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
Azw	RFN	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	RGE	20.000	8.10	-	-	II	-	-	10.00%	-	Cppawvdm	HSLX	-	170	NVNL+170	-	-
C1	WFC	95.000	4.50	-	-	GGG	-	-	99.00%	-	Gdickryi	TNNK	-	270	JICB+270	-	-
F1	QPF	685.000	3.20	Ycc	-	-	-	-	52.00%	-	Bwewyxlm	WAFC	-	133	BJTT+133	-	-
W2	UHD	57.000	2.40	-	-	UUU	-	-	30.00%	-	Ycvvdito	ZOJW	-	157	HTQV+157	-	-
W	KVJ	23.000	79.20	-	-	SS-	-	-	4.00%	-	Amjrksby	ZBAX	-	510	ZCIA+510	-	-
F2	POM	35.000	10.00	-	-	TTT-	-	-	86.00%	-	Efdzcaue	THSH	-	400	GIEU+400	-	-
U	IKE	51.000	3.30	-	-	J	-	-	18.00%	-	Zijuafxi	JKMI	-	190	TKBH+190	-	-

Tranche Comments

F1: Redemption: 2027-01-15; Registration: 144L/Awm W; W2: Redemption: 2027-01-15; Registration: 144P/Rxs M; Q: Redemption: 2027-01-15; Registration: 144K/Mov O; U: Redemption: 2027-01-15; Registration: 144L/Feg Q; C1: Redemption: 2027-01-15; Registration: 144Q/Fth R; F2: Redemption: 2027-01-15; Registration: 144Y/Yhh Y; W: Redemption: 2027-01-15; Registration: 144D/Ecg K; Azw: Redemption: 2027-01-15; Registration: 144D/Kkl H;

Deal Comments

Tsf-Iqkk Ruytsir 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 14, 2017

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-U	COQ	28.000	8.30	-	-	YY	-	-	51.00%	-	Bsbuawll	3yCEYO	-	175	3wWVAQ+175	-	-
Y-1-I	BUJ	387.000	5.20	Cvv	-	RRR	-	-	38.00%	-	Gbcudjlw	3eIHJL	-	137	3yATOJ+137	-	-
F-2-Y	TSY	79.000	45.30	-	-	AAA-	-	-	58.00%	-	Lcjtj	-	-	-	7.56%	-	-
U-D	QTG	46.000	16.70	-	-	RR-	-	-	5.00%	-	Umyvsrcm	3rQIBC	-	675	3bSBVH+675	-	-
R-1-H	CYE	486.000	2.10	Nhh	-	CCC	-	-	77.00%	-	Zpzyamme	3mUUKG	-	137	3nWIJU+137	-	-
G-2-M	RAS	61.000	4.80	-	-	ZZZ	-	-	17.00%	-	Nurfkvsk	3jTIMM	-	160	3wXTST+160	-	-
V-P	XOU	55.000	6.40	-	-	V	-	-	99.00%	-	Qzrxeddr	3rDHQY	-	200	3lNJUK+200	-	-
F-1-V	CUB	37.000	2.10	-	-	ZZZ-	-	-	94.00%	-	Clfdmqpw	3hNIQF	-	320	3oYHIY+320	-	-

Tranche Comments

Y-1-I: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144U/Mld V; R-1-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Fbg O; G-2-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Aos T; V-U: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Ala S; V-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144U/Mdf F; F-1-V: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Pcs G; F-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144C/Fbd Z; U-D: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Ure F;

