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
O	ARI	30.000	3.60	-	-	Z	-	-	27.00%	-	Vzspjkix	NIOK	-	190	PZBB+190	-	-
F	FZM	70.000	49.70	-	-	ZZ-	-	-	3.00%	-	Xeksflch	CASI	-	510	ZCPA+510	-	-
B	CXX	12.000	8.60	-	-	AA	-	-	77.00%	-	Hcyebues	HWPU	-	170	WPLY+170	-	-
G1	ZYI	65.000	1.60	-	-	TTT	-	-	59.00%	-	Gyvkbzcy	HKLK	-	270	NKMB+270	-	-
S1	RUX	847.000	5.60	Uzz	-	-	-	-	94.00%	-	Bsqyvyxw	NCEK	-	133	YOZR+133	-	-
U2	CLS	74.000	87.00	-	-	EEE-	-	-	59.00%	-	Huhoouzc	ZDUU	-	400	IXNG+400	-	-
Mvx	HWE	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H2	OXV	95.000	7.40	-	-	LLL	-	-	56.00%	-	Vcozcpki	UVJY	-	157	ZCCL+157	-	-

Tranche Comments

S1: Redemption: 2027-01-15; Registration: 144F/Kua D; H2: Redemption: 2027-01-15; Registration: 144Y/Qkl E; B: Redemption: 2027-01-15; Registration: 144H/Cby O; O: Redemption: 2027-01-15; Registration: 144K/Llr S; G1: Redemption: 2027-01-15; Registration: 144F/Hfq A; U2: Redemption: 2027-01-15; Registration: 144W/Ker M; F: Redemption: 2027-01-15; Registration: 144D/Jxw H; Mvx: Redemption: 2027-01-15; Registration: 144L/Mqp N;

Deal Comments

Tpb-Vtnn Ipxlpkc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2015

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-V	BMM	27.000	32.20	-	-	QQ-	-	-	7.00%	-	Vrqhcfka	3vTLZA	-	675	3qACQJ+675	-	-
Z-1-W	PNB	212.000	1.30	Evv	-	ZZZ	-	-	69.00%	-	Kapcykai	3tGYQF	-	137	3zNQUL+137	-	-
Q-O	KRF	66.000	4.10	-	-	LL	-	-	79.00%	-	Zuzwacdr	3wXLPY	-	175	3xBUSZ+175	-	-
M-1-V	XGJ	886.000	8.10	Aii	-	RRR	-	-	12.00%	-	Tublxonh	3dYULO	-	137	3yKNAC+137	-	-
B-M	MWZ	28.000	9.40	-	-	P	-	-	54.00%	-	Ubfbjppr	3zHSKM	-	200	3xQYDL+200	-	-
O-2-Q	CYC	35.000	5.80	-	-	FFF	-	-	33.00%	-	Jpoorulb	3bGQUR	-	160	3kVGYP+160	-	-
F-1-L	NOY	47.000	9.90	-	-	LLL-	-	-	86.00%	-	Xzflhoap	3gELFA	-	320	3eNZNI+320	-	-
W-2-T	PHN	94.000	46.30	-	-	NNN-	-	-	12.00%	-	Mcpqe	-	-	-	7.56%	-	-

Tranche Comments

M-1-V: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Ykc I; Z-1-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Pot N; O-2-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144J/Pze I; Q-O: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144J/Urm G; B-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Hmn G; F-1-L: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Rqe R; W-2-T: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Y/Zxj S; W-V: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Brz N;

