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
G-N	HAL	67.000	9.30	-	-	A	-	-	78.00%	-	Thscrxbq	ILCO	185	185	QPVO+185	-	-
T-1-W	OPS	488.000	7.10	Nvv	-	-	-	-	29.00%	-	Nujloetx	QWXI	130	130	QGXP+130	-	-
Y-1-K	IGU	26.000	6.80	-	-	XXX-	-	-	63.00%	-	Jlkarard	LOUF	315	315	ZXMB+315	-	-
V-I	LQM	38.000	1.30	-	-	II	-	-	17.00%	-	Ellaekms	JTMA	180	180	HSUQ+180	-	-
N-2-S	PHL	55.000	3.40	-	-	FFF	-	-	62.00%	-	Zsonefcn	NOQX	160	160	CKON+160	-	-
N-H	JXQ	10.000	3.40	-	-	WW-	-	-	4.00%	-	Vlvcbxfc	WOCS	725-750	840	UBJE+788	-	-
I-2-Q	WNV	7.000	6.60	-	-	LLL-	-	-	56.00%	-	Nzlkt	-	525-550	-	10.51%	-	-

Tranche Comments

T-1-W: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144F/Liu P; N-2-S: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144N/Kkd Z; V-I: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144L/Fon G; G-N: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144F/Tdo O; Y-1-K: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144W/Rdg N; I-2-Q: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Z/Oin M; N-H: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Yde L;

Deal Comments

Zvzvw. Dcu-Dqzz Evnhcsf 2.00

Pricing Speed

20% DKR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2018

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1	WSO	51.000	1.10	-	-	FFF	-	-	89.00%	-	Dcyymofj	IAZM	-	270	GSPM+270	-	-
W1	ANT	384.000	5.10	Sqq	-	-	-	-	62.00%	-	Frxsryxr	EAPZ	-	133	UUEX+133	-	-
Xud	JVP	43.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	YGU	54.000	7.80	-	-	NN	-	-	63.00%	-	Kkfmkiny	ZUPB	-	170	ZCIU+170	-	-
W2	ZGD	40.000	7.30	-	-	PPP	-	-	72.00%	-	Xplmjyes	QOXV	-	157	CKXL+157	-	-
T	KTD	79.000	84.30	-	-	II-	-	-	1.00%	-	Qblsjmqv	MEKF	-	510	XSKX+510	-	-
S	KMN	99.000	7.50	-	-	O	-	-	44.00%	-	Amemmoub	LGIX	-	190	QVDI+190	-	-
Z2	RVH	58.000	12.00	-	-	FFF-	-	-	77.00%	-	Fuqrbaso	ZWJX	-	400	HVJT+400	-	-

Tranche Comments

W1: Redemption: 2027-01-15; Registration: 144Q/Gff S; W2: Redemption: 2027-01-15; Registration: 144D/Tvr Q; X: Redemption: 2027-01-15; Registration: 144B/Asq Y; S: Redemption: 2027-01-15; Registration: 144U/Ftz H; X1: Redemption: 2027-01-15; Registration: 144P/Kot U; Z2: Redemption: 2027-01-15; Registration: 144G/Nid G; T: Redemption: 2027-01-15; Registration: 144O/Mqj U; Xud: Redemption: 2027-01-15; Registration: 144Y/Epp V;

Deal Comments

Uth-Ikmm Yekstny 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2019

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2-E	LRG	68.000	90.40	-	-	EEE-	-	-	89.00%	-	Fvczi	-	-	-	7.56%	-	-
F-1-E	CBS	765.000	2.30	Tnn	-	GGG	-	-	12.00%	-	Zurmsdpg	3kVKBP	-	137	3sNUGR+137	-	-
M-Q	ILQ	46.000	9.70	-	-	CC	-	-	16.00%	-	Gvlufave	3oZZYG	-	175	3oVICA+175	-	-
O-Q	GVG	37.000	5.10	-	-	L	-	-	82.00%	-	Yhwzjxdf	3rKWNN	-	200	3gBSXV+200	-	-
H-H	AER	60.000	91.50	-	-	SS-	-	-	6.00%	-	Rdmvvszv	3yCBOQ	-	675	3oWMOD+675	-	-
C-1-Q	FEQ	155.000	7.70	Qoo	-	SSS	-	-	50.00%	-	Gumacize	3dUWKH	-	137	3rHUZZ+137	-	-
G-2-I	PXW	23.000	7.40	-	-	FFF	-	-	34.00%	-	Fmfqqdln	3lNZDR	-	160	3lTAOW+160	-	-
C-1-X	VSJ	26.000	5.20	-	-	PPP-	-	-	13.00%	-	Mwbueelx	3lQJZZ	-	320	3tJUKY+320	-	-

Tranche Comments

C-1-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Gur G; F-1-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Iyz G; G-2-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Lyy Q; M-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Uuz R; O-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Qjs R; C-1-X: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Vqo R; V-2-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144J/Jne S; H-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Gkk P;

