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
I1	OKT	21.000	8.40	OO	SS	-	-	-	69.00%	-	Kjwmvpac	PDCP	-	190	PNJX+190	-	-
U	RRV	92.000	94.80	Jz3	WY	-	-	-	8.00%	-	Dhczhfzv	BMZA	-	734	SATZ+734	-	-
B1W	HFV	7.000	8.20	KH	LLL	-	-	-	95.00%	-	Kkkssznf	EZKB	-	350	ZPOY+350	-	-
BO	CHB	43.000	7.00	Qkk	ME	-	-	-	68.00%	-	Hcwqlzhe	GZGY	-	170	ZBNO+170	-	-
BY	MEJ	4.000	8.40	HI	WW	-	-	-	33.00%	-	Kojbf	-	-	-	5.18%	-	-
V	YVY	5.000	2.90	DJ	QQQ	-	-	-	-	-	Ddhephee	NCVV	-	125	DSWO+125	-	-
D1X	BNU	68.000	2.60	KI	FFF	-	-	-	64.00%	-	Stlzm	-	-	-	6.81%	-	-
HU	AQB	5.000	77.50	MX	BBB-	-	-	-	61.00%	-	Ayjwc	-	-	-	7.71%	-	-
L1	WNN	146.000	2.10	Oaa	WWW	-	-	-	19.00%	-	Vebepitn	YXYJ	-	150	APJM+150	-	-
N	KQN	69.000	4.20	NR	I	-	-	-	20.00%	-	Aqwjdisz	PEOI	-	240	MJHS+240	-	-
Buj	XPF	88.600	-	JF	YP	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Prl L; L1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Usm A; BO: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Mce O; I1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Fmb G; BY: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Xyw H; N: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Pel V; B1W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Fwb G; D1X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Kmo Z; HU: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Nlr M; U: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Cwq Z; Buj: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Ykq P;

Deal Comments

Wcw Gxoo Dqxpcbj 2.00

Risk Retention

OU/UZ - Kiw

Pricing Speed

20 ZDO

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2016

Reset

Yes

WAL Test Period (YRS)