Deal Comments

Bumuv. Sow Xmjj Tuupocx 2.00

Risk Retention

QN - Ukme HQ - Ukm

Pricing Speed

20% OMB

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 2003

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	YQV	35.000	24.00	-	TT-	-	-	-	2.00%	-	Urdakyqt	XBVI	625-650	650	WCDZ+650	-	-
T	UHI	10.000	1.30	-	SSS-	-	-	-	51.00%	-	Jdwhjian	BCGB	350-360	355	JXKM+355	-	-
L	MFK	76.000	8.50	-	Q	-	-	-	53.00%	-	Dmlfmvwy	QZSS	230-240	225	QJXY+225	-	-
P	AXU	8.000	9.50	-	KKK	-	-	-	-	-	Nqmuwjvq	XTWX	-	100	PMMY+100	-	-
Jbkqeh	THQ	44.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	HHG	484.000	5.40	-	SSS	-	-	-	78.00%	-	Lrjvxrnq	HJQZ	-	151	YMOZ+151	-	-
E	IXB	74.000	6.10	-	ZZ	-	-	-	40.00%	-	Lsshsled	ICNH	190-195	185	IJFZ+185	-	-

Tranche Comments

P: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144T/Jhn Y; M: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144T/Edo S; Comments: Pvj-Pvtgje; E: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144W/Gcn T; L: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144V/Mdb Q; T: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144L/Xxi D; P: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144O/Bqe L; Jbkqeh: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144U/Feh Z;

Deal Comments

Gkk Lbxx Xwuhkrz 2.00

Risk Retention

MD - Wzd

Pricing Speed

20% BJV

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2017

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	OLR	907.000	5.80	Oqq	-	-	-	-	26.00%	-	Ezkzuytv	NNWA	-	152	GYUS+152	-	123.00000
N	FIE	46.000	48.00	-	-	NNN-	-	-	55.00%	-	Jueqhhux	KVGF	-	360	YUNH+360	-	612.00000
D	LGP	33.000	85.80	-	-	SS-	-	-	7.00%	-	Keezyhdd	SCOG	-	665	ZWHG+665	-	722.00000
V	ZLG	71.000	2.60	-	-	LL	-	-	58.00%	-	Vxrvssyo	JGIA	-	200	MZFY+200	-	893.00000
Fze	VBC	53.778	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YZT	98.000	1.70	-	-	R	-	-	98.00%	-	Pszbkefu	LBXI	-	240	CYDP+240	-	313.00000
L-2	ORT	93.000	3.10	-	-	PPP	-	-	35.00%	-	Wzbzzspd	KPPN	-	170	HBVP+170	-	809.00000

Tranche Comments

Q-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Btg Z; L-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Axr O; V: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Eml W; H: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Jke H; N: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Lkw X; D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Gaf O; Fze: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Xtg P;

Deal Comments

Mfj Xpuu Igubfqw 2.00

Pricing Speed

20 VEZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Oct 4, 2024

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-Y	HED	362.000	-	-	OOO	-	-	-	18.00%	-	Qvcjmaao	TBVY	-	155	CYTS+155	-	-
I-O-2	VVA	65.000	-	-	XXX-	-	-	-	75.00%	-	Nzohxlvf	VIZO	-	550	VNNY+550	-	-
Phj	AWM	46.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-K	UYV	96.700	-	-	QQ-	-	-	-	3.30%	-	Wjmqyryk	JXWV	700x	740	DEYX+740	-	-
Q-W	JMA	76.000	-	-	X	-	-	-	72.00%	-	Ifvfdhex	ANON	240-250	255	SACD+255	-	-
Z-G-1	RPA	23.000	-	-	BBB	-	-	-	28.00%	-	Mzkjqmrd	PIOQ	-	375	LPWN+375	-	-
B-P	YSE	26.000	-	-	MM	-	-	-	29.00%	-	Fjchsalw	WHZW	200-205	210	ZGMV+210	-	-

Tranche Comments

C-Y: Redemption: 2026-03-21; Registration: 144D/Zsc B; B-P: Redemption: 2026-03-21; Registration: 144P/Tkb O; Q-W: Redemption: 2026-03-21; Registration: 144F/Eqi N; Z-G-1: Redemption: 2026-03-21; Registration: 144X/Nfb F; I-O-2: Redemption: 2026-03-21; Registration: 144A/Pop M; S-K: Redemption: 2026-03-21; Registration: 144N/Bqb K; Phj: Redemption: 2026-03-21; Registration: 144M/Jmg M;

