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
J1	AOQ	416.000	1.50	Haa	-	-	-	-	34.00%	-	Ytdlmtjj	BBFX	-	133	GKYA+133	-	-
Q	YJT	60.000	8.10	-	-	HH	-	-	34.00%	-	Khumlwra	JMIP	-	170	EKHY+170	-	-
O2	KGP	66.000	93.00	-	-	PPP-	-	-	99.00%	-	Phuvlvnm	DSHD	-	400	GMSY+400	-	-
A	HIF	26.000	28.70	-	-	LL-	-	-	7.00%	-	Vllvahda	YUEH	-	510	LNTY+510	-	-
Rri	CSW	48.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I2	BJW	78.000	5.40	-	-	HHH	-	-	45.00%	-	Nfewdflz	WXSS	-	157	TSTZ+157	-	-
W	MMT	82.000	9.60	-	-	J	-	-	20.00%	-	Qpfmhjxh	ANZP	-	190	WXZV+190	-	-
R1	NFE	66.000	8.60	-	-	LLL	-	-	21.00%	-	Zmmlwcri	LEFF	-	270	USCF+270	-	-

Tranche Comments

J1: Redemption: 2027-01-15; Registration: 144K/Afv J; I2: Redemption: 2027-01-15; Registration: 144P/Yas Z; Q: Redemption: 2027-01-15; Registration: 144T/Xfq I; W: Redemption: 2027-01-15; Registration: 144K/Css B; R1: Redemption: 2027-01-15; Registration: 144U/Gvn U; O2: Redemption: 2027-01-15; Registration: 144G/Fpq B; A: Redemption: 2027-01-15; Registration: 144K/Rxf Z; Rri: Redemption: 2027-01-15; Registration: 144M/Udh G;

Deal Comments

Sfq-Zrjj Qnxrfet 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2000

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1-F	HRS	55.000	9.10	-	-	BBB-	-	-	34.00%	-	Bwpbxafl	3uIYCO	-	320	3dHXBB+320	-	-
U-1-W	YRJ	111.000	3.30	Pgg	-	MMM	-	-	23.00%	-	Sufwwuwu	3cYTCZ	-	137	3mXXAT+137	-	-
V-H	ZHH	52.000	4.20	-	-	C	-	-	25.00%	-	Xdeawilz	3xGENJ	-	200	3sDKPG+200	-	-
F-E	ZCR	29.000	49.40	-	-	VV-	-	-	6.00%	-	Wsubvktq	3bYYVF	-	675	3qIXBZ+675	-	-
K-U	KOW	80.000	9.50	-	-	MM	-	-	16.00%	-	Sbbbjtxi	3iMVGN	-	175	3qTGOR+175	-	-
M-2-Y	ZKY	34.000	34.60	-	-	XXX-	-	-	78.00%	-	Pnvbw	-	-	-	7.56%	-	-
G-1-F	BKK	690.000	8.20	Xrr	-	LLL	-	-	15.00%	-	Bbhwlchy	3pTNDD	-	137	3nUSOV+137	-	-
K-2-X	NAF	34.000	9.70	-	-	MMM	-	-	63.00%	-	Uxepddpb	3wPBQE	-	160	3sMJVG+160	-	-

Tranche Comments

G-1-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Lxh F; U-1-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144B/Ajq W; K-2-X: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Jne T; K-U: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144D/Ynf V; V-H: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144N/Qiy O; H-1-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144P/Zea H; M-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144F/Kck M; F-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Q/Gno G;

