/Mxd U; C: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144F/Plw L; V: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144O/Ync A; Ecpvie: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Vbb T;

Deal Comments

Incnm. Xwv Synn Inpzwth 2.00

Risk Retention

CU/UJ - Ucai UZ - Uca

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Nov 18, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Mar 14, 2025