Deal Comments

Ubq Mkhh Vyerbiv 2.00. Kylyq bf Jqqkhr MJC

Risk Retention

ZW - Rya

Pricing Speed

20% MTP

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2006

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-F	RGY	158.000	4.97	Eii	-	BBB	-	-	23.00%	-	Krwstwub	3cTUSU	-	157	3eTAAW+157	-	-
I-F	HBJ	17.000	3.26	-	-	P	-	-	22.00%	-	Smmchima	3rAHWO	-	240	3hLZXI+240	-	-
H-I	LCV	80.000	44.40	-	-	LLL-	-	-	55.00%	-	Fpsrcauv	3hKEIB	-	385	3vCTAF+385	-	-
Umv	YOC	28.200	-	JK	-	XG	-	-	-	-	-	-	-	-	-	-	Retained
M-D	PNE	79.000	2.59	-	-	ZZ	-	-	77.00%	-	Ozsasqeu	3zIXPX	-	205	3rPPGI+205	-	-
B-A	PYZ	52.000	84.80	-	-	MM-	-	-	1.60%	-	Zfzrwbbm	3gNGQD	-	690	3eUPAI+690	-	-

Tranche Comments

T-F: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144X/Fqa D; M-D: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144B/Wdq J; I-F: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144V/Nxl M; H-I: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144C/Qqw S; B-A: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144V/Ujc W; Umv: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144T/Xvi P;

Deal Comments

Eepee. Kjn Ewll Yeeqjwi 2.00

Risk Retention

DN/NR - Uvf

Pricing Speed

20% WHQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2004

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	ZRH	811.000	8.30	Dkk	-	SSS	-	-	34.00%	-	Tqwdcxzi	PJQT	-	175	TVZT+175	-	-
E	RGY	20.400	55.30	HV	-	RR-	-	-	5.70%	-	Xfooqzxc	EEES	-	835	CVQE+801	-	-
H-2	WQL	14.000	9.60	LO	-	AAA	-	-	33.00%	-	Swhoqclt	MIOH	-	205	LMNQ+205	-	-
H	CMV	22.000	81.10	OC	-	TTT-	-	-	42.00%	-	Gybllkdh	XELM	-	525	KQAM+525	-	-
Iiz	RRB	10.430	-	VV	-	JR	-	-	-	-	-	-	-	-	-	-	Retained
K	NXL	90.000	6.80	YM	-	YY	-	-	41.00%	-	Fudzqhbn	ZIUD	-	260	BYNM+260	-	-
Y	ZLQ	43.000	5.50	CC	-	E	-	-	86.00%	-	Rrzucldy	NNNZ	-	300	HAKD+300	-	-

Tranche Comments

C-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144P/Zjy J; H-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144A/Pve M; K: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144B/Krm H; Y: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144F/Hzb A; H: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144W/Nfo R; E: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144H/Asm X; Iiz: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Y/Vpe B;

Deal Comments

Eoy Tfbb Dshqoun 2.00

Risk Retention

HP - Agk

Pricing Speed

20% OFY

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2024

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	KZU	42.000	37.20	-	DD-	-	-	-	3.00%	-	Ykqqemhq	MAIX	-	850	MVID+816	-	-
G	MOJ	91.000	3.20	-	D	-	-	-	16.00%	-	Hedymfee	VLTU	-	315	JDFT+315	-	-
O	JBD	82.000	6.70	-	XX	-	-	-	24.00%	-	Xpcbqxha	YGFU	-	265	YIIQ+265	-	-
Zvk	UIS	37.610	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	IKL	317.000	9.80	Xgg	-	-	-	-	73.00%	-	Zpwdtwhu	VIAA	-	180	NVOZ+180	-	-
R	ENR	35.000	1.70	-	SSS-	-	-	-	54.00%	-	Idylaxbo	YJBX	-	540	GGPQ+540	-	-

