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
A1	OEZ	816.000	7.30	Jss	SSS	-	-	-	63.00%	-	Ceruwtky	ZDMG	-	150	YBUG+150	-	-
N1	LTJ	54.000	2.40	GK	EE	-	-	-	47.00%	-	Yvqebumv	QQJM	-	190	ZNFN+190	-	-
KG	QKK	8.000	1.30	YV	XX	-	-	-	21.00%	-	Jpmhu	-	-	-	5.18%	-	-
AL	PUD	17.000	4.00	Vgg	QR	-	-	-	96.00%	-	Euxkplhb	PUXB	-	170	ADAS+170	-	-
R	JSZ	52.000	9.60	NL	Z	-	-	-	27.00%	-	Hjvxzbme	DXPB	-	240	XMWL+240	-	-
PA	VEF	1.000	62.10	CD	CCC-	-	-	-	14.00%	-	Jhrwf	-	-	-	7.71%	-	-
T	IEH	45.000	60.50	Zx3	UL	-	-	-	2.00%	-	Wdzbqqwj	NABM	-	734	HMCH+734	-	-
X1W	RBG	98.000	6.40	ZJ	DDD	-	-	-	69.00%	-	Viojp	-	-	-	6.81%	-	-
Z1P	HNW	7.000	7.70	YZ	OOO	-	-	-	67.00%	-	Sfezsxnc	DNUS	-	350	DGAH+350	-	-
N	BRY	8.000	4.80	JM	OOO	-	-	-	-	-	Fvpvxlso	DBXU	-	125	CNJL+125	-	-
Qda	PNB	89.400	-	YR	CT	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

N: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Ezz O; A1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Eqf K; AL: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Pmr G; N1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Njt F; KG: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Ebf O; R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Obr Z; Z1P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Wyk C; X1W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Kxi X; PA: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Pvg K; T: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Azu G; Qda: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Diw N;

Deal Comments

Osq Gmuu Tjmisgk 2.00

Risk Retention

JE/EU - Vdf

Pricing Speed

20 OFM

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Dec 30, 2007