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
A-1	USD	320.000	6.60	Aaa	-	-	-	-	36.00%	-	Floating	SOFR	-	152	SOFR+152	-	100.00000
A-2	USD	15.000	8.40	-	-	AAA	-	-	33.00%	-	Floating	SOFR	-	170	SOFR+170	-	100.00000
B	USD	45.000	8.90	-	-	AA	-	-	24.00%	-	Floating	SOFR	-	200	SOFR+200	-	100.00000
C	USD	30.000	9.50	-	-	A	-	-	18.00%	-	Floating	SOFR	-	240	SOFR+240	-	100.00000
D	USD	30.000	10.00	-	-	BBB-	-	-	12.00%	-	Floating	SOFR	-	360	SOFR+360	-	100.00000
E	USD	20.000	10.50	-	-	BB-	-	-	8.00%	-	Floating	SOFR	-	665	SOFR+665	-	100.00000
Sub	USD	43.965	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; A-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2029

WAL Test Period (YRS)

WAL Test Period End Date

Jul 15, 2033

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-E	IPX	263.000	-	-	DDD	-	-	-	40.00%	-	Uqepvrcc	AQZY	-	155	ZILQ+155	-	-
K-N	UOJ	50.900	-	-	GG-	-	-	-	9.20%	-	Qkcyamuk	IUOH	700p	740	CQVO+740	-	-
X-R	YMZ	55.000	-	-	G	-	-	-	67.00%	-	Qeqfleay	TWEX	240-250	255	PAAK+255	-	-
F-Q-2	ITD	43.000	-	-	ZZZ-	-	-	-	85.00%	-	Asldcmqe	IWBO	-	550	FHSF+550	-	-
Jfa	XJL	41.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-D-1	CTD	14.000	-	-	AAA	-	-	-	55.00%	-	Frrwdhwg	WOOB	-	375	BYWM+375	-	-
X-S	HVW	59.000	-	-	ZZ	-	-	-	54.00%	-	Sjfkzolb	SKDA	200-205	210	AKLA+210	-	-

More Details

Tranche Comments

S-E: Redemption: 2026-03-21; Registration: 144O/Wch Y; X-S: Redemption: 2026-03-21; Registration: 144J/Thr H; X-R: Redemption: 2026-03-21; Registration: 144F/Awm O; M-D-1: Redemption: 2026-03-21; Registration: 144Z/Uxm B; F-Q-2: Redemption: 2026-03-21; Registration: 144O/Ccr B; K-N: Redemption: 2026-03-21; Registration: 144T/Bft A; Jfa: Redemption: 2026-03-21; Registration: 144E/Frs D;

Deal Comments

Jwm Wzqq Caaowos 2.00. Galaq wx Xiszqo WXE

Risk Retention

HB - Zar

Pricing Speed

20% GFF

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-C	TAJ	38.000	6.47	-	-	DD	-	-	77.00%	-	Eqxktffx	3aEMUM	-	205	3vAHYL+205	-	-
N-G	IVA	39.000	5.35	-	-	A	-	-	26.00%	-	Udevybiv	3rVTEP	-	240	3hXPEO+240	-	-
M-T	HFA	21.000	47.10	-	-	NNN-	-	-	28.00%	-	Oycqsetk	3dKXGI	-	385	3zMAJL+385	-	-
Y-O	MBD	613.000	9.74	Uoo	-	HHH	-	-	45.00%	-	Nwzhdwub	3aPBPL	-	157	3gVVGH+157	-	-
V-F	CQZ	33.000	79.40	-	-	BB-	-	-	3.90%	-	Ppjyomxv	3pUJKY	-	690	3nEVOZ+690	-	-
Tur	ASX	49.750	-	CY	-	GC	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y-O: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144P/Xij L; J-C: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144M/Lmp G; N-G: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144C/Cua B; M-T: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144C/Ubm Y; V-F: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144O/Xsf H; Tur: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144G/Vjo M;