Tranche Comments

G: Redemption: 2025-07-15; Registration: 144E/Fhu A; O: Redemption: 2025-07-15; Registration: 144W/Jzw G; G: Redemption: 2025-07-15; Registration: 144C/Dcb M; R: Redemption: 2025-07-15; Registration: 144Q/Uhm A; X: Redemption: 2025-07-15; Registration: 144F/Kty W; Zvk: Redemption: 2025-07-15; Registration: 144U/Hri K;

Deal Comments

Skg Mtxx Rntbkhq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 2001

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	FOK	762.000	7.60	Dbb	-	-	-	-	75.00%	-	Ucrmaodt	ZDPD	180	180	LUSZ+180	-	-
C	AHT	30.000	9.40	-	-	PPP-	-	-	94.10%	-	Khecuqnv	CIYC	485-495	495	MXYF+495	-	-
J	GSY	16.000	6.70	-	-	FF	-	-	27.00%	-	Kuswoaif	JYLK	220-230	230	GYUY+230	-	-
Cxhwxm	ZPF	24.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	VSE	88.000	8.80	-	-	XX+	-	-	59.00%	-	Uwemzriz	XOEY	775-785	800	UONX+783	-	-
U	BVO	52.000	6.20	-	-	Q	-	-	13.00%	-	Kklhvbcj	BQPO	295-305	300	XIDT+300	-	-
F	KGE	7.000	43.50	Z3	-	-	-	-	8.30%	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2023-10-21; Redemption: 2025-04-21; J: First Pay: 2023-10-21; Redemption: 2025-04-21; U: First Pay: 2023-10-21; Redemption: 2025-04-21; C: First Pay: 2023-10-21; Redemption: 2025-04-21; U: First Pay: 2023-10-21; Redemption: 2025-04-21; F: First Pay: 2023-10-21; Redemption: 2025-04-21; Cxhwxm: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Bbh Xbhh Iuphbvm 2.00

Risk Retention

FFv Tkmvwkr 7 - Yrx

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 2023

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	KAS	392.000	-	Shh	-	YYY	-	-	80.00%	-	Mmpwuurw	BGPA	-	200	3dQGSO+200	-	-
L	QOJ	82.700	-	-	-	Y	-	-	54.59%	-	Drxehtnk	NJFQ	-	365	3oKIUV+365	-	-
X	QRL	24.800	-	-	-	UUU-	-	-	16.42%	-	Hlwduccm	NNYJ	-	550	3gXABQ+550	-	-
N	NRC	8.500	-	Z3	-	-	-	-	6.94%	-	-	-	-	-	-	-	Retained
H	VAB	97.100	-	-	-	LL	-	-	24.10%	-	Iubriziy	WUPA	-	275	3vVQJE+275	-	-
Pwa	PPC	39.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	UPD	66.000	-	Vaa	-	-	-	-	80.00%	-	Pteafeto	PHKH	-	250	3kBVZF+250	-	-
O	LEZ	66.000	-	-	-	LL	-	-	2.59%	-	Apbleqia	TLZT	-	875	3hWCGP+836	-	-

Tranche Comments

S-1: First Pay: 2023-10-22; Redemption: 2024-02-22; Z-2: First Pay: 2023-10-22; Redemption: 2024-02-22; H: First Pay: 2023-10-22; Redemption: 2024-02-22; L: First Pay: 2023-10-22; Redemption: 2024-02-22; X: First Pay: 2023-10-22; Redemption: 2024-02-22; O: First Pay: 2023-10-22; Redemption: 2024-02-22; N: First Pay: 2023-10-22; Redemption: 2024-02-22; Pwa: First Pay: 2023-10-22; Redemption: 2024-02-22;

Deal Comments

Iyy Qpuu Ncstykd 1.00

Risk Retention

RO/OM - Ygh

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2008