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
N	PRE	30.000	79.40	-	-	NN-	-	-	9.00%	-	Uvjczjeo	QYEN	-	-	675	GGNI+675	-	-
H	PPZ	9.000	3.90	-	-	FFF	-	-	-	-	Yluadbqk	ECYL	-	-	120	UZVF+120	-	-
OG	MOZ	2.000	17.60	-	-	VVV-	-	-	15.00%	-	Ieukmzyq	BMGD	-	-	475	SJSM+475	-	-
O1	NLX	250.000	4.10	-	-	AAA	-	-	49.00%	-	Gbcahqal	DJAF	-	-	152	PUJO+152	-	-
V	FAJ	67.000	6.80	-	-	F	-	-	76.00%	-	Slvzcwwl	CCMJ	-	-	225	JEHK+225	-	-
TJ	WSA	97.000	6.20	-	-	PPP	-	-	66.00%	-	Gcjopqvy	PZNR	-	-	172	KYUF+172	-	-
Irr	FGR	85.700	-	-	-	TT	-	-	-	-	-	-	-	-	-	-	-	Retained
S	FRA	62.000	6.70	-	-	II	-	-	66.00%	-	Heyflpki	LXGM	-	-	190	LNQS+190	-	-
Q1	GWS	53.000	2.50	-	-	TTT	-	-	40.00%	-	Pjekcsmh	EPQP	-	-	350	GALR+350	-	-

Tranche Comments

H: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144A/Jox H; O1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144O/Tem D; TJ: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Z/Ihy N; S: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144W/Ptx O; V: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144E/Adz S; Q1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Y/Pds L; OG: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144E/Cna S; N: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144F/Evu D; Irr: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Z/Ral Y;

Deal Comments

Kqf-Njuu Jbufqft 2.00

Risk Retention

ZB - Tly

Pricing Speed

20 HHV

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Apr 22, 2009

WAL Test Period (YRS)

2.5