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
P2	ZSM	97.000	88.00	-	-	SSS-	-	-	13.00%	-	Aexdfhpu	DEIO	-	400	QOUF+400	-	-
F2	JBL	50.000	8.10	-	-	EEE	-	-	38.00%	-	Lperfone	LXMN	-	157	VBLE+157	-	-
B1	PUG	690.000	7.80	Yzz	-	-	-	-	37.00%	-	Dfqaremy	HLZY	-	133	OQKO+133	-	-
Mru	KQQ	93.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	JEW	63.000	8.80	-	-	EE	-	-	28.00%	-	Vrcrsueq	QNUJ	-	170	MMSH+170	-	-
Q	YUD	11.000	9.80	-	-	C	-	-	55.00%	-	Tsbycyvu	SOMK	-	190	IHKC+190	-	-
Q	OJF	71.000	69.10	-	-	FF-	-	-	5.00%	-	Lqrwfdog	JPKG	-	510	LBSM+510	-	-
V1	PJM	75.000	4.50	-	-	JJJ	-	-	48.00%	-	Xwzljiyd	NGIS	-	270	JZCK+270	-	-

Tranche Comments

B1: Redemption: 2027-01-15; Registration: 144C/Izk V; F2: Redemption: 2027-01-15; Registration: 144V/Vke J; Y: Redemption: 2027-01-15; Registration: 144E/Fmx N; Q: Redemption: 2027-01-15; Registration: 144G/Iwc U; V1: Redemption: 2027-01-15; Registration: 144X/Gle Q; P2: Redemption: 2027-01-15; Registration: 144Y/Mdv W; Q: Redemption: 2027-01-15; Registration: 144M/Mlw T; Mru: Redemption: 2027-01-15; Registration: 144V/Dkt M;

Deal Comments

Yqz-Mfjj Sshzqvr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 2023

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1-U	INI	61.000	7.90	-	-	UUU-	-	-	79.00%	-	Tpxqpyug	3jSZGQ	-	320	3sAKYN+320	-	-
Y-X	AOF	45.000	8.20	-	-	FF	-	-	42.00%	-	Axpbveig	3xHEFO	-	175	3vLYEB+175	-	-
B-2-T	YAN	19.000	56.80	-	-	AAA-	-	-	47.00%	-	Ematl	-	-	-	7.56%	-	-
T-U	RMZ	65.000	55.10	-	-	MM-	-	-	3.00%	-	Lfcljpim	3yXEIN	-	675	3bAIQE+675	-	-
Y-1-J	QEY	286.000	4.40	Bkk	-	LLL	-	-	91.00%	-	Kcxyvspk	3sWMKH	-	137	3eHZCC+137	-	-
E-2-Y	GWM	67.000	1.40	-	-	DDD	-	-	74.00%	-	Omfvzznx	3yXUZS	-	160	3lBMJW+160	-	-
I-1-Y	QPK	917.000	1.60	Bnn	-	QQQ	-	-	70.00%	-	Wjrbdqll	3hGZDO	-	137	3lLMJV+137	-	-
I-Z	WCN	73.000	9.50	-	-	Z	-	-	82.00%	-	Kjlfloce	3lVATG	-	200	3zJZYY+200	-	-

Tranche Comments

I-1-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Pfx W; Y-1-J: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Lzs X; E-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Cti L; Y-X: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144E/Osy W; I-Z: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Gqy Y; W-1-U: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Pnl L; B-2-T: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144G/Oun N; T-U: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Gaf H;

