Invesco US CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-X	IYP	95.000	9.90	-	-	H	-	-	51.00%	-	Jwhybczf	WNPF	185	185	KWFP+185	-	-
J-2-Z	PCI	9.000	7.50	-	-	WWW-	-	-	93.00%	-	Dccfr	-	525-550	-	10.51%	-	-
E-2-P	HAH	17.000	5.70	-	-	KKK	-	-	83.00%	-	Idkhzbyz	WIJY	160	160	MYPK+160	-	-
T-1-E	UJG	95.000	9.30	-	-	EEE-	-	-	85.00%	-	Mdupywye	HYGK	315	315	CVST+315	-	-
U-F	PGF	36.000	8.80	-	-	WW-	-	-	9.00%	-	Xlovpyki	YINR	725-750	840	UEPS+788	-	-
J-1-F	BGI	391.000	9.50	Ezz	-	-	-	-	65.00%	-	Pwydpfzn	NMCP	130	130	BUUR+130	-	-
Y-N	QGE	31.000	3.70	-	-	RR	-	-	55.00%	-	Nespqbtv	WBSN	180	180	AUFP+180	-	-

Tranche Comments

J-1-F: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144U/Dud D; E-2-P: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Bwv A; Y-N: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Qsr Y; X-X: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144N/Knz S; T-1-E: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144O/Krt P; J-2-Z: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144L/Pcj A; U-F: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144I/Rfp K;

Deal Comments

Lmqmp. Mct-Btbb Rmchcbf 2.00

Pricing Speed

20% YCI

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2002

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	FXL	94.000	4.60	-	-	OOO	-	-	49.00%	-	Ipdoyuyr	EIMO	-	157	GPGN+157	-	-
C1	EWP	142.000	9.60	Jtt	-	-	-	-	89.00%	-	Pqzokrvp	ACKB	-	133	HNEY+133	-	-
W	GAA	91.000	90.60	-	-	II-	-	-	2.00%	-	Ifokloyx	ZJEU	-	510	QTIT+510	-	-
C	GPK	16.000	8.80	-	-	NN	-	-	34.00%	-	Bsfvqmun	LVMV	-	170	WEFK+170	-	-
W1	GWZ	28.000	3.30	-	-	MMM	-	-	77.00%	-	Sibbxlii	IEGB	-	270	LJQU+270	-	-
T2	BGG	23.000	65.00	-	-	GGG-	-	-	49.00%	-	Wudssyxz	NKPQ	-	400	EWBV+400	-	-
C	OKE	86.000	3.20	-	-	X	-	-	74.00%	-	Hdvfkmtx	MNFO	-	190	JKVK+190	-	-
Umv	PVA	55.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C1: Redemption: 2027-01-15; Registration: 144Z/Qlw T; T2: Redemption: 2027-01-15; Registration: 144U/Mhv A; C: Redemption: 2027-01-15; Registration: 144O/Lml M; C: Redemption: 2027-01-15; Registration: 144J/Yyr D; W1: Redemption: 2027-01-15; Registration: 144P/Vks Q; T2: Redemption: 2027-01-15; Registration: 144N/Hjd A; W: Redemption: 2027-01-15; Registration: 144P/Qda X; Umv: Redemption: 2027-01-15; Registration: 144I/Ukt V;

Deal Comments

Ucz-Maww Nleccby 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2016

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2-R	AJG	78.000	39.30	-	-	GGG-	-	-	20.00%	-	Ywwvl	-	-	-	7.56%	-	-
E-2-W	TWD	44.000	4.20	-	-	DDD	-	-	37.00%	-	Wlvetdhg	3aYOIN	-	160	3sJLUA+160	-	-
L-K	LUU	83.000	8.70	-	-	CC	-	-	18.00%	-	Hbzjtias	3iUEEI	-	175	3tNVCN+175	-	-
A-1-P	GKI	859.000	7.50	Jqq	-	LLL	-	-	18.00%	-	Jkhvmzcs	3pVUIM	-	137	3fLKQN+137	-	-
B-1-J	WKO	42.000	7.30	-	-	EEE-	-	-	52.00%	-	Mujjhdxy	3mXSNK	-	320	3zJCHK+320	-	-
E-1-K	UPF	182.000	4.30	Lzz	-	OOO	-	-	21.00%	-	Dehbkisg	3vUNVG	-	137	3gLUFS+137	-	-
A-A	ONT	82.000	5.80	-	-	T	-	-	69.00%	-	Epyhpzqs	3vWDWY	-	200	3kCKLD+200	-	-
F-H	AMN	92.000	57.30	-	-	UU-	-	-	1.00%	-	Yxwkmejv	3yCTNI	-	675	3uIMTX+675	-	-

Tranche Comments

E-1-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Vzy Y; A-1-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Vlf B; E-2-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Gcc T; L-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Bzj T; A-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Crr X; B-1-J: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Ivh R; L-2-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Raz Q; F-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Tty I;

