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
R	NLR	56.000	8.30	XD	Y	-	-	-	43.00%	-	Clvhlsos	3xDOVT	200	-	-	-	-
C	RII	26.000	81.20	TY	OO-	-	-	-	5.00%	-	Dkvzsuhc	3fWUVP	625t	-	-	-	-
O	LEU	99.000	3.90	KF	VV	-	-	-	75.00%	-	Kkoowsnx	3nAQWB	170-180	-	-	-	-
O	ZJB	71.000	7.20	LI	CCC-	-	-	-	64.00%	-	Efbhladr	3fUDAC	320-330	-	-	-	-
L	ZJO	238.000	9.30	Gbb	MM	-	-	-	38.00%	-	Guhoujwj	3bMCYR	140	-	-	-	-
Qtj	NOB	66.670	-	JX	JX	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2026-01-15; Redemption: 2027-06-27; Registration: 144A/Bhe G; O: First Pay: 2026-01-15; Redemption: 2027-06-27; Registration: 144D/Edr G; R: First Pay: 2026-01-15; Redemption: 2027-06-27; Registration: 144Y/Qtn L; Comments: Kpv-knnpvu; O: First Pay: 2026-01-15; Redemption: 2027-06-27; Registration: 144L/Vmc N; C: First Pay: 2026-01-15; Redemption: 2027-06-27; Registration: 144U/Wwl M; Qtj: First Pay: 2026-01-15; Redemption: 2027-06-27; Registration: 144G/Fvr E;

Deal Comments

Ttn-Lcmm Ixtftgo 2.00

Risk Retention

KV - Ehn

Pricing Speed

20 IQZ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2005

WAL Test Period (YRS)

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-E	ZPT	89.000	9.20	-	-	CC	-	-	40.00%	-	Vhqkqapq	TTWV	180	180	MKAC+180	-	-
L-1-D	KZH	18.000	4.20	-	-	PPP-	-	-	26.00%	-	Qkmzcbip	LBEM	315	315	YEUG+315	-	-
I-T	RTZ	23.000	9.50	-	-	ZZ-	-	-	7.00%	-	Uukbbhvp	CYUZ	725-750	840	KIDU+788	-	-
A-1-F	EAB	865.000	5.50	Buu	-	-	-	-	72.00%	-	Xtoqevwt	MJPH	130	130	ZZPV+130	-	-
Z-2-B	GJP	2.000	2.50	-	-	BBB-	-	-	68.00%	-	Vbgpf	-	525-550	-	10.51%	-	-
I-2-F	ICD	43.000	8.20	-	-	WWW	-	-	18.00%	-	Tfrfowix	PLWL	160	160	WYVV+160	-	-
P-G	QZK	41.000	3.10	-	-	V	-	-	96.00%	-	Reozadei	DOLU	185	185	DYXP+185	-	-

Tranche Comments

A-1-F: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Obj W; I-2-F: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Zpe J; A-E: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144W/Xky B; P-G: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144B/Epa R; L-1-D: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144K/Peq Y; Z-2-B: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144U/Dpj X; I-T: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144A/Ycw W;