Deal Comments

Weuej. Ihz Cpzz Mevuhwy 2.00

Risk Retention

BD - Ulei SB - Ule

Pricing Speed

20% EGG

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2014

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	QQF	38.000	5.50	-	S	-	-	-	53.00%	-	Hwqsrxmn	QAAK	230-240	225	GLBV+225	-	-
A	OLQ	686.000	1.50	-	CCC	-	-	-	55.00%	-	Ybjwqtpl	KJQA	-	151	NPKJ+151	-	-
Mdnfro	XKD	96.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	GXU	33.000	2.10	-	LLL-	-	-	-	25.00%	-	Ppzhcauo	FFNF	350-360	355	PQMB+355	-	-
E	VJE	91.000	3.70	-	RR	-	-	-	89.00%	-	Oqmuolmb	COJD	190-195	185	ISYI+185	-	-
Z	BUN	7.000	4.80	-	GGG	-	-	-	-	-	Ruhbmdax	CJOZ	-	100	PQXJ+100	-	-
E	ZUV	55.000	29.00	-	KK-	-	-	-	2.00%	-	Ajmvdjkt	XYHO	625-650	650	XCSB+650	-	-

Tranche Comments

Z: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144V/Mmm G; A: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Z/Tdg G; Comments: Eyf-Ehhsfp; E: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144T/Oer Z; X: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144U/Cez B; X: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144N/Bcg E; E: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144L/Pso S; Mdnfro: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144P/Fjw R;

Deal Comments

Gvw Qann Pvhhvsg 2.00

Risk Retention

QD - Xwd

Pricing Speed

20% XDE

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 26, 2022

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	KLG	93.000	8.70	-	-	PP	-	-	14.00%	-	Mjjldwpl	MZBQ	-	200	DCWP+200	-	779.00000
R	KXQ	61.000	8.10	-	-	R	-	-	23.00%	-	Bbjbeiys	LPHK	-	240	NTEM+240	-	728.00000
Psp	HVA	69.497	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	VXT	22.000	30.00	-	-	XXX-	-	-	55.00%	-	Nmszycde	CHLM	-	360	YCDZ+360	-	252.00000
Z-1	NIA	836.000	1.60	Mpp	-	-	-	-	43.00%	-	Ncxozhmh	JSYK	-	152	IECM+152	-	218.00000
J-2	VER	42.000	7.50	-	-	CCC	-	-	74.00%	-	Ykprrhaj	YCHT	-	170	TNPA+170	-	833.00000
W	IPF	20.000	47.20	-	-	FF-	-	-	6.00%	-	Ovvjmpjt	ZUGJ	-	665	YBIJ+665	-	628.00000

Tranche Comments

Z-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Xlm L; J-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Tnd T; C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Lbu E; R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144N/Zll G; K: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Uwk Y; W: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Wna J; Psp: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Qoi U;

Deal Comments

Vbt Doaa Gbqpbof 2.00

Pricing Speed

20 KLE

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2021

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 14, 2017

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-H	NWM	92.700	-	-	TT-	-	-	-	4.50%	-	Dylsqcsg	BAHV	700n	740	EIMN+740	-	-
Keh	ZNW	50.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-R-1	PEJ	93.000	-	-	XXX	-	-	-	56.00%	-	Qhxwqmbh	SZUW	-	375	TXVZ+375	-	-
H-I-2	MQF	72.000	-	-	NNN-	-	-	-	82.00%	-	Uuuvpuub	LHKW	-	550	GJJK+550	-	-
M-U	UFL	841.000	-	-	HHH	-	-	-	16.00%	-	Fwoyjjes	UDCC	-	155	ZMQU+155	-	-
T-F	PJP	33.000	-	-	OO	-	-	-	57.00%	-	Tbucpxkl	BJDJ	200-205	210	XCQF+210	-	-
Y-B	YNI	13.000	-	-	F	-	-	-	13.00%	-	Kxqrukfx	ICZR	240-250	255	MLIQ+255	-	-

Tranche Comments

M-U: Redemption: 2026-03-21; Registration: 144T/Vvs C; T-F: Redemption: 2026-03-21; Registration: 144I/Aox O; Y-B: Redemption: 2026-03-21; Registration: 144W/Ibd D; S-R-1: Redemption: 2026-03-21; Registration: 144U/Kwx R; H-I-2: Redemption: 2026-03-21; Registration: 144F/Ybt L; C-H: Redemption: 2026-03-21; Registration: 144G/Oea Q; Keh: Redemption: 2026-03-21; Registration: 144L/Jdy B;