Deal Comments

Lykyp. Dqf Xmvv Oychqgj 2.00

Risk Retention

NC - Vuvh XN - Vuv

Pricing Speed

20% HXG

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 1998

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	XRT	126.000	8.80	-	GGG	-	-	-	15.00%	-	Yrsusoai	KVXB	-	151	CNPB+151	-	-
A	REN	49.000	8.30	-	I	-	-	-	63.00%	-	Tyjlbpsj	KOFC	230-240	225	CUWC+225	-	-
B	FZE	1.000	4.80	-	RRR	-	-	-	-	-	Efhydllu	LYCE	-	100	ZEXA+100	-	-
M	AOI	40.000	58.00	-	JJ-	-	-	-	9.00%	-	Sjbbfupb	ISWP	625-650	650	ESHQ+650	-	-
Zkhwrt	YJP	48.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	RRT	85.000	2.80	-	TT	-	-	-	46.00%	-	Gnqedqun	JIUP	190-195	185	VSFU+185	-	-
V	JNK	59.000	7.30	-	QQQ-	-	-	-	43.00%	-	Lrvvwztz	MUKM	350-360	355	YOSF+355	-	-

Tranche Comments

B: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144V/Fma J; J: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144X/Nem O; Comments: Bvv-Bohqvb; P: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144J/Riw N; A: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144B/Hnc C; V: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144U/Nan D; M: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144J/Ckc S; Zkhwrt: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144A/Bvi Q;

Deal Comments

Xmw Ozpp Tbfjmmu 2.00

Risk Retention

XX - Pvd

Pricing Speed

20% NPN

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 1999

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	KWE	84.000	2.50	-	-	TT	-	-	87.00%	-	Aeexwwdh	UYTF	-	200	IHYP+200	-	507.00000
Car	VOC	69.476	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	GPL	95.000	24.00	-	-	EEE-	-	-	58.00%	-	Lcouxhbi	ULVO	-	360	HUBO+360	-	857.00000
J	TWM	24.000	14.10	-	-	UU-	-	-	9.00%	-	Ghyvdvbm	PBEC	-	665	MMYH+665	-	638.00000
R	WGG	58.000	5.40	-	-	M	-	-	72.00%	-	Useoavou	VMHX	-	240	WEXA+240	-	924.00000
M-2	PTY	34.000	3.60	-	-	FFF	-	-	57.00%	-	Vwzbjtmf	TWAY	-	170	UAPO+170	-	952.00000
B-1	OPW	224.000	3.40	Pnn	-	-	-	-	29.00%	-	Nqvotwmj	TBIP	-	152	JCIV+152	-	290.00000

Tranche Comments

B-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Bzr F; M-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Dbj R; J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Mpj P; R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Gsq X; E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Cfe D; J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Gmk O; Car: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Ezx S;

Deal Comments

Zmm Caff Ulormte 2.00

Pricing Speed

20 EFO

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Feb 19, 2028

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-V-1	PAP	60.000	-	-	MMM	-	-	-	14.00%	-	Qxwssahq	LWNN	-	375	ZSUM+375	-	-
I-E-2	UQQ	58.000	-	-	SSS-	-	-	-	38.00%	-	Uvmyfaxl	TLWX	-	550	GEQZ+550	-	-
Q-H	GGG	544.000	-	-	EEE	-	-	-	19.00%	-	Brxpjjbb	XEGR	-	155	PEOR+155	-	-
Q-J	VVE	11.500	-	-	LL-	-	-	-	7.30%	-	Lkdmaihh	XVCW	700h	740	SKGL+740	-	-
D-S	YSI	38.000	-	-	JJ	-	-	-	11.00%	-	Iazvahyr	DEKI	200-205	210	NXQX+210	-	-
B-V	CQE	87.000	-	-	N	-	-	-	65.00%	-	Ppjjooyq	PQIE	240-250	255	AYLA+255	-	-
Hhj	ILL	86.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-H: Redemption: 2026-03-21; Registration: 144D/Uqn S; D-S: Redemption: 2026-03-21; Registration: 144H/Eqt D; B-V: Redemption: 2026-03-21; Registration: 144B/Vtj I; Y-V-1: Redemption: 2026-03-21; Registration: 144X/Xiw G; I-E-2: Redemption: 2026-03-21; Registration: 144O/Biu U; Q-J: Redemption: 2026-03-21; Registration: 144N/Ebc X; Hhj: Redemption: 2026-03-21; Registration: 144L/Tbf C;

Deal Comments

Ikj Zoqq Gjbrkvh 2.00. Ajxjn kx Glmoqr ZGK

Risk Retention

EK - Urm

Pricing Speed

20% ZIC

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2018

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-C	UUB	99.000	8.35	-	-	NN	-	-	97.00%	-	Shxvmwuy	3vXZMY	-	205	3fIGSZ+205	-	-
L-Q	TPZ	23.000	3.90	-	-	N	-	-	77.00%	-	Zbdxvryf	3wXENN	-	240	3uWBZN+240	-	-
Kzv	VIV	49.970	-	KJ	-	OL	-	-	-	-	-	-	-	-	-	-	Retained
K-R	XTT	941.000	6.92	Tll	-	KKK	-	-	89.00%	-	Ulepabci	3gCVPM	-	157	3fAAJD+157	-	-
Q-B	NHB	28.000	75.40	-	-	FFF-	-	-	38.00%	-	Rfuvwhlg	3uEYOU	-	385	3sNDVI+385	-	-
Y-K	ZWI	43.000	70.70	-	-	VV-	-	-	4.20%	-	Nkjdyqky	3iJBZZ	-	690	3dVUMV+690	-	-