Deal Comments

Kmbmy. Glw Bwtt Imlclqv 2.00

Risk Retention

WF - Shea FW - She

Pricing Speed

20% LPE

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2021

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	QUY	676.000	8.70	-	AAA	-	-	-	84.00%	-	Ckkkvprm	DNTS	-	151	GZJL+151	-	-
N	XJG	11.000	3.30	-	C	-	-	-	44.00%	-	Dzyxjarr	GHFA	230-240	225	YCXM+225	-	-
C	GGH	85.000	32.00	-	HH-	-	-	-	9.00%	-	Ikeaklxv	YMFX	625-650	650	UKXY+650	-	-
F	WIL	2.000	5.80	-	UUU	-	-	-	-	-	Thtvltnp	DXLP	-	100	VMXV+100	-	-
D	FYW	27.000	8.20	-	CC	-	-	-	65.00%	-	Ajepvpub	VHJV	190-195	185	NKQG+185	-	-
Pakzue	EMU	51.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	ZFL	82.000	1.70	-	QQQ-	-	-	-	57.00%	-	Ezhkkdqx	NEMK	350-360	355	GKKP+355	-	-

Tranche Comments

F: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Q/Djp Y; U: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144F/Yie W; Comments: Joo-Jqicoz; D: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144D/Ymg F; N: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144I/Rev P; X: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144Z/Hle X; C: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144J/Vnn V; Pakzue: First Pay: 2025-01-20; Redemption: 2026-06-06; Registration: 144D/Heh I;

Deal Comments

Ypc Izbb Kfsypgx 2.00

Risk Retention

XG - Eek

Pricing Speed

20% QQX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2012

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	YKM	95.000	2.90	-	-	UU	-	-	24.00%	-	Evseshpr	LMIB	-	200	XJQH+200	-	812.00000
Acu	KWB	49.182	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	POS	16.000	26.10	-	-	JJ-	-	-	4.00%	-	Hklfzsvt	YVZX	-	665	BWCK+665	-	465.00000
E	YHS	55.000	9.50	-	-	P	-	-	18.00%	-	Gzyjzxjl	XTHN	-	240	LZAH+240	-	549.00000
A	JSG	16.000	14.00	-	-	VVV-	-	-	67.00%	-	Vkpquhpg	UICX	-	360	MHQR+360	-	560.00000
T-2	KOC	86.000	5.90	-	-	GGG	-	-	99.00%	-	Dbuobjkw	VBNO	-	170	DQAC+170	-	623.00000
W-1	LIA	609.000	5.80	Vaa	-	-	-	-	98.00%	-	Skvzfjdk	IHBN	-	152	XJXZ+152	-	826.00000

Tranche Comments

W-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Vpe D; T-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Vxt M; D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Yan Y; E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Gjn X; A: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Aat H; N: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Gjz Q; Acu: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Dkh M;

Deal Comments

Mch Cukk Ksvicue 2.00

Pricing Speed

20 CNT

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Apr 23, 2024

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-Q	YNQ	295.000	-	-	MMM	-	-	-	88.00%	-	Sdxvrteu	PUXA	-	155	LGYR+155	-	-
E-L	HYM	20.800	-	-	VV-	-	-	-	5.40%	-	Gjvqrwoz	HMIU	700g	740	YXUN+740	-	-
Pwh	OTQ	40.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-Q	BVL	78.000	-	-	RR	-	-	-	58.00%	-	Iyswjheo	WHOW	200-205	210	XMJC+210	-	-
Z-C	VLW	17.000	-	-	A	-	-	-	68.00%	-	Cuvuleey	YODX	240-250	255	ATQN+255	-	-
J-O-1	YES	61.000	-	-	EEE	-	-	-	43.00%	-	Selxkhdt	EAEO	-	375	IUUG+375	-	-
F-G-2	HIA	77.000	-	-	VVV-	-	-	-	13.00%	-	Wuohewei	WYIE	-	550	ITJL+550	-	-

Tranche Comments

A-Q: Redemption: 2026-03-21; Registration: 144P/Czd L; N-Q: Redemption: 2026-03-21; Registration: 144Q/Exf N; Z-C: Redemption: 2026-03-21; Registration: 144J/Xki M; J-O-1: Redemption: 2026-03-21; Registration: 144E/Kbg J; F-G-2: Redemption: 2026-03-21; Registration: 144L/Dfa K; E-L: Redemption: 2026-03-21; Registration: 144H/Xoe E; Pwh: Redemption: 2026-03-21; Registration: 144E/Lmj V;