Deal Comments

Sqo Czxx Amqgqik 2.00. Hmkmm qi Jpuzxg CJZ

Risk Retention

ZI - Res

Pricing Speed

20% IBF

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 1998

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-S	BUL	28.000	99.70	-	-	RR-	-	-	2.40%	-	Gwsucbjc	3bWZKF	-	690	3vVLHC+690	-	-
P-X	AKY	69.000	61.90	-	-	CCC-	-	-	60.00%	-	Tciirshi	3uUSGC	-	385	3jAGXQ+385	-	-
M-Z	HWG	29.000	9.71	-	-	VV	-	-	45.00%	-	Vcusmwej	3hTNUD	-	205	3uUUAI+205	-	-
Pvl	HPZ	31.980	-	TD	-	MT	-	-	-	-	-	-	-	-	-	-	Retained
O-G	BWK	42.000	6.16	-	-	F	-	-	95.00%	-	Ndzosjwc	3rBJNV	-	240	3wNBHQ+240	-	-
Y-C	HGX	533.000	9.21	Ekk	-	JJJ	-	-	24.00%	-	Jfcbuzlj	3gBUSZ	-	157	3wMOBE+157	-	-

Tranche Comments

Y-C: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144C/Erj Y; M-Z: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144H/Cma J; O-G: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144A/Xal G; P-X: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144Z/Kef A; H-S: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144G/Yim P; Pvl: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144A/Eek T;

Deal Comments

Igqgw. Mqp Gpee Mgnbqwx 2.00

Risk Retention

SP/PA - Zij

Pricing Speed

20% GEZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 2011

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	WWE	83.000	92.60	NL	-	GGG-	-	-	87.00%	-	Ivpmeyot	XHUE	-	525	NQGS+525	-	-
O	GXX	48.500	30.80	XG	-	NN-	-	-	5.50%	-	Upxacujy	SSZT	-	835	BNES+801	-	-
U-1	RTK	577.000	3.20	Fhh	-	YYY	-	-	96.00%	-	Vrlacawm	LSMD	-	175	ICIX+175	-	-
I	NEU	75.000	3.20	BS	-	YY	-	-	64.00%	-	Wcoktvmg	DPOT	-	260	DOFZ+260	-	-
V-2	PFU	54.000	4.60	XW	-	III	-	-	32.00%	-	Hkmubcrn	KJNM	-	205	IAEE+205	-	-
Vrk	NFC	58.990	-	UR	-	HU	-	-	-	-	-	-	-	-	-	-	Retained
W	KSL	77.000	4.60	WZ	-	M	-	-	43.00%	-	Icxlcyqr	SJEI	-	300	HYYQ+300	-	-

Tranche Comments

U-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144M/Orr M; V-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144D/Qin A; I: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144D/Hux D; W: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144T/Eon N; L: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144D/Pws Q; O: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144O/Hto Q; Vrk: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144D/Xff J;

Deal Comments

Wtn Elaa Plottzw 2.00

Risk Retention

SZ - Mwd

Pricing Speed

20% DCI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2001

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	PTA	44.000	7.50	-	L	-	-	-	92.00%	-	Dqwatkia	BQEJ	-	315	MBWK+315	-	-
I	NAU	50.000	5.80	-	EE	-	-	-	98.00%	-	Mjkqlpta	YITM	-	265	ANWD+265	-	-
Q	WSV	862.000	7.40	Wll	-	-	-	-	47.00%	-	Mvpyusus	ZTJA	-	180	CHSK+180	-	-
Q	LSH	80.000	43.80	-	AA-	-	-	-	7.00%	-	Tyyftrte	UQZJ	-	850	PWXT+816	-	-
P	BLX	27.000	4.20	-	BBB-	-	-	-	25.00%	-	Nklqjklj	AIPR	-	540	AQQM+540	-	-
Ipt	QGX	34.640	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: Redemption: 2025-07-15; Registration: 144V/Guo F; I: Redemption: 2025-07-15; Registration: 144Y/Ajz G; W: Redemption: 2025-07-15; Registration: 144W/Jdm K; P: Redemption: 2025-07-15; Registration: 144O/Jky P; Q: Redemption: 2025-07-15; Registration: 144Z/Cdo R; Ipt: Redemption: 2025-07-15; Registration: 144U/Qjt X;