Deal Comments

Fkekz. Lpx Nnmm Wkftpsr 2.00

Risk Retention

PN - Zdvq HP - Zdv

Pricing Speed

20% VGX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2010

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	CQR	50.000	8.70	-	OO	-	-	-	76.00%	-	Csjdlcig	VLMZ	190-195	185	ADVN+185	-	-
W	CXM	30.000	77.00	-	FF-	-	-	-	2.00%	-	Gjyamvaq	STXH	625-650	650	NOSK+650	-	-
M	HCJ	269.000	3.50	-	BBB	-	-	-	78.00%	-	Tycmbivm	PHJW	-	151	VYJI+151	-	-
Q	LWL	6.000	5.80	-	OOO	-	-	-	-	-	Rfcuksyx	IPXK	-	100	DYZF+100	-	-
Rgheia	KKW	56.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	CRG	63.000	1.40	-	CCC-	-	-	-	42.00%	-	Mcsflurs	HWQX	350-360	355	KVWY+355	-	-
X	RIP	16.000	3.60	-	G	-	-	-	44.00%	-	Hwfsltxe	VLNT	230-240	225	XYPT+225	-	-

Tranche Comments

Q: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144O/Vxu W; M: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144F/Wnw B; Comments: Vku-Vzatuu; Z: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144P/Exv W; X: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144K/Kby L; J: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144H/Kzc R; W: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144I/Uub H; Rgheia: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144H/Hsl V;

Deal Comments

Mhu Kzzz Mpqyhjt 2.00

Risk Retention

OQ - Cmx

Pricing Speed

20% MCA

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2011

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	OXE	23.000	9.50	-	-	JJ	-	-	88.00%	-	Jlmoabla	IBUX	-	200	UNPB+200	-	884.00000
H-1	CHQ	220.000	8.20	Kjj	-	-	-	-	24.00%	-	Alqxmday	WNQH	-	152	XWQO+152	-	483.00000
Xmd	ESV	36.827	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	EZX	60.000	66.90	-	-	FF-	-	-	1.00%	-	Jlbcdvaq	BYEU	-	665	IZGF+665	-	829.00000
Z-2	MWZ	40.000	3.30	-	-	OOO	-	-	78.00%	-	Ccslhefq	UHLQ	-	170	PBHU+170	-	352.00000
D	ROU	97.000	69.00	-	-	RRR-	-	-	62.00%	-	Zmkhscsh	GNFU	-	360	AQUN+360	-	353.00000
H	AGD	75.000	2.20	-	-	O	-	-	20.00%	-	Hlprlauk	HQXY	-	240	EDDO+240	-	889.00000

Tranche Comments

H-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Tjh V; Z-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Iqu D; F: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Hdr S; H: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Keq J; D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Pzq L; I: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Amt D; Xmd: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Ymv N;

Deal Comments

Ept Whww Bobxpfd 2.00

Pricing Speed

20 TEU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2022

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 7, 2014

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-J	XNB	46.000	-	-	DD	-	-	-	32.00%	-	Kkoypweg	XAFJ	200-205	210	XYEB+210	-	-
L-G-1	PHQ	82.000	-	-	KKK	-	-	-	60.00%	-	Vwbvuffc	LHYS	-	375	POCG+375	-	-
Y-T-2	GBR	88.000	-	-	HHH-	-	-	-	52.00%	-	Memhdixf	NKVW	-	550	JKHT+550	-	-
Bja	CZB	13.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-K	RWK	87.500	-	-	VV-	-	-	-	6.20%	-	Oebhvpsb	SKSJ	700n	740	HTZV+740	-	-
F-G	LNP	384.000	-	-	VVV	-	-	-	98.00%	-	Msbkyazj	XTHL	-	155	DCTS+155	-	-
Q-R	ILY	24.000	-	-	X	-	-	-	72.00%	-	Tzjvpabj	XXXX	240-250	255	PIHQ+255	-	-

Tranche Comments

F-G: Redemption: 2026-03-21; Registration: 144U/Ckf I; O-J: Redemption: 2026-03-21; Registration: 144K/Nrl N; Q-R: Redemption: 2026-03-21; Registration: 144I/Qek F; L-G-1: Redemption: 2026-03-21; Registration: 144C/Tfw Y; Y-T-2: Redemption: 2026-03-21; Registration: 144A/Rle P; P-K: Redemption: 2026-03-21; Registration: 144W/Abo M; Bja: Redemption: 2026-03-21; Registration: 144K/Rpe T;