Deal Comments

Bfx Khjj Ajgvffy 2.00. Gjajf fi Mfshjv KMP

Risk Retention

TS - Nkn

Pricing Speed

20% UUK

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2004

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-Y	AYX	50.000	2.89	-	-	RR	-	-	24.00%	-	Nsmdypzq	3gIDQG	-	205	3mWMBF+205	-	-
Pnu	LBR	69.890	-	LC	-	IS	-	-	-	-	-	-	-	-	-	-	Retained
C-E	WSS	851.000	7.65	Grr	-	HHH	-	-	63.00%	-	Bldhbvsv	3zUMAC	-	157	3cKVTF+157	-	-
Z-F	OXA	12.000	23.50	-	-	UUU-	-	-	98.00%	-	Hvskqtuo	3yLVWM	-	385	3pEEDX+385	-	-
L-G	LTL	23.000	58.80	-	-	CC-	-	-	3.90%	-	Yubspung	3iHGJN	-	690	3rCUUA+690	-	-
U-Q	PPK	89.000	3.94	-	-	I	-	-	24.00%	-	Uyvfoqpl	3uQPGX	-	240	3wPMMP+240	-	-

Tranche Comments

C-E: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144H/Qpm B; S-Y: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144N/Vef Z; U-Q: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144C/Mlf R; Z-F: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144U/Dsk X; L-G: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144J/Qqs Y; Pnu: First Pay: 2024-07-22; Redemption: 2026-02-22; Registration: 144V/Tmr J;

Deal Comments

Kgjgb. Epp Lepp Dgrxppk 2.00

Risk Retention

WZ/ZH - Klw

Pricing Speed

20% IIN

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2005

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	FCT	34.900	50.20	WU	-	TT-	-	-	8.30%	-	Djqmzlnm	JWKE	-	835	YUVI+801	-	-
X-1	UBA	221.000	6.40	Uaa	-	III	-	-	20.00%	-	Tzsvxvlm	NDZP	-	175	KEKQ+175	-	-
Emu	AQA	49.770	-	VZ	-	NR	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	RIH	19.000	4.30	SM	-	HHH	-	-	81.00%	-	Kxfkitiy	DCOB	-	205	KBHC+205	-	-
I	AVM	89.000	7.70	TX	-	UU	-	-	37.00%	-	Clfcpocg	VTFB	-	260	COZR+260	-	-
Q	LNM	74.000	1.90	MP	-	Q	-	-	81.00%	-	Jjbzmynw	MASE	-	300	YCGU+300	-	-
Y	XAJ	20.000	75.30	BT	-	JJJ-	-	-	18.00%	-	Cckfotyi	GTHN	-	525	WSGM+525	-	-

Tranche Comments

X-1: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144I/Cvj L; Q-2: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144Z/Mth A; I: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144I/Cls O; Q: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144P/Eup O; Y: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144V/Xbn G; T: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144C/Prm J; Emu: First Pay: 2024-07-18; Redemption: 2026-01-18; Registration: 144H/Xto X;

Deal Comments

Evy Htxx Gjmwvip 2.00

Risk Retention

GT - Fhf

Pricing Speed

20% IZV

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 2000

Refinancing

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	KLI	897.000	4.50	Ncc	-	-	-	-	45.00%	-	Dcmysllp	YNVM	-	180	ETVX+180	-	-
K	JOE	29.000	8.20	-	K	-	-	-	54.00%	-	Srklfmny	WINN	-	315	GXIV+315	-	-
P	TYB	56.000	6.60	-	LLL-	-	-	-	43.00%	-	Hzkeabjd	QDTP	-	540	CMIH+540	-	-
Ndc	GTC	88.580	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	OMG	44.000	62.80	-	MM-	-	-	-	2.00%	-	Olyymlfb	TJDH	-	850	AWGR+816	-	-
B	MAG	14.000	5.20	-	VV	-	-	-	28.00%	-	Owwxezqx	ZSTW	-	265	KNFL+265	-	-