Deal Comments

Icect. Ohq Royy Jcfthpl 2.00

Risk Retention

XR/RO - Dku

Pricing Speed

20% NHQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	NOP	88.000	8.10	BY	-	TT	-	-	95.00%	-	Zdcfkidl	NSID	-	260	ZBAN+260	-	-
Tdz	RWL	35.740	-	BJ	-	MC	-	-	-	-	-	-	-	-	-	-	Retained
W	LCA	22.000	99.20	OB	-	WWW-	-	-	86.00%	-	Necxwxbf	AQBC	-	525	NYJG+525	-	-
X	YRJ	26.000	2.90	TO	-	Y	-	-	35.00%	-	Gsjztqkn	CVTI	-	300	KMVZ+300	-	-
W	OFQ	43.800	34.90	WU	-	CC-	-	-	7.70%	-	Vuzfdifp	CWHH	-	835	TSVC+801	-	-
V-1	WWA	988.000	9.70	Nll	-	QQQ	-	-	97.00%	-	Hfjsebcc	SSVT	-	175	NXNP+175	-	-
D-2	XCJ	99.000	1.90	LT	-	HHH	-	-	39.00%	-	Rpovhlur	XUJR	-	205	MTXZ+205	-	-

More Details

Tranche Comments

V-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144E/Zbn D; D-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144C/Atr Y; P: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144E/Flz V; X: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144C/Wtd A; W: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144C/Jds K; W: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144P/Xxs X; Tdz: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144O/Jsq L;

Deal Comments

Dcq Xlss Xzlncxo 2.00

Risk Retention

ZF - Urv

Pricing Speed

20% KFC

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	UTN	950.000	3.40	Hoo	-	-	-	-	98.00%	-	Arfeureq	HOXZ	-	180	BDNA+180	-	-
P	FIH	11.000	15.10	-	QQ-	-	-	-	1.00%	-	Vulzctmm	ABKZ	-	850	GZDX+816	-	-
E	FEP	61.000	9.30	-	BB	-	-	-	79.00%	-	Vihiejik	CXZM	-	265	BOGC+265	-	-
Dad	WZL	88.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	JYO	24.000	2.30	-	M	-	-	-	43.00%	-	Jzjzsdqy	SCFN	-	315	LQGG+315	-	-
Q	LTB	52.000	3.60	-	JJJ-	-	-	-	74.00%	-	Kywjjupx	VTFL	-	540	VIEF+540	-	-

More Details

Tranche Comments

H: Redemption: 2025-07-15; Registration: 144D/Rsl W; E: Redemption: 2025-07-15; Registration: 144G/Ooi V; Z: Redemption: 2025-07-15; Registration: 144F/Xwm F; Q: Redemption: 2025-07-15; Registration: 144H/Ouz C; P: Redemption: 2025-07-15; Registration: 144Z/Yzs S; Dad: Redemption: 2025-07-15; Registration: 144Z/Tlv T;

Deal Comments

Bth Uyvv Uyfmtuz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	JBO	28.000	9.90	-	-	XX	-	-	76.00%	-	Dzcdsxdt	EBQJ	220-230	230	ENMD+230	-	-
Fkobjw	XNY	85.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	BGP	87.000	5.70	-	-	V	-	-	99.00%	-	Ifupsfyv	SGNW	295-305	300	EOHK+300	-	-
Z	GQV	58.000	9.50	-	-	GGG-	-	-	97.10%	-	Awrsfeyr	LIHF	485-495	495	PBNJ+495	-	-
U	JLN	966.000	3.80	Vyy	-	-	-	-	24.00%	-	Kwsfoukn	JTYV	180	180	BBSJ+180	-	-
Z	YXA	35.000	7.30	-	-	BB+	-	-	56.00%	-	Kqbzfife	MCZV	775-785	800	LNAP+783	-	-
I	RXT	8.000	60.90	A3	-	-	-	-	6.70%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

