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
X	USD	4.000	2.70	NR	AAA	-	-	-	-	-	Floating	SOFR	-	125	SOFR+125	-	-
A1	USD	248.000	6.40	Aaa	AAA	-	-	-	38.00%	-	Floating	SOFR	-	150	SOFR+150	-	-
AJ	USD	12.000	8.00	Aaa	NR	-	-	-	35.00%	-	Floating	SOFR	-	170	SOFR+170	-	-
B1	USD	37.000	8.60	NR	AA	-	-	-	24.00%	-	Floating	SOFR	-	190	SOFR+190	-	-
BF	USD	7.000	8.60	NR	AA	-	-	-	24.00%	-	Fixed	-	-	-	5.18%	-	-
C	USD	24.000	9.30	NR	A	-	-	-	18.00%	-	Floating	SOFR	-	240	SOFR+240	-	-
D1A	USD	5.000	9.80	NR	BBB	-	-	-	13.00%	-	Floating	SOFR	-	350	SOFR+350	-	-
D1F	USD	15.000	9.80	NR	BBB	-	-	-	13.00%	-	Fixed	-	-	-	6.81%	-	-
DJ	USD	8.000	10.20	NR	BBB-	-	-	-	11.00%	-	Fixed	-	-	-	7.71%	-	-
E	USD	12.000	10.40	Ba3	NR	-	-	-	8.00%	-	Floating	SOFR	-	734	SOFR+734	-	-
Sub	USD	37.500	-	NR	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; A1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; AJ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; B1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; BF: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D1A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D1F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; DJ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; Sub: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU/UK - Yes

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

Reset

Yes

WAL Test Period (YRS)