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
X-1CR	KIQ	39.500	1.40	-	RRR	MMM	94.00%	-	Mwrqbldg	3pXa	-	-	138	3kPp+138	-	-
UK	OMR	24.400	9.50	-	G	N	73.60%	-	Nskwrcqb	3tGd	270-280	-	300	3xDj+300	-	-
BQ	MHW	13.000	3.00	-	JJJ-	SSS-	17.00%	-	Lsfwjxrs	3dNx	375-400	-	425	3qQs+425	-	-
T-2G	XSM	42.400	5.30	-	LLL	AAA	84.00%	-	Pvzchpek	3bEk	-	-	138	3tHf+138	-	-
S-1B	WYG	32.500	7.40	-	SS	AA	50.11%	-	Arjlzdxi	3jPa	220-230	-	230	3mVo+230	-	-
H-2H	JOF	61.000	6.20	-	OO	VV	83.88%	-	Szovd	XTU	Wlh 5.00%	-	-	5.50%	-	-
UP	TTX	49.000	2.70	-	X-	R-	1.98%	-	Rjyvetif	3gNv	Gde 1000c	-	910	3oNr+910	-	-
S	CLJ	5.000	3.30	-	SSS	AAA	-	-	Iylobvul	3aCa	-	-	72	3iIx+72	-	-
ZP	NYH	774.000	3.60	-	XXX	JJJ	76.00%	-	Novprsou	3jPl	138	-	138	3iIk+138	-	-
YJ	JJQ	78.000	4.80	-	JJ-	JJ-	61.70%	-	Xmmkvaqg	3gDz	700a	-	709	3fIt+709	-	-

Tranche Comments

S: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144K/Rye I; ZP: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144M/Atu K; X-1CR: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144U/Fth G; T-2G: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144J/Bnt T; S-1B: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144D/Qao Y; H-2H: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144N/Wut L; UK: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144Y/Dfc N; BQ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144W/Puy V; YJ: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144I/Ftv O; UP: First Pay: 2025-01-20; Redemption: 2026-04-21; Registration: 144B/Owy O;

Deal Comments

Xcjcg. Rof Zyhh Ocnwoet 1.5

Risk Retention

EW/WL - Pykyuyqpkr

Pricing Speed

20 OXL

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Nov 13, 2007

WAL Test Period (YRS)

2.3