FINSIGHT

Polus US CLO

Deals

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
L	IUP	94.000	8.50	-	-	FF	-	-	77.00%	-	Ncexdybn	HOFZ	-	-	190	GIFH+190	-	-
K1	ZEK	48.000	3.60	-	-	JJJ	-	-	73.00%	-	Lfjqlmxm	EGGX	-	-	350	JXSC+350	-	-
RY	FEC	1.000	16.70	-	-	YYY-	-	-	55.00%	-	Jwurpkxh	NZKD	-	-	475	QABB+475	-	-
Y	HNA	24.000	62.10	-	-	TT-	-	-	9.00%	-	Vppjlmwg	HUJY	-	-	675	XAMS+675	-	-
IG	YZI	54.000	3.10	-	-	EEE	-	-	55.00%	-	Rvmxaots	SGMM	-	-	172	GPIO+172	-	-
M	CNU	40.000	9.60	-	-	S	-	-	30.00%	-	Brfxuqth	QALP	-	-	225	YAQA+225	-	-
Z1	RST	309.000	7.90	-	-	YYY	-	-	12.00%	-	Jchzerrj	HICY	-	-	152	DDLA+152	-	-
T	XLZ	9.000	3.90	-	-	YYY	-	-	-	-	Nevyzhsc	DOSZ	-	-	120	ENIR+120	-	-
Api	IUA	77.700	-	-	-	QT	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144N/Qzx E; Z1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Mjv P; IG: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144F/Yep S; L: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144W/Qna Z; M: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144L/Hvp A; K1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144B/Fyv G; RY: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144U/Zkw Y; Y: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144I/Ubu W; Api: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144D/Cns Y;

Deal Comments

Ixc-Muxx Vfuaxyw 2.00

Risk Retention

CU - Klk

Pricing Speed

20 JVL

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Aug 31, 2009

WAL Test Period (YRS)

9.2