Polus US CLO (POLUS) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Polus Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
VA	BOU	80.000	9.20	-	-	JJJ	-	-	14.00%	-	Ifuweueb	CJYH	-	-	172	GOFJ+172	-	-
BB	QVC	8.000	85.80	-	-	XXX-	-	-	56.00%	-	Iehadbxo	BIXQ	-	-	475	XJHZ+475	-	-
J	NOK	20.000	2.60	-	-	E	-	-	21.00%	-	Gspfohil	TBHG	-	-	225	VUHG+225	-	-
L1	WZH	80.000	4.40	-	-	JJJ	-	-	87.00%	-	Hyphwhut	LCKD	-	-	350	PVBP+350	-	-
G	ZTL	82.000	33.10	-	-	II-	-	-	6.00%	-	Qdlxkynf	LICA	-	-	675	GQOF+675	-	-
Zlk	MAL	75.800	-	-	-	TH	-	-	-	-	-	-	-	-	-	-	-	Retained
V	CCU	50.000	3.80	-	-	NN	-	-	52.00%	-	Ocppdoln	NSQS	-	-	190	ZOHH+190	-	-
U	XRF	2.000	8.80	-	-	YYY	-	-	-	-	Uvrlvdbp	QTCI	-	-	120	NUOH+120	-	-
F1	MGT	861.000	4.90	-	-	FFF	-	-	16.00%	-	Zdyrheey	QMTE	-	-	152	BHPF+152	-	-

Tranche Comments

U: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144F/Jap I; F1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144U/Fje O; VA: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144E/Etk H; V: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144T/Hwq I; J: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Z/Umb M; L1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144W/Oup R; BB: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144D/Zjq Z; G: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Wcr Z; Zlk: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144O/Mfd O;

Deal Comments

Lmn-Iqcc Tkfymxz 2.00

Risk Retention

EV - Ppm

Pricing Speed

20 YWU

Reinvestment Period (YRS)

2.2

Reinvestment Period End Date

May 24, 2026

WAL Test Period (YRS)

4.2