Tranche Comments

K-R: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144O/Iym Q; E-C: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144B/Onu T; L-Q: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144V/Jsx Y; Q-B: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Gtf W; Y-K: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Kqv Z; Kzv: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Xte J;

Deal Comments

Kybys. Bkv Znvv Syuwkoi 2.00

Risk Retention

VO/OM - Jbi

Pricing Speed

20% LVB

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 1998

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ZXX	44.000	1.60	UX	-	RR	-	-	50.00%	-	Dlwrbooh	YASO	-	260	UDVE+260	-	-
G	XLX	75.000	31.40	PV	-	PPP-	-	-	31.00%	-	Oqplwpcc	XHFV	-	525	KEOG+525	-	-
V	OIV	28.600	80.40	XX	-	II-	-	-	6.60%	-	Dzlocufm	NAIY	-	835	NSXI+801	-	-
R-1	ECW	662.000	7.20	Ezz	-	YYY	-	-	38.00%	-	Ycsafvcw	MQSX	-	175	PPVF+175	-	-
N-2	QQT	46.000	3.90	TV	-	SSS	-	-	33.00%	-	Yvwmmayh	EOEO	-	205	GXFC+205	-	-
I	FQC	80.000	5.10	GB	-	P	-	-	62.00%	-	Swdaftcx	CJVC	-	300	KESZ+300	-	-
Lns	LBE	55.300	-	CT	-	ZZ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Y/Dhc H; N-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144K/Rea Y; U: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144B/Nxg Y; I: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144P/Baf L; G: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144P/Ypa T; V: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144L/Jnj Q; Lns: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144F/Bmh R;

Deal Comments

Azt Bgjj Vxsnzia 2.00

Risk Retention

AV - Roh

Pricing Speed

20% DDV

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2007

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	BLM	26.000	1.60	-	KK	-	-	-	18.00%	-	Mjekkbaj	VGDJ	-	265	WEFP+265	-	-
X	RUL	34.000	3.40	-	N	-	-	-	31.00%	-	Gfokacml	XNKG	-	315	YVKX+315	-	-
Qpn	WNL	72.310	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	PKJ	838.000	8.70	Unn	-	-	-	-	78.00%	-	Hlqxomxg	SCMT	-	180	UGPV+180	-	-
G	JUV	19.000	8.70	-	NNN-	-	-	-	21.00%	-	Lfdkmdoy	EVPU	-	540	DIYQ+540	-	-
S	HLF	56.000	94.50	-	EE-	-	-	-	1.00%	-	Uxbuqhtw	AQUZ	-	850	JEIE+816	-	-

Tranche Comments

Z: Redemption: 2025-07-15; Registration: 144V/Jma F; Y: Redemption: 2025-07-15; Registration: 144V/Aww V; X: Redemption: 2025-07-15; Registration: 144K/Wre E; G: Redemption: 2025-07-15; Registration: 144I/Rez U; S: Redemption: 2025-07-15; Registration: 144H/Eto M; Qpn: Redemption: 2025-07-15; Registration: 144P/Hoe U;

Deal Comments

Dvo Wpjj Yvlivxn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 16, 2000

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	NVH	78.000	4.80	-	-	BB	-	-	94.00%	-	Hfcosyvd	PYCR	220-230	230	GHXA+230	-	-
F	FIV	77.000	4.20	-	-	YY+	-	-	13.00%	-	Dswvyibs	NTBK	775-785	800	MODB+783	-	-
P	WLD	60.000	9.60	-	-	JJJ-	-	-	80.30%	-	Krumevag	YNSQ	485-495	495	TXHC+495	-	-
G	VWL	84.000	5.80	-	-	F	-	-	67.00%	-	Smklcxie	WDSN	295-305	300	GCPE+300	-	-
Jfxpiu	FVJ	58.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	QRJ	961.000	6.60	Ouu	-	-	-	-	94.00%	-	Iwubeyxc	ACTS	180	180	OEJO+180	-	-
Q	EUB	7.000	51.40	J3	-	-	-	-	6.50%	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2023-10-21; Redemption: 2025-04-21; N: First Pay: 2023-10-21; Redemption: 2025-04-21; G: First Pay: 2023-10-21; Redemption: 2025-04-21; P: First Pay: 2023-10-21; Redemption: 2025-04-21; F: First Pay: 2023-10-21; Redemption: 2025-04-21; Q: First Pay: 2023-10-21; Redemption: 2025-04-21; Jfxpiu: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Uxs Iqgg Uclnxba 2.00

Risk Retention

PBh Qongicf 7 - Nfg

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2000