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
S	EUT	6.000	3.20	IR	VVV	-	-	-	-	-	Ukesbofz	QGKB	-	125	PLLM+125	-	-
Q1	OJA	34.000	6.50	TS	JJ	-	-	-	95.00%	-	Dzcvtcus	TCCR	-	190	NOAV+190	-	-
AA	YPV	4.000	10.20	CF	RRR-	-	-	-	74.00%	-	Qpcjy	-	-	-	7.71%	-	-
UJ	IFM	8.000	7.90	KY	MM	-	-	-	78.00%	-	Qkofy	-	-	-	5.18%	-	-
N1	OPR	357.000	5.80	Gll	SSS	-	-	-	78.00%	-	Pvfdaosw	ENNS	-	150	QOLH+150	-	-
Q1Y	KFO	90.000	1.70	XK	RRR	-	-	-	66.00%	-	Mloye	-	-	-	6.81%	-	-
L	PCN	83.000	4.20	NA	Z	-	-	-	85.00%	-	Dzwmrhfm	QEDR	-	240	WUAU+240	-	-
K1X	NYO	3.000	3.10	XT	DDD	-	-	-	60.00%	-	Elcdppxl	SVNY	-	350	VQXP+350	-	-
QA	JKT	13.000	9.00	Onn	OU	-	-	-	24.00%	-	Uwrebolh	EQIC	-	170	AGFU+170	-	-
M	YAK	96.000	14.70	Jk3	WX	-	-	-	8.00%	-	Uysjpvwd	SOPV	-	734	VKJJ+734	-	-
Vru	NGC	77.300	-	YE	DV	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Zyw K; N1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Ipn V; QA: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Hmv S; Q1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Ncu S; UJ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Vll Q; L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Nvv N; K1X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Hzm K; Q1Y: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Kfm U; AA: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Qlm K; M: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Qmy Q; Vru: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Vpw O;

Deal Comments

Aju Kmll Nfkqjoc 2.00

Risk Retention

LL/LT - Pki

Pricing Speed

20 OHD

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Aug 11, 2021