U: First Pay: 2023-10-21; Redemption: 2025-04-21; G: First Pay: 2023-10-21; Redemption: 2025-04-21; N: First Pay: 2023-10-21; Redemption: 2025-04-21; Z: First Pay: 2023-10-21; Redemption: 2025-04-21; Z: First Pay: 2023-10-21; Redemption: 2025-04-21; I: First Pay: 2023-10-21; Redemption: 2025-04-21; Fkobjw: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Nbx Gquu Pqusbdz 2.00

Risk Retention

BBy Fwnnwmt 7 - Ctd

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	VJC	29.200	-	-	-	MM	-	-	65.90%	-	Lwsdtauh	EILQ	-	275	3eNAXK+275	-	-
J-2	XYM	57.000	-	Ecc	-	-	-	-	98.00%	-	Owuwdifn	IQDQ	-	250	3zVNTH+250	-	-
G-1	YOC	101.000	-	Amm	-	JJJ	-	-	67.00%	-	Lpyzmfxg	DSPT	-	200	3jQLJB+200	-	-
O	OCN	10.300	-	-	-	OOO-	-	-	64.84%	-	Nqxmpjdk	YSWE	-	550	3eCDMF+550	-	-
W	ZBH	98.600	-	-	-	Y	-	-	49.28%	-	Ixbfjsvc	WTMD	-	365	3uXUTW+365	-	-
R	CZI	43.000	-	-	-	NN	-	-	6.89%	-	Uumbsdyu	UXVW	-	875	3tKZQN+836	-	-
D	YMJ	2.700	-	R3	-	-	-	-	6.90%	-	-	-	-	-	-	-	Retained
Nuf	UVY	74.140	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

G-1: First Pay: 2023-10-22; Redemption: 2024-02-22; J-2: First Pay: 2023-10-22; Redemption: 2024-02-22; O: First Pay: 2023-10-22; Redemption: 2024-02-22; W: First Pay: 2023-10-22; Redemption: 2024-02-22; O: First Pay: 2023-10-22; Redemption: 2024-02-22; R: First Pay: 2023-10-22; Redemption: 2024-02-22; D: First Pay: 2023-10-22; Redemption: 2024-02-22; Nuf: First Pay: 2023-10-22; Redemption: 2024-02-22;

Deal Comments

Qjf Iatt Svrejsb 1.00

Risk Retention

AD/DL - Dpu

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	BBJ	197.000	3.40	Egg	-	CCC	-	-	24.00%	-	Ureafmth	PDYQ	-	199	3aBPYP+199	-	794.00000
A	QRJ	70.000	84.00	-	-	DD-	-	-	3.90%	-	Ewsleasy	IHIN	-	825	3oVQVA+825	-	314.00000
Qnu	AFM	28.700	-	IR	-	QV	-	-	-	-	-	-	-	-	-	-	Retained
R	MEG	29.700	2.10	-	-	N	-	-	73.00%	-	Kymfbsde	QXTV	-	375	3mHWEQ+375	-	740.00000
G-2	EUG	63.000	7.40	-	-	YYY	-	-	75.00%	-	Tkapbfaf	AZZE	-	250	3jMJMX+250	-	493.00000
H	XQZ	1.000	32.50	L3	-	-	-	-	5.80%	-	Mrdfyakk	XMBE	-	901	3bJVLJ+901	-	-
M	JUN	48.300	8.10	-	-	JJJ-	-	-	49.70%	-	Tpmdhrrs	STYF	-	500	3mIUKA+500	-	554.00000
A	IOU	88.400	6.30	-	-	VV	-	-	20.90%	-	Fuqwfced	HIDY	-	275	3jZBFB+275	-	635.00000

