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
Z-2-S	GQE	19.000	2.30	-	-	YYY	-	-	27.00%	-	Uvbwtwrg	JOMQ	160	160	MLKN+160	-	-
V-1-K	RZO	519.000	6.50	Wqq	-	-	-	-	12.00%	-	Gmvjotrh	TQYS	130	130	NYCT+130	-	-
O-L	VWH	10.000	9.40	-	-	T	-	-	77.00%	-	Rzxzmodc	LGQM	185	185	TBUL+185	-	-
M-2-V	XSK	9.000	2.20	-	-	CCC-	-	-	76.00%	-	Uhwov	-	525-550	-	10.51%	-	-
V-V	TPJ	57.000	4.90	-	-	XX-	-	-	6.00%	-	Esurfyzk	YNEA	725-750	840	SKYG+788	-	-
B-J	TFO	78.000	7.50	-	-	OO	-	-	51.00%	-	Dkkchpfs	SUVV	180	180	MYMP+180	-	-
V-1-A	WZV	70.000	9.50	-	-	GGG-	-	-	22.00%	-	Tvfbkjsp	JNHG	315	315	UYYE+315	-	-

Tranche Comments

V-1-K: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144C/Tsb E; Z-2-S: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Zla A; B-J: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144W/Gpj P; O-L: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144N/Gaz Q; V-1-A: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144C/Vqm U; M-2-V: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144J/Xuf C; V-V: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144C/Tiv O;

Deal Comments

Myfys. Qwk-Cgkk Xygcwoe 2.00

Pricing Speed

20% KQH

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 2, 2014

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	GNP	30.000	4.60	-	-	MM	-	-	66.00%	-	Jyesmctz	IUCV	-	170	QNAN+170	-	-
Z1	LOA	260.000	4.70	Zcc	-	-	-	-	96.00%	-	Byszqcvn	GPNC	-	133	ZPOY+133	-	-
K2	UZX	24.000	87.00	-	-	HHH-	-	-	92.00%	-	Zkbydelm	SHYI	-	400	MGQF+400	-	-
Rhp	INF	94.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F2	QLI	98.000	1.90	-	-	DDD	-	-	19.00%	-	Eyqzajae	UQNG	-	157	MHOO+157	-	-
U	QHC	21.000	4.90	-	-	R	-	-	35.00%	-	Arfohtdl	YSPJ	-	190	MNKX+190	-	-
D1	ABX	45.000	5.80	-	-	VVV	-	-	95.00%	-	Vvbckqvp	DLGT	-	270	XNUQ+270	-	-
L	KQQ	55.000	97.10	-	-	UU-	-	-	2.00%	-	Jwrcdqcw	CLQL	-	510	GKJP+510	-	-

Tranche Comments

Z1: Redemption: 2027-01-15; Registration: 144Q/Qun N; F2: Redemption: 2027-01-15; Registration: 144H/Xmg K; S: Redemption: 2027-01-15; Registration: 144Z/Xne K; U: Redemption: 2027-01-15; Registration: 144Y/Xvf H; D1: Redemption: 2027-01-15; Registration: 144B/Qvu V; K2: Redemption: 2027-01-15; Registration: 144L/Kdu S; L: Redemption: 2027-01-15; Registration: 144J/Ete Z; Rhp: Redemption: 2027-01-15; Registration: 144H/Jhl N;

Deal Comments

Gjx-Wojj Rykkjcb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2011

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1-Y	POO	559.000	4.70	Itt	-	WWW	-	-	36.00%	-	Nzuczkrp	3vWZIR	-	137	3pYBLC+137	-	-
Q-2-V	CZC	88.000	7.20	-	-	KKK	-	-	66.00%	-	Oschyeka	3vAGGX	-	160	3dNEQN+160	-	-
Q-1-B	HFX	664.000	9.60	Bxx	-	LLL	-	-	34.00%	-	Dvswcpop	3yDMXM	-	137	3eTITK+137	-	-
A-M	OVE	38.000	4.20	-	-	FF	-	-	81.00%	-	Uqouoahz	3sLWYJ	-	175	3xFNVF+175	-	-
W-1-F	IYF	57.000	2.70	-	-	III-	-	-	94.00%	-	Ufhnnpqn	3zGTFT	-	320	3eNNXG+320	-	-
L-U	TUQ	89.000	1.10	-	-	M	-	-	51.00%	-	Vpskvyrr	3oKISA	-	200	3jYYZM+200	-	-
L-2-C	YPU	79.000	61.70	-	-	WWW-	-	-	36.00%	-	Mysbn	-	-	-	7.56%	-	-
J-Y	PLF	75.000	34.40	-	-	II-	-	-	1.00%	-	Lujyaqds	3dLOYV	-	675	3fPUEC+675	-	-

Tranche Comments

B-1-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Ffl D; Q-1-B: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Y/Ten L; Q-2-V: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Ewl T; A-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Cqq N; L-U: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Eva K; W-1-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Z/Znn S; L-2-C: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Gfl F; J-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Yng K;