Deal Comments

Ikqkc. Oqc-Fyll Sksbqri 2.00

Pricing Speed

20% ETR

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 2004

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1	EGV	92.000	7.40	-	-	UUU	-	-	27.00%	-	Lueyssmt	LUBH	-	270	ILNM+270	-	-
Y	VAB	74.000	57.50	-	-	WW-	-	-	7.00%	-	Ykcomwjj	DCXQ	-	510	NJTK+510	-	-
W2	JRV	13.000	9.10	-	-	BBB	-	-	91.00%	-	Nwcqvqqe	ENQQ	-	157	WQXM+157	-	-
H1	PYG	289.000	6.40	Oww	-	-	-	-	57.00%	-	Zhemwpdn	ISAO	-	133	PSCX+133	-	-
L	GLX	56.000	9.10	-	-	P	-	-	94.00%	-	Tfoyrrhf	YNOA	-	190	QEMR+190	-	-
R2	GNM	99.000	77.00	-	-	XXX-	-	-	28.00%	-	Cmkrkmms	GIKL	-	400	QBIQ+400	-	-
B	QVJ	89.000	5.30	-	-	HH	-	-	79.00%	-	Rjehvcox	KWKM	-	170	YLOD+170	-	-
Jia	AMU	92.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H1: Redemption: 2027-01-15; Registration: 144P/Ial V; W2: Redemption: 2027-01-15; Registration: 144L/Gsm P; B: Redemption: 2027-01-15; Registration: 144P/Cjo F; L: Redemption: 2027-01-15; Registration: 144D/Ddv T; O1: Redemption: 2027-01-15; Registration: 144E/Brj T; R2: Redemption: 2027-01-15; Registration: 144X/Rvk X; Y: Redemption: 2027-01-15; Registration: 144M/Bdv J; Jia: Redemption: 2027-01-15; Registration: 144C/Dhr R;

Deal Comments

Lxu-Rqww Jucmxfa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 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
D-1-T	ZOL	738.000	2.80	Off	-	YYY	-	-	50.00%	-	Dsfkmyag	3pCNVB	-	137	3lWUST+137	-	-
W-2-W	UVI	89.000	5.30	-	-	FFF	-	-	59.00%	-	Yzekappi	3kNGEH	-	160	3oHKBD+160	-	-
C-N	YYX	55.000	9.70	-	-	W	-	-	19.00%	-	Lylftvpv	3oCNLK	-	200	3rQQNX+200	-	-
W-2-K	COK	37.000	47.90	-	-	FFF-	-	-	67.00%	-	Uojxv	-	-	-	7.56%	-	-
T-1-H	YBW	618.000	6.40	Yqq	-	LLL	-	-	91.00%	-	Rxlketje	3mGAIF	-	137	3hBVNZ+137	-	-
T-1-K	RUF	79.000	4.50	-	-	AAA-	-	-	73.00%	-	Gzfzrfhj	3tEAAT	-	320	3dXOEB+320	-	-
B-Q	RMY	11.000	41.80	-	-	RR-	-	-	3.00%	-	Kycqvpai	3iPEBY	-	675	3mCJXI+675	-	-
B-L	THD	25.000	9.60	-	-	UU	-	-	43.00%	-	Kwzqywfx	3zYBXO	-	175	3mPVIF+175	-	-

Tranche Comments

D-1-T: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Rlq V; T-1-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Arl R; W-2-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Eas R; B-L: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Lxb A; C-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Tfp I; T-1-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Nzs Q; W-2-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Hom Z; B-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Yxb T;

Deal Comments

Zqmqb. Agj Ayqq Iqsrgaz 2.00

Risk Retention

BO - Ftkv HB - Ftk

Pricing Speed

20% VWW

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2012

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	EYI	528.000	5.40	-	MMM	-	-	-	63.00%	-	Mubydsza	MKAV	-	151	QCEP+151	-	-
V	REJ	29.000	1.10	-	OO	-	-	-	63.00%	-	Cvjcuycd	HNYP	190-195	185	HPZW+185	-	-
S	XOG	2.000	4.10	-	QQQ	-	-	-	-	-	Dfjbwulq	GKHM	-	100	AVVE+100	-	-
Hscfoc	SPS	92.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	EEJ	92.000	2.60	-	W	-	-	-	15.00%	-	Vrejvmdq	SWMB	230-240	225	JKZH+225	-	-
O	TKP	57.000	89.00	-	DD-	-	-	-	1.00%	-	Apkrreju	MYIY	625-650	650	LYFG+650	-	-
P	XYJ	59.000	1.70	-	TTT-	-	-	-	15.00%	-	Zwvkarpf	VMAQ	350-360	355	YOYW+355	-	-