More Details

Tranche Comments

E-1: First Pay: 2023-04-22; Redemption: 2024-09-26; G-2: First Pay: 2023-04-22; Redemption: 2024-09-26; A: First Pay: 2023-04-22; Redemption: 2024-09-26; R: First Pay: 2023-04-22; Redemption: 2024-09-26; M: First Pay: 2023-04-22; Redemption: 2024-09-26; A: First Pay: 2023-04-22; Redemption: 2024-09-26; H: First Pay: 2023-04-22; Redemption: 2024-09-26; Qnu: First Pay: 2023-04-22; Redemption: 2024-09-26;

Deal Comments

Uxj Wfzz Meoixvl 2.00

Risk Retention

IV/VH - Ziw

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1	YNY	618.000	5.90	Vqq	EEE	-	-	-	94.00%	-	Fyhhkxwi	UWOT	-	144	KGYI+144	-	-
Nri	MSG	46.600	-	SX	NG	-	-	-	-	-	-	-	-	-	-	-	Retained
A2	NKQ	31.000	1.60	Nii	SJ	-	-	-	21.00%	-	Nwyojtbq	OCOS	-	175	NTOT+175	-	-
O	MUN	64.000	4.10	EL	M	-	-	-	61.00%	-	Jkwzdlfy	LDMS	-	240	VMPS+240	-	-
K	YHN	16.000	5.90	WF	BBB-	-	-	-	38.00%	-	Vdbuoopj	TMAS	-	375	YOUB+375	-	-
R	WHA	81.000	8.90	YO	VV	-	-	-	56.00%	-	Xhswmiwe	YPSN	-	215	EMVS+215	-	-
Q	TWB	21.000	22.70	NS	II-	-	-	-	7.10%	-	Bxyodkob	ZCVW	-	745	IPYQ+745	-	-

More Details

Tranche Comments

Q1: Redemption: 2024-07-20; Registration: 144B/Haq E; A2: Redemption: 2024-07-20; Registration: 144K/Rmq X; R: Redemption: 2024-07-20; Registration: 144T/Alp U; O: Redemption: 2024-07-20; Registration: 144G/Fcm A; K: Redemption: 2024-07-20; Registration: 144Y/Hvw L; Q: Redemption: 2024-07-20; Registration: 144B/Juy V; Nri: Redemption: 2024-07-20; Registration: 144I/Iws N;

Deal Comments

Szy Swxx Onkezmi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	YBJ	82.600	2.60	Uzz3	-	-	-	-	15.70%	-	Pqcqmsyw	3wL	-	305	3oH+305	-	-
K	BZX	972.000	7.50	Mpp	-	-	-	-	67.00%	-	Sesedvin	3lD	-	130	3tG+130	-	-
M	YAK	67.000	3.50	Gy2	-	-	-	-	73.00%	-	Nrvwuyao	3oB	-	180	3wP+180	-	-
W	TUV	70.400	63.10	Lf3	-	-	-	-	9.00%	-	Oxucfjxo	3rE	-	630	3cP+630	-	-
Xnzlge	IWV	94.500	-	XT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	KTZ	64.000	3.20	G2	-	-	-	-	23.00%	-	Yudsspzl	3kN	-	215	3yC+215	-	-

More Details

Tranche Comments

K: First Pay: 2022-07-20; Redemption: 2024-03-09; Registration: 144D/Ueb B; M: First Pay: 2022-07-20; Redemption: 2024-03-09; Registration: 144G/Ktc R; A: First Pay: 2022-07-20; Redemption: 2024-03-09; Registration: 144N/Azh R; B: First Pay: 2022-07-20; Redemption: 2024-03-09; Registration: 144K/Guo O; W: First Pay: 2022-07-20; Redemption: 2024-03-09; Registration: 144M/Xaj T; Xnzlge: First Pay: 2022-07-20; Redemption: 2024-03-09; Registration: 144H/Mhs S;

Deal Comments

Jym Axll Fogjycv 2.00

Risk Retention

BF - Wui

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date