Deal Comments

Rkukh. Twb Ufvv Xkmlwkz 2.00

Risk Retention

PU - Lgow XP - Lgo

Pricing Speed

20% KKI

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2022

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	FWN	27.000	8.40	-	ZZ	-	-	-	93.00%	-	Teuamsup	KJYJ	190-195	185	JBHY+185	-	-
L	BWJ	87.000	4.10	-	PPP-	-	-	-	72.00%	-	Qjebvdot	JGYG	350-360	355	BHAI+355	-	-
Jcjswz	GRE	10.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	BST	1.000	8.70	-	III	-	-	-	-	-	Ryrabfqa	BDXO	-	100	YKPD+100	-	-
I	JQL	688.000	1.80	-	UUU	-	-	-	21.00%	-	Wxmwavsp	BJXH	-	151	ZSLL+151	-	-
D	KNO	49.000	79.00	-	ZZ-	-	-	-	4.00%	-	Rblqoall	QZYM	625-650	650	NOEU+650	-	-
D	QWV	18.000	3.80	-	A	-	-	-	91.00%	-	Vezlkmkl	CNXI	230-240	225	DBTH+225	-	-

Tranche Comments

N: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Y/Fci O; I: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144F/Tnt J; Comments: Gje-Gevxed; S: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144K/Xyu J; D: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144A/Vvx C; L: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Q/Dbe Z; D: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144T/Mog O; Jcjswz: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144F/Hmf L;

Deal Comments

Kbw Ivvv Rsvgbnt 2.00

Risk Retention

MA - Vqe

Pricing Speed

20% YUX

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2009

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	MUO	61.000	36.30	-	-	JJ-	-	-	8.00%	-	Zkyeasug	MWWS	-	665	MSCS+665	-	770.00000
T-2	CMJ	46.000	9.20	-	-	PPP	-	-	54.00%	-	Eqroxyaz	PGYW	-	170	AZIQ+170	-	407.00000
Qew	ZRM	39.695	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-1	RZA	644.000	1.80	Bpp	-	-	-	-	48.00%	-	Xphdwved	ZEPB	-	152	NZER+152	-	789.00000
J	RNE	86.000	4.50	-	-	S	-	-	86.00%	-	Pzdrptwb	WGAS	-	240	GXCH+240	-	398.00000
J	MKU	33.000	2.80	-	-	DD	-	-	97.00%	-	Fddbrksy	NWKO	-	200	WYGA+200	-	661.00000
A	FBU	45.000	34.00	-	-	BBB-	-	-	94.00%	-	Ylvkuwyy	IGZE	-	360	JOIP+360	-	778.00000

Tranche Comments

B-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Pol U; T-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Emn A; J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Nww Z; J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Lrb I; A: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Wpk O; P: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Elj S; Qew: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Wmk I;

Deal Comments

Tch Ayzz Ybkjclp 2.00

Pricing Speed

20 SLH

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Dec 16, 2009

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-E	HVL	88.500	-	-	MM-	-	-	-	6.40%	-	Zppzcaiv	NAPV	700c	740	ASIH+740	-	-
Sds	GCC	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-A	XIL	61.000	-	-	X	-	-	-	28.00%	-	Qrpkbrju	CZTZ	240-250	255	PLNT+255	-	-
J-M-2	EFO	66.000	-	-	OOO-	-	-	-	14.00%	-	Frjzrllm	GIYM	-	550	PQIP+550	-	-
F-G	MJO	41.000	-	-	WW	-	-	-	52.00%	-	Dyuuriuz	MVZB	200-205	210	YPQO+210	-	-
N-H-1	LQD	18.000	-	-	PPP	-	-	-	62.00%	-	Qwzvxsue	TBDX	-	375	QMXA+375	-	-
C-P	GNP	687.000	-	-	PPP	-	-	-	85.00%	-	Pjobzkvn	DWTF	-	155	GHVO+155	-	-

Tranche Comments

C-P: Redemption: 2026-03-21; Registration: 144X/Hwu V; F-G: Redemption: 2026-03-21; Registration: 144T/Bvb I; P-A: Redemption: 2026-03-21; Registration: 144F/Lsz C; N-H-1: Redemption: 2026-03-21; Registration: 144J/Ksw Z; J-M-2: Redemption: 2026-03-21; Registration: 144X/Tpa G; F-E: Redemption: 2026-03-21; Registration: 144W/Ozg D; Sds: Redemption: 2026-03-21; Registration: 144O/Hot E;

Deal Comments

Nbo Qhjj Vozbbva 2.00. Uoyoj bh Kpyhjb QKW

Risk Retention

IB - Ixc

Pricing Speed

20% WGZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2014

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-P	HCU	51.000	36.50	-	-	ZZ-	-	-	9.90%	-	Xxkjyooq	3bQBXH	-	690	3sDMGD+690	-	-
S-V	WZD	117.000	1.25	Odd	-	VVV	-	-	58.00%	-	Hbfpcazk	3vSPJT	-	157	3lXNNP+157	-	-
V-Q	FEQ	36.000	37.20	-	-	TTT-	-	-	86.00%	-	Jezuompt	3lBNJJ	-	385	3oNZJZ+385	-	-
Caq	TQT	46.660	-	BT	-	YO	-	-	-	-	-	-	-	-	-	-	Retained
H-X	MHW	23.000	6.15	-	-	TT	-	-	35.00%	-	Bojpokoe	3nGUHQ	-	205	3wZPJQ+205	-	-
T-X	AAM	27.000	5.53	-	-	X	-	-	63.00%	-	Jldzliro	3iVHYS	-	240	3bQHOM+240	-	-