Deal Comments

Uukuc. Whc Kucc Auxqhse 2.00

Risk Retention

KD - Gmev BK - Gme

Pricing Speed

20% DPM

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 2013

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	YLJ	8.000	1.20	-	BBB	-	-	-	-	-	Ekblowci	QECN	-	100	LXPB+100	-	-
V	VZZ	16.000	9.10	-	WW	-	-	-	63.00%	-	Llpcwois	KAEP	190-195	185	YOEU+185	-	-
G	GUX	77.000	77.00	-	ZZ-	-	-	-	4.00%	-	Hwkeyong	TABF	625-650	650	PTXR+650	-	-
T	RPS	531.000	7.80	-	EEE	-	-	-	57.00%	-	Xvfhjark	DTIP	-	151	SMXT+151	-	-
U	ARR	32.000	9.70	-	S	-	-	-	95.00%	-	Rrwxhysk	GLNY	230-240	225	MMLM+225	-	-
Y	BWR	69.000	4.10	-	PPP-	-	-	-	44.00%	-	Pwrzzbye	PUUM	350-360	355	LUPY+355	-	-
Eqrxuj	ULO	21.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144G/Wsz D; T: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144A/Vfn R; Comments: Pin-Pigynj; V: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144C/Axe X; U: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144H/Xyf L; Y: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144E/Gfm V; G: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144L/Eve Q; Eqrxuj: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144H/Hlu C;

Deal Comments

Omb Kyww Nbtumxh 2.00

Risk Retention

CG - Mlz

Pricing Speed

20% CDU

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2011

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	BES	25.000	9.10	-	-	D	-	-	86.00%	-	Swlfstbb	BISM	-	240	TZGC+240	-	268.00000
Q	KHE	41.000	97.00	-	-	TTT-	-	-	10.00%	-	Rlchcdyx	ITPH	-	360	DDJR+360	-	130.00000
Dvd	TTZ	41.989	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	TTB	542.000	4.10	Zgg	-	-	-	-	82.00%	-	Sokhoeqg	AHKX	-	152	HUHQ+152	-	287.00000
Q	RLO	98.000	1.10	-	-	WW	-	-	29.00%	-	Klvjqxwp	GZXR	-	200	CLTN+200	-	350.00000
F	WOE	64.000	18.10	-	-	WW-	-	-	9.00%	-	Svqrhxwq	NEYZ	-	665	AAAQ+665	-	769.00000
I-2	TQO	80.000	5.60	-	-	SSS	-	-	82.00%	-	Sxhdtbhw	HEDJ	-	170	MLFU+170	-	682.00000

Tranche Comments

G-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Zvg J; I-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Ylu N; Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Yam L; V: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Tag K; Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Kso V; F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Xqu M; Dvd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Hzl P;

Deal Comments

Dup Lzww Rbruueg 2.00

Pricing Speed

20 ELF

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Apr 12, 2021

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-S	IRU	13.000	-	-	U	-	-	-	84.00%	-	Kvmpyvme	PXHV	240-250	255	CVGJ+255	-	-
F-T-2	TUJ	78.000	-	-	AAA-	-	-	-	23.00%	-	Yvsubfrz	WLTQ	-	550	MBAG+550	-	-
Poi	FKO	79.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-U	RZK	37.600	-	-	KK-	-	-	-	2.20%	-	Xuqxjhxx	GGWJ	700j	740	VTVT+740	-	-
A-P	WUL	481.000	-	-	III	-	-	-	66.00%	-	Zmcuhykl	QXFZ	-	155	UWIA+155	-	-
M-C	ZSX	61.000	-	-	HH	-	-	-	63.00%	-	Dkbzvzsd	QJCS	200-205	210	PYQE+210	-	-
L-Z-1	KVK	88.000	-	-	RRR	-	-	-	48.00%	-	Xdkoccfg	BBNF	-	375	ZCMT+375	-	-

Tranche Comments

A-P: Redemption: 2026-03-21; Registration: 144Z/Kzf L; M-C: Redemption: 2026-03-21; Registration: 144G/Pti Z; C-S: Redemption: 2026-03-21; Registration: 144W/Bop K; L-Z-1: Redemption: 2026-03-21; Registration: 144I/Fcd O; F-T-2: Redemption: 2026-03-21; Registration: 144C/Wqj I; U-U: Redemption: 2026-03-21; Registration: 144H/Kym C; Poi: Redemption: 2026-03-21; Registration: 144L/Lod W;

Deal Comments

Ndv Uqww Haoodnx 2.00. Qapad dv Fyyqwo UFR

Risk Retention

ZB - Jvk

Pricing Speed

20% HNT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2004

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-R	IBA	48.000	6.31	-	-	W	-	-	61.00%	-	Oljuvuyl	3mPEVV	-	240	3eLUOT+240	-	-
Qge	JPN	49.320	-	EP	-	UE	-	-	-	-	-	-	-	-	-	-	Retained
A-S	LXG	543.000	2.17	Ttt	-	AAA	-	-	72.00%	-	Nslhmkqz	3bTDUI	-	157	3vLIOT+157	-	-
E-X	ASE	51.000	6.67	-	-	EE	-	-	38.00%	-	Bjbyxles	3tBXHB	-	205	3fBZBG+205	-	-
B-M	NXF	14.000	21.50	-	-	WWW-	-	-	78.00%	-	Pxrwzhvj	3uMTYG	-	385	3wPBMI+385	-	-
H-H	RVA	46.000	72.60	-	-	TT-	-	-	1.90%	-	Nlzutuvs	3eLVUT	-	690	3gSOLA+690	-	-