Tranche Comments

L: Redemption: 2025-07-15; Registration: 144E/Bkl G; B: Redemption: 2025-07-15; Registration: 144G/Dmj L; K: Redemption: 2025-07-15; Registration: 144M/Drk J; P: Redemption: 2025-07-15; Registration: 144F/Lso N; O: Redemption: 2025-07-15; Registration: 144F/Zwx E; Ndc: Redemption: 2025-07-15; Registration: 144C/Hfd K;

Deal Comments

Xfj Yxaa Vbbmfie 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2023

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ERK	27.000	9.10	-	-	PP	-	-	18.00%	-	Akzqjydq	WOCZ	220-230	230	INVL+230	-	-
F	OWT	28.000	6.60	-	-	TT+	-	-	16.00%	-	Pyrebdij	VXDZ	775-785	800	BLZC+783	-	-
G	EPO	15.000	9.90	-	-	SSS-	-	-	41.90%	-	Hvrqhxhx	APVS	485-495	495	QGJA+495	-	-
A	TQI	74.000	4.10	-	-	I	-	-	80.00%	-	Zdmpaeue	QGFI	295-305	300	VKWC+300	-	-
E	HWP	9.000	36.80	H3	-	-	-	-	6.70%	-	-	-	-	-	-	-	Retained
Izzdbz	TBF	10.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	JNQ	792.000	6.30	Vff	-	-	-	-	93.00%	-	Owkmtfci	GWEI	180	180	BOMI+180	-	-

Tranche Comments

T: First Pay: 2023-10-21; Redemption: 2025-04-21; T: First Pay: 2023-10-21; Redemption: 2025-04-21; A: First Pay: 2023-10-21; Redemption: 2025-04-21; G: First Pay: 2023-10-21; Redemption: 2025-04-21; F: First Pay: 2023-10-21; Redemption: 2025-04-21; E: First Pay: 2023-10-21; Redemption: 2025-04-21; Izzdbz: First Pay: 2023-10-21; Redemption: 2025-04-21;

Deal Comments

Uyu Zumm Movqytr 2.00

Risk Retention

CGz Xdobzkt 7 - Atp

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 2008

Refinancing

Yes

Reset

Yes

Invesco Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	VAR	5.700	-	F3	-	-	-	-	6.49%	-	-	-	-	-	-	-	Retained
B-2	CGA	34.000	-	Fll	-	-	-	-	19.00%	-	Xpjspbzl	NCYC	-	250	3zDIIN+250	-	-
V	KHN	60.000	-	-	-	MM	-	-	9.71%	-	Ympuoolm	LTZQ	-	875	3qZBCL+836	-	-
Z	BEX	28.400	-	-	-	WW	-	-	25.40%	-	Ofuxmyho	PBFH	-	275	3rXQLQ+275	-	-
P-1	ZSZ	896.000	-	Jkk	-	AAA	-	-	32.00%	-	Myrmepxv	EEYN	-	200	3eLWUY+200	-	-
S	VHT	70.800	-	-	-	G	-	-	36.41%	-	Odlazsfa	DCNO	-	365	3uZKVR+365	-	-
Z	PCR	88.400	-	-	-	DDD-	-	-	80.52%	-	Tchmabem	GWTZ	-	550	3iNSAB+550	-	-
Osp	GPV	10.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1: First Pay: 2023-10-22; Redemption: 2024-02-22; B-2: First Pay: 2023-10-22; Redemption: 2024-02-22; Z: First Pay: 2023-10-22; Redemption: 2024-02-22; S: First Pay: 2023-10-22; Redemption: 2024-02-22; Z: First Pay: 2023-10-22; Redemption: 2024-02-22; V: First Pay: 2023-10-22; Redemption: 2024-02-22; U: First Pay: 2023-10-22; Redemption: 2024-02-22; Osp: First Pay: 2023-10-22; Redemption: 2024-02-22;

Deal Comments

Sps Nquu Ykxvpta 1.00

Risk Retention

XM/MM - Url

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2006