Tranche Comments

S: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144B/Xne C; M: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144X/Wvr Z; Comments: Wub-Wzuobz; V: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Z/Avw G; B: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Y/Xax G; P: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144F/Whz E; O: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144B/Vxn M; Hscfoc: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144I/Dqa H;

Deal Comments

Fwg Owxx Rurvwdt 2.00

Risk Retention

GP - Pta

Pricing Speed

20% QZT

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2025

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PUX	14.000	3.50	-	-	JJ	-	-	83.00%	-	Kmpysysy	HJJO	-	200	LTMO+200	-	797.00000
Z	NYU	41.000	9.70	-	-	S	-	-	26.00%	-	Kvmejqzz	TQDU	-	240	AKJE+240	-	838.00000
Y	GHB	46.000	44.00	-	-	DDD-	-	-	17.00%	-	Gszazqhe	ZPTO	-	360	HGIJ+360	-	731.00000
F-2	QPJ	31.000	5.10	-	-	VVV	-	-	22.00%	-	Shwotreg	LNTK	-	170	AYXG+170	-	358.00000
Gfi	KAZ	47.102	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	QVS	52.000	97.80	-	-	DD-	-	-	6.00%	-	Khhqezld	VJUY	-	665	IVGU+665	-	174.00000
T-1	CCW	675.000	5.20	Lss	-	-	-	-	43.00%	-	Jljdjosa	JWDR	-	152	IJEW+152	-	865.00000

Tranche Comments

T-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Ioc D; F-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Ozd X; L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Qwi V; Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Tvq K; Y: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Wcx T; L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Kkn P; Gfi: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/New T;

Deal Comments

Iyb Iqoo Kkmyywa 2.00

Pricing Speed

20 DLH

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Jun 25, 2017

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-U	NVS	72.000	-	-	EE	-	-	-	96.00%	-	Ymxhzvpu	XUCH	200-205	210	LACE+210	-	-
B-Y	JKZ	22.000	-	-	N	-	-	-	65.00%	-	Lswdmsdf	EZAF	240-250	255	DVOE+255	-	-
Z-Z	UMI	591.000	-	-	TTT	-	-	-	34.00%	-	Hxmosxtf	BNGT	-	155	XAVK+155	-	-
W-C	KTN	33.200	-	-	CC-	-	-	-	7.80%	-	Arrjbhre	NLNZ	700i	740	SLKG+740	-	-
N-L-2	OEM	83.000	-	-	PPP-	-	-	-	90.00%	-	Jmobtqbi	XIKL	-	550	PQPP+550	-	-
N-N-1	MQR	18.000	-	-	III	-	-	-	31.00%	-	Icvjozbz	SSEF	-	375	WVGC+375	-	-
Bqr	AZH	49.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-Z: Redemption: 2026-03-21; Registration: 144C/Jkw M; M-U: Redemption: 2026-03-21; Registration: 144B/Dfr N; B-Y: Redemption: 2026-03-21; Registration: 144Z/Frc T; N-N-1: Redemption: 2026-03-21; Registration: 144O/Fdu T; N-L-2: Redemption: 2026-03-21; Registration: 144Y/Dmr H; W-C: Redemption: 2026-03-21; Registration: 144H/Iig C; Bqr: Redemption: 2026-03-21; Registration: 144V/Mct K;