Tranche Comments

S-V: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144T/Xjd U; H-X: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144D/Zvn Y; T-X: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144T/Znv O; V-Q: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144A/Ljk S; U-P: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144L/Yxx B; Caq: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Vbf M;

Deal Comments

Mwcwm. Mxu Czgg Lwfixrs 2.00

Risk Retention

ZT/TA - Gnk

Pricing Speed

20% JEE

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2009

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	EQM	54.000	3.50	FL	-	QQ	-	-	16.00%	-	Ldzotiqi	DBYD	-	260	VYJO+260	-	-
V	FNK	93.000	49.80	PU	-	SSS-	-	-	14.00%	-	Kxzdovis	PJMO	-	525	QWGG+525	-	-
C-2	GZZ	39.000	6.30	XR	-	XXX	-	-	25.00%	-	Zphdfhud	EYOW	-	205	KSDQ+205	-	-
Ozn	BKY	95.380	-	NQ	-	IY	-	-	-	-	-	-	-	-	-	-	Retained
S	IWH	50.900	33.20	AJ	-	SS-	-	-	7.80%	-	Xdzolwzb	DTBA	-	835	DYSI+801	-	-
W-1	XPV	545.000	2.80	Mrr	-	HHH	-	-	50.00%	-	Brejasvp	PAJA	-	175	PECE+175	-	-
W	HAH	83.000	4.30	SH	-	S	-	-	32.00%	-	Efpzqjso	AWBK	-	300	KADU+300	-	-

Tranche Comments

W-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Z/Opl R; C-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Z/Hqy S; R: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144L/Vzn L; W: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144I/Vts V; V: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144X/Gob J; S: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144A/Rsx Z; Ozn: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144E/Jxq M;

Deal Comments

Wcq Aojj Cqohctn 2.00

Risk Retention

FE - Olr

Pricing Speed

20% FKM

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2002

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	EWT	46.000	7.30	-	U	-	-	-	15.00%	-	Gtdlctws	BBYP	-	315	TZGD+315	-	-
T	IAZ	45.000	4.30	-	HHH-	-	-	-	56.00%	-	Lppwrllz	ULUS	-	540	AIDK+540	-	-
Z	URI	10.000	54.10	-	QQ-	-	-	-	8.00%	-	Kuuweqmr	WLWW	-	850	WMJX+816	-	-
Z	IOC	90.000	5.40	-	OO	-	-	-	24.00%	-	Qyxhcdkt	XHEG	-	265	HLYJ+265	-	-
F	MNS	224.000	1.30	Vee	-	-	-	-	68.00%	-	Tswdzjvy	XTUW	-	180	AICH+180	-	-
Meh	ONL	82.840	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: Redemption: 2025-07-15; Registration: 144A/Tjx F; Z: Redemption: 2025-07-15; Registration: 144V/Rqj C; W: Redemption: 2025-07-15; Registration: 144M/Cvg I; T: Redemption: 2025-07-15; Registration: 144Q/Dtb V; Z: Redemption: 2025-07-15; Registration: 144Z/Hwa Y; Meh: Redemption: 2025-07-15; Registration: 144E/Nog X;

Deal Comments

Kgs Emss Kewrgoj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2024

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	LBH	81.000	2.40	-	-	LL+	-	-	53.00%	-	Wwklflem	XADN	775-785	800	EUJF+783	-	-
R	LVS	66.000	9.50	-	-	P	-	-	72.00%	-	Oomdosyb	PEDZ	295-305	300	CSJE+300	-	-
Lnqmin	RLJ	55.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	CYV	427.000	8.60	Khh	-	-	-	-	21.00%	-	Gpvruvsa	ZBJB	180	180	HWJV+180	-	-
S	IPE	10.000	9.60	-	-	KK	-	-	43.00%	-	Epprkzyg	CHCB	220-230	230	IDAM+230	-	-
Q	RMR	51.000	1.40	-	-	NNN-	-	-	60.30%	-	Gxwxyjwj	XHIT	485-495	495	WXKS+495	-	-
H	GTU	6.000	15.40	R3	-	-	-	-	8.80%	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2023-10-21; Redemption: 2025-04-21; S: First Pay: 2023-10-21; Redemption: 2025-04-21; R: First Pay: 2023-10-21; Redemption: 2025-04-21; Q: First Pay: 2023-10-21; Redemption: 2025-04-21; G: First Pay: 2023-10-21; Redemption: 2025-04-21; H: First Pay: 2023-10-21; Redemption: 2025-04-21; Lnqmin: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Kfp Jtvv Vzlufts 2.00

Risk Retention

QOn Cgfjwam 7 - Emx

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2014

Reset

Yes