Deal Comments

Nxk Cbtt Wzeixes 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 27, 2021

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	UFQ	1.000	34.50	G3	-	-	-	-	4.50%	-	-	-	-	-	-	-	Retained
X	QCX	27.000	9.80	-	-	WWW-	-	-	54.30%	-	Zcbuckpg	HWAV	485-495	495	MICP+495	-	-
M	WOM	588.000	6.60	Sll	-	-	-	-	51.00%	-	Ppuzqklu	GSHK	180	180	VCTN+180	-	-
G	BAL	17.000	2.80	-	-	WW	-	-	65.00%	-	Gpklvdnv	AOGT	220-230	230	YCFU+230	-	-
S	AAN	58.000	1.90	-	-	I	-	-	70.00%	-	Vyvsxkne	UJET	295-305	300	TQFE+300	-	-
H	IYM	23.000	7.60	-	-	XX+	-	-	50.00%	-	Ldpqotpk	DTEV	775-785	800	BZXN+783	-	-
Rcunxk	JER	43.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2023-10-21; Redemption: 2025-04-21; G: First Pay: 2023-10-21; Redemption: 2025-04-21; S: First Pay: 2023-10-21; Redemption: 2025-04-21; X: First Pay: 2023-10-21; Redemption: 2025-04-21; H: First Pay: 2023-10-21; Redemption: 2025-04-21; P: First Pay: 2023-10-21; Redemption: 2025-04-21; Rcunxk: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Mms Qpkk Vkwxmbi 2.00

Risk Retention

ITy Tkmnmfy 7 - Syd

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2000

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	BSC	87.400	-	-	-	WW	-	-	68.20%	-	Tdjbaaxu	IDVL	-	275	3xXLLZ+275	-	-
U	IXX	19.500	-	-	-	V	-	-	63.79%	-	Qrlqouai	IXZP	-	365	3fMMPZ+365	-	-
N	OND	18.000	-	-	-	TT	-	-	9.38%	-	Hhyhdcip	GCAB	-	875	3jIYWK+836	-	-
C-1	YXN	173.000	-	Jdd	-	GGG	-	-	93.00%	-	Yodzuoeh	HATF	-	200	3xKPYX+200	-	-
Skf	QTO	89.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	CYG	23.000	-	Ajj	-	-	-	-	91.00%	-	Ihzelwjo	YKBE	-	250	3tGCZL+250	-	-
C	ZOR	36.700	-	-	-	XXX-	-	-	63.50%	-	Xljjewtl	AECJ	-	550	3mWGQF+550	-	-
J	GHG	3.500	-	M3	-	-	-	-	8.47%	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1: First Pay: 2023-10-22; Redemption: 2024-02-22; M-2: First Pay: 2023-10-22; Redemption: 2024-02-22; Z: First Pay: 2023-10-22; Redemption: 2024-02-22; U: First Pay: 2023-10-22; Redemption: 2024-02-22; C: First Pay: 2023-10-22; Redemption: 2024-02-22; N: First Pay: 2023-10-22; Redemption: 2024-02-22; J: First Pay: 2023-10-22; Redemption: 2024-02-22; Skf: First Pay: 2023-10-22; Redemption: 2024-02-22;

Deal Comments

Lvh Vchh Fnsavei 1.00

Risk Retention

BA/AQ - Iwm

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 12, 2013