Deal Comments

Bpm Jzww Sgarpyk 2.00. Vgpgi px Jkgzwr JJV

Risk Retention

QX - Bkw

Pricing Speed

20% WLT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2018

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-K	FIP	618.000	4.43	Skk	-	UUU	-	-	48.00%	-	Nkywdesj	3iEUTG	-	157	3nKNDA+157	-	-
B-K	PLC	79.000	6.70	-	-	JJ	-	-	15.00%	-	Qppevrbi	3sPLLL	-	205	3jPCVH+205	-	-
Y-R	XFF	34.000	47.10	-	-	EEE-	-	-	87.00%	-	Iszvzfvv	3iGQUD	-	385	3uDQLJ+385	-	-
Y-Y	LMA	43.000	9.31	-	-	B	-	-	43.00%	-	Lhuuekhv	3qYOJX	-	240	3yYGZF+240	-	-
Wqu	HKL	77.890	-	KI	-	QW	-	-	-	-	-	-	-	-	-	-	Retained
S-F	YIH	37.000	76.50	-	-	HH-	-	-	8.40%	-	Otrekrtp	3sUSCM	-	690	3wDZBS+690	-	-

Tranche Comments

Y-K: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144D/Ohe Y; B-K: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144C/Axl D; Y-Y: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144O/Grl Q; Y-R: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144G/Nhv V; S-F: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144E/Wlw C; Wqu: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Oyb X;

Deal Comments

Hmbmu. Lyy Bytt Gmleyjh 2.00

Risk Retention

QQ/QK - Ojk

Pricing Speed

20% TTB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2026

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	EHH	50.000	57.80	MB	-	MMM-	-	-	10.00%	-	Bqmyzhjd	PELC	-	525	ZNKM+525	-	-
G-1	YNO	296.000	2.50	Bkk	-	DDD	-	-	24.00%	-	Mkrhxtjr	TNFP	-	175	WVGH+175	-	-
S-2	EFP	37.000	1.20	AI	-	ZZZ	-	-	94.00%	-	Fldwfrpc	BFLF	-	205	QODJ+205	-	-
B	EOF	39.100	93.90	XF	-	DD-	-	-	1.20%	-	Luxlsrmx	IKJY	-	835	ELOV+801	-	-
X	ECG	52.000	9.10	FG	-	X	-	-	91.00%	-	Mxfwwxax	YSPV	-	300	ZYCX+300	-	-
Tip	EIN	46.910	-	BI	-	DG	-	-	-	-	-	-	-	-	-	-	Retained
P	NOL	67.000	2.10	CY	-	BB	-	-	68.00%	-	Qxblkqwt	HJCE	-	260	BMLW+260	-	-

Tranche Comments

G-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144X/Jno S; S-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144C/Xnn V; P: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144K/Rcd X; X: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144G/Gsk O; J: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144U/Pek S; B: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144I/Ayh J; Tip: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144L/Wfk U;

Deal Comments

Tts Osjj Dmcittx 2.00

Risk Retention

MZ - Pms

Pricing Speed

20% SME

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 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
Z	ICS	45.000	36.30	-	HH-	-	-	-	4.00%	-	Hhvlutpz	KVWE	-	850	NHSF+816	-	-
X	ZBV	59.000	6.10	-	QQQ-	-	-	-	55.00%	-	Vjhyhcjw	WMXG	-	540	XDWA+540	-	-
Xpc	FAO	15.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	ZGY	82.000	8.40	-	HH	-	-	-	13.00%	-	Nsdqjaba	QWIV	-	265	IQTI+265	-	-
D	BHE	961.000	5.60	Vrr	-	-	-	-	71.00%	-	Trbzvraq	GDLL	-	180	AJFU+180	-	-
G	BYY	84.000	2.20	-	K	-	-	-	52.00%	-	Mwbduynx	EDCU	-	315	TKVL+315	-	-

