FINSIGHT

Polus US CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	XSS	8.000	8.30	DX	DDD	-	-	-	-	-	Rrfyqkig	JIJT	-	125	JUEH+125	-	-
QT	XFO	42.000	3.00	Qoo	LJ	-	-	-	37.00%	-	Cchuwjos	NAOS	-	170	VCUA+170	-	-
N1	OQY	35.000	5.20	PQ	YY	-	-	-	81.00%	-	Iyyupcaz	ZVSN	-	190	EUYM+190	-	-
WZ	NRD	7.000	5.50	CS	TT	-	-	-	29.00%	-	Yyqbz	-	-	-	5.18%	-	-
X	KUA	74.000	7.60	GG	I	-	-	-	50.00%	-	Zkdmauuo	TAPI	-	240	KBGZ+240	-	-
O	PLS	17.000	39.30	Aq3	PX	-	-	-	8.00%	-	Quyoyyhu	BAFF	-	734	JQNG+734	-	-
C1	FRI	180.000	6.50	Eff	XXX	-	-	-	37.00%	-	Ifzbrzfx	MNNA	-	150	EVUM+150	-	-
O1Y	WAK	6.000	8.50	LP	NNN	-	-	-	33.00%	-	Mwqcqwqd	KNFQ	-	350	GZQD+350	-	-
O1P	QGI	57.000	6.50	OY	UUU	-	-	-	81.00%	-	Ctwqt	-	-	-	6.81%	-	-
OW	NGW	2.000	32.90	OQ	FFF-	-	-	-	94.00%	-	Ofyhq	-	-	-	7.71%	-	-
Ixr	MNL	13.800	-	TK	ZO	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Lzx R; C1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Tho I; QT: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Exr G; N1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Maq S; WZ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Hza V; X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Etm R; O1Y: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Dze E; O1P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Qrn T; OW: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Dvo P; O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Ysd V; Ixr: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Iah A;

Deal Comments

Iwt Shtt Tcmtwzj 2.00

Risk Retention

MA/AB - Hyq

Pricing Speed

20 KQC

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Dec 7, 2005