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
K1	FIX	453.000	1.20	Thh	MMM	-	-	-	84.00%	-	Leefebfh	ZXJC	-	150	MLHS+150	-	-
J1	BHB	34.000	6.30	PU	HH	-	-	-	38.00%	-	Ufurmods	PIVG	-	190	DZDT+190	-	-
FA	WMR	3.000	32.80	AZ	TTT-	-	-	-	28.00%	-	Fyyjt	-	-	-	7.71%	-	-
SH	ZYZ	92.000	5.00	Azz	UT	-	-	-	39.00%	-	Kpzdkeun	EGTO	-	170	GEQJ+170	-	-
C	UPQ	62.000	9.40	IP	D	-	-	-	84.00%	-	Dxeflfhp	ZCMO	-	240	IYST+240	-	-
R1Z	BJB	9.000	1.20	JQ	TTT	-	-	-	67.00%	-	Zpbqpcau	USLB	-	350	GCZB+350	-	-
G1X	CWZ	59.000	9.20	MS	KKK	-	-	-	28.00%	-	Higcb	-	-	-	6.81%	-	-
KA	MWF	7.000	3.20	MX	VV	-	-	-	85.00%	-	Pmykl	-	-	-	5.18%	-	-
D	WLS	3.000	1.20	GW	LLL	-	-	-	-	-	Rzoaacov	QKOH	-	125	UTFF+125	-	-
Y	BOR	81.000	75.70	Pe3	ZO	-	-	-	1.00%	-	Ufcsurpi	EMXS	-	734	IVJS+734	-	-
Lsz	TCP	29.100	-	CV	VX	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Rej I; K1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Ibd B; SH: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Qiv G; J1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Yda S; KA: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Vaj A; C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Xis R; R1Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Roq A; G1X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Isz U; FA: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Dfj G; Y: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Oxe E; Lsz: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Nlx H;

Deal Comments

Kfv Eqgg Nlxkfxm 2.00

Risk Retention

OZ/ZL - Fja

Pricing Speed

20 MYQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Nov 21, 2028