Tranche Comments

D: Redemption: 2025-07-15; Registration: 144K/Rty T; S: Redemption: 2025-07-15; Registration: 144O/Jhl J; G: Redemption: 2025-07-15; Registration: 144C/Bxb X; X: Redemption: 2025-07-15; Registration: 144Y/Pzm V; Z: Redemption: 2025-07-15; Registration: 144Z/Qny J; Xpc: Redemption: 2025-07-15; Registration: 144X/Qhf A;

Deal Comments

Lvn Aknn Ncfsveb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2007

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	OYF	343.000	6.40	Lee	-	-	-	-	10.00%	-	Smspzsmc	YACT	180	180	LNSX+180	-	-
Y	LUG	38.000	5.30	-	-	MM	-	-	48.00%	-	Vruaeivt	ZOAE	220-230	230	QBJW+230	-	-
U	AWW	25.000	7.90	-	-	OO+	-	-	13.00%	-	Hddpjekf	HSNA	775-785	800	DVYN+783	-	-
Z	XAM	82.000	1.80	-	-	ZZZ-	-	-	74.40%	-	Zkfcvitj	MGTA	485-495	495	BKWH+495	-	-
R	PFS	93.000	3.70	-	-	X	-	-	86.00%	-	Pvlasuta	KLDZ	295-305	300	LPZN+300	-	-
D	IEK	1.000	95.10	F3	-	-	-	-	9.20%	-	-	-	-	-	-	-	Retained
Mqpgvi	MPT	81.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2023-10-21; Redemption: 2025-04-21; Y: First Pay: 2023-10-21; Redemption: 2025-04-21; R: First Pay: 2023-10-21; Redemption: 2025-04-21; Z: First Pay: 2023-10-21; Redemption: 2025-04-21; U: First Pay: 2023-10-21; Redemption: 2025-04-21; D: First Pay: 2023-10-21; Redemption: 2025-04-21; Mqpgvi: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Ufv Sscc Letrffi 2.00

Risk Retention

HTj Nngggha 7 - Faa

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2017

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	OHG	71.000	-	Crr	-	-	-	-	60.00%	-	Ukjdyyzv	MSJR	-	250	3cDYFR+250	-	-
Z	ZIR	59.000	-	-	-	PP	-	-	7.98%	-	Zlshckvw	ZLJA	-	875	3jKYCL+836	-	-
Cir	EUG	81.410	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	HSE	551.000	-	Hmm	-	FFF	-	-	25.00%	-	Vukdpstt	ESLJ	-	200	3aECWR+200	-	-
J	NVT	96.400	-	-	-	ZZ	-	-	97.70%	-	Yrudsbsk	EYJY	-	275	3yBJNN+275	-	-
O	HPW	56.600	-	-	-	NNN-	-	-	31.60%	-	Ncpdamfs	CHEZ	-	550	3dXYZY+550	-	-
H	MFM	4.100	-	M3	-	-	-	-	4.72%	-	-	-	-	-	-	-	Retained
G	VIM	87.500	-	-	-	X	-	-	33.84%	-	Vqqetkvv	YONW	-	365	3oPOFM+365	-	-

Tranche Comments

W-1: First Pay: 2023-10-22; Redemption: 2024-02-22; W-2: First Pay: 2023-10-22; Redemption: 2024-02-22; J: First Pay: 2023-10-22; Redemption: 2024-02-22; G: First Pay: 2023-10-22; Redemption: 2024-02-22; O: First Pay: 2023-10-22; Redemption: 2024-02-22; Z: First Pay: 2023-10-22; Redemption: 2024-02-22; H: First Pay: 2023-10-22; Redemption: 2024-02-22; Cir: First Pay: 2023-10-22; Redemption: 2024-02-22;

Deal Comments

Xcw Qjhh Iqbochp 1.00

Risk Retention

AG/GE - Ami

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 1998