Tranche Comments

A-S: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Asj V; E-X: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Jbk U; J-R: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144B/Uud T; B-M: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Q/Zqy U; H-H: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144G/Emn Y; Qge: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144M/Fjq C;

Deal Comments

Hzkzv. Gtm Ujxx Uzgitkw 2.00

Risk Retention

DJ/JN - Qgs

Pricing Speed

20% CQP

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 1999

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	KVI	93.500	47.40	WC	-	LL-	-	-	2.60%	-	Zlycscba	ICSB	-	835	GNLY+801	-	-
S	HRP	63.000	74.10	SD	-	PPP-	-	-	75.00%	-	Qflhqxoo	PJGX	-	525	CTKY+525	-	-
V	IBK	97.000	5.10	BT	-	C	-	-	43.00%	-	Tsaksxfa	JYXY	-	300	MMAB+300	-	-
J-1	HYA	915.000	9.10	Ycc	-	HHH	-	-	29.00%	-	Apkzajuc	NLTT	-	175	LKLB+175	-	-
B-2	BYX	11.000	6.80	TB	-	TTT	-	-	87.00%	-	Ybxakmtb	LQCX	-	205	HUPR+205	-	-
W	NGS	37.000	7.80	QP	-	OO	-	-	13.00%	-	Burofwyq	KODD	-	260	NHEZ+260	-	-
Dpm	KPK	80.760	-	JC	-	XI	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144F/Xch N; B-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Y/Nfh S; W: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144J/Vtk L; V: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Z/Vnz M; S: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Z/Dzi Q; S: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Z/Xsr E; Dpm: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144J/Uxn Y;

Deal Comments

Szs Inoo Mmpizhr 2.00

Risk Retention

WJ - Kvf

Pricing Speed

20% CFA

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2017

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ABV	12.000	4.40	-	YY	-	-	-	35.00%	-	Ftzvbdst	MMPH	-	265	IHLS+265	-	-
K	VYI	37.000	4.30	-	FFF-	-	-	-	54.00%	-	Pjjczjkm	SAHA	-	540	EGVO+540	-	-
Hem	CCB	31.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	RWQ	87.000	93.60	-	YY-	-	-	-	2.00%	-	Qwhrtuoo	LZJK	-	850	VMKH+816	-	-
H	TEM	435.000	1.60	Tyy	-	-	-	-	72.00%	-	Mrzpvhrf	BMKE	-	180	YAZV+180	-	-
N	NRW	60.000	2.20	-	I	-	-	-	95.00%	-	Lhfmraqc	VCNX	-	315	JNFJ+315	-	-

Tranche Comments

H: Redemption: 2025-07-15; Registration: 144I/Hbg G; T: Redemption: 2025-07-15; Registration: 144N/Biu U; N: Redemption: 2025-07-15; Registration: 144I/Fsy Y; K: Redemption: 2025-07-15; Registration: 144G/Pbn D; P: Redemption: 2025-07-15; Registration: 144A/Zkf B; Hem: Redemption: 2025-07-15; Registration: 144N/Pfw X;

Deal Comments

Awk Fvhh Wvpjwif 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2020

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	NIS	43.000	3.30	-	-	J	-	-	58.00%	-	Mlvysflg	LFEF	295-305	300	QDXS+300	-	-
B	GPG	72.000	7.60	-	-	UUU-	-	-	38.80%	-	Chbajqyl	ITPZ	485-495	495	WDBQ+495	-	-
K	RLK	82.000	6.50	-	-	SS+	-	-	54.00%	-	Hyxyoojv	JUJX	775-785	800	AWCP+783	-	-
Fvdboa	MAL	80.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	MGP	492.000	5.90	Arr	-	-	-	-	74.00%	-	Kuckqcwr	LPFD	180	180	LOZK+180	-	-
C	RPH	62.000	8.40	-	-	JJ	-	-	18.00%	-	Tiiebrib	MLVX	220-230	230	DXGS+230	-	-
E	BFJ	3.000	77.10	V3	-	-	-	-	7.50%	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2023-10-21; Redemption: 2025-04-21; C: First Pay: 2023-10-21; Redemption: 2025-04-21; R: First Pay: 2023-10-21; Redemption: 2025-04-21; B: First Pay: 2023-10-21; Redemption: 2025-04-21; K: First Pay: 2023-10-21; Redemption: 2025-04-21; E: First Pay: 2023-10-21; Redemption: 2025-04-21; Fvdboa: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Tku Qczz Vwfxkty 2.00

Risk Retention

ZBg Jjhuhrm 7 - Mmx

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 21, 2019

Refinancing

Yes