2014-5(R)

Telos CLO (TELOS) 2014-5(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Atalaya Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
ON	VVX	92.680	-	-	KKK-	-	-	-	-	-	Vyxdswhk	3vI	-	-	330	3aB+330	-	-
YH	JYI	12.800	-	-	NN	-	-	-	-	-	Bbfbdxlb	3wN	-	-	148	3gC+148	-	-
A	LSL	1.000	-	-	JJJ	-	-	-	-	-	Svokejlr	3nX	-	-	75	3lJ+75	-	-
W1H	ISP	727.300	-	-	WWW	-	-	-	-	-	Kkdfseyb	3vS	-	-	95	3yN+95	-	-
BV	ZFE	42.360	-	-	N	-	-	-	-	-	Ferrmfhl	3pJ	-	-	215	3rN+215	-	-
VW	UMN	37.600	-	-	YY-	-	-	-	-	-	Zllywlrj	3xU	-	-	656	3jG+656	-	-
C2D	WXK	54.300	-	-	III	-	-	-	-	-	Rfcqasyh	3dD	-	-	125	3yS+125	-	-

Tranche Comments

A: First Pay: 2018-07-17; Redemption: 2019-04-17; W1H: First Pay: 2018-07-17; Redemption: 2019-04-17; C2D: First Pay: 2018-07-17; Redemption: 2019-04-17; YH: First Pay: 2018-07-17; Redemption: 2019-04-17; BV: First Pay: 2018-07-17; Redemption: 2019-04-17; ON: First Pay: 2018-07-17; Redemption: 2019-04-17; VW: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Qyjyj. Kho Cjcc Tyqchex 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Mar 24, 2011