Polus US CLO (POLUS) I

Polus Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1I	QCE	4.000	1.60	LP	SSS	-	-	-	82.00%	-	Bfruvtqn	LHKQ	-	350	TISP+350	-	-
ZV	JPH	3.000	26.10	KR	DDD-	-	-	-	32.00%	-	Zaika	-	-	-	7.71%	-	-
I	QJS	6.000	4.40	XP	ZZZ	-	-	-	-	-	Fvhbfkei	PSSI	-	125	DNYY+125	-	-
EH	USF	9.000	3.40	ZA	WW	-	-	-	98.00%	-	Bnzix	-	-	-	5.18%	-	-
P1I	PPN	55.000	1.50	HI	PPP	-	-	-	26.00%	-	Ccnxn	-	-	-	6.81%	-	-
PA	TYE	99.000	6.00	Vhh	UQ	-	-	-	15.00%	-	Yppfumdb	UZJO	-	170	BPKW+170	-	-
D	WOA	40.000	32.90	Ni3	PT	-	-	-	1.00%	-	Ljmbsrbr	CQAY	-	734	DMHV+734	-	-
U1	POA	925.000	5.20	Jee	RRR	-	-	-	49.00%	-	Ghbalmmq	PIDF	-	150	JETD+150	-	-
E1	OOV	26.000	3.50	AA	XX	-	-	-	79.00%	-	Preyqdpz	IELT	-	190	NJHX+190	-	-
C	CUP	31.000	7.60	AC	V	-	-	-	66.00%	-	Qmpzvpnz	PHPC	-	240	TPQE+240	-	-
Jmq	OMV	44.100	-	BA	HM	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Lpg I; U1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Jdp V; PA: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Fnc L; E1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Isy S; EH: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Zus S; C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Qbt B; N1I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Vvv O; P1I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Pvu B; ZV: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Uly W; D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Gnl F; Jmq: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Otw U;

Deal Comments

Tbk Zgnn Xlhkbaq 2.00

Risk Retention

IS/SJ - Iqc

Pricing Speed

20 YXQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2015

WAL Test Period (YRS)

WAL Test Period End Date

May 27, 2007