Deal Comments

Ggq Knhh Vljjgxw 2.00. Tlblh go Dflnhj KDP

Risk Retention

QP - Zqn

Pricing Speed

20% FSZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 1998

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-Q	XQS	55.000	4.41	-	-	GG	-	-	84.00%	-	Avobpmxw	3rPDKF	-	205	3aBBWL+205	-	-
V-M	HSF	99.000	27.80	-	-	GG-	-	-	5.50%	-	Lzjfrapf	3aXHOO	-	690	3nHXGB+690	-	-
H-I	RYT	481.000	8.99	Sxx	-	XXX	-	-	89.00%	-	Kdecafps	3lUXEH	-	157	3wAYOZ+157	-	-
W-B	ACB	44.000	32.50	-	-	SSS-	-	-	87.00%	-	Wyzfuung	3cJPBQ	-	385	3pKIHK+385	-	-
Fex	QPP	49.550	-	DI	-	JI	-	-	-	-	-	-	-	-	-	-	Retained
T-D	JAA	12.000	5.86	-	-	O	-	-	55.00%	-	Tfpdqvad	3xBBQG	-	240	3oKWUK+240	-	-

Tranche Comments

H-I: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144I/Ics M; G-Q: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Own G; T-D: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144U/Zec R; W-B: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Y/Bpq X; V-M: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144K/Ddk Q; Fex: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Zdr X;

Deal Comments

Sycyg. Zoe Obxx Dykgoxa 2.00

Risk Retention

OW/WS - Xvr

Pricing Speed

20% YHH

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2015

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	UCQ	24.000	76.50	EP	-	JJJ-	-	-	24.00%	-	Odhkeyeh	ZPDW	-	525	YEKS+525	-	-
Q	VLW	32.300	27.30	YI	-	XX-	-	-	2.60%	-	Ryobhhtt	YYYC	-	835	HPTI+801	-	-
E-1	MNR	478.000	2.40	Gii	-	FFF	-	-	87.00%	-	Pbfxlfqo	WPEC	-	175	BJIL+175	-	-
Z	EIP	64.000	4.80	KL	-	LL	-	-	15.00%	-	Ejxucvkg	DTQO	-	260	IVUW+260	-	-
E	AGY	20.000	9.80	EI	-	D	-	-	17.00%	-	Oxqoljjx	MVDJ	-	300	TCKA+300	-	-
Vnu	KVX	99.570	-	IS	-	WQ	-	-	-	-	-	-	-	-	-	-	Retained
O-2	NWS	21.000	9.60	FJ	-	MMM	-	-	58.00%	-	Ewudpxjo	ABVF	-	205	XXMX+205	-	-

Tranche Comments

E-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144W/Aav Z; O-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144M/Ynu A; Z: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144M/Tic U; E: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144B/Fpj C; L: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144M/Cpq I; Q: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144C/Hds G; Vnu: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144L/Ffe N;

Deal Comments

Wzn Uwmm Axtozza 2.00

Risk Retention

RU - Odk

Pricing Speed

20% TDA

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 26, 2005

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	MVL	11.000	54.60	-	CC-	-	-	-	1.00%	-	Yjpoawlr	NWBV	-	850	VQWG+816	-	-
F	PZZ	87.000	1.30	-	PPP-	-	-	-	83.00%	-	Deqjrybj	LGVZ	-	540	MZWX+540	-	-
Zpg	LCZ	88.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	PRR	695.000	4.80	Hnn	-	-	-	-	95.00%	-	Bekozwzp	CLWW	-	180	KDUF+180	-	-
B	VST	27.000	5.70	-	ZZ	-	-	-	65.00%	-	Lurwlzac	KBYE	-	265	CJLJ+265	-	-
T	TUS	86.000	4.30	-	I	-	-	-	36.00%	-	Kxruzzrl	HEXU	-	315	IZEU+315	-	-

Tranche Comments

O: Redemption: 2025-07-15; Registration: 144Z/Hrb F; B: Redemption: 2025-07-15; Registration: 144Y/Nzb J; T: Redemption: 2025-07-15; Registration: 144M/Bzs H; F: Redemption: 2025-07-15; Registration: 144G/Vkq T; R: Redemption: 2025-07-15; Registration: 144O/Iso Z; Zpg: Redemption: 2025-07-15; Registration: 144V/Khw V;

Deal Comments

Wuw Uyaa Btqouab 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2015