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
Z	WJR	2.000	-	-	MMM	-	-	-	-	-	Lsvdtptf	3yC	-	-	75	3pG+75	-	-
UZ	UBW	10.700	-	-	FF-	-	-	-	-	-	Bveqpljq	3jU	-	-	656	3vT+656	-	-
A2C	LIZ	38.100	-	-	PPP	-	-	-	-	-	Uarsdakj	3eH	-	-	125	3bZ+125	-	-
FZ	NOP	32.200	-	-	JJ	-	-	-	-	-	Yfvdronl	3sV	-	-	148	3rS+148	-	-
D1Z	LKK	832.100	-	-	SSS	-	-	-	-	-	Hevypvkf	3kU	-	-	95	3kQ+95	-	-
LB	FCB	51.320	-	-	W	-	-	-	-	-	Mlueastu	3iP	-	-	215	3bM+215	-	-
XA	NRC	18.550	-	-	GGG-	-	-	-	-	-	Clxpyqas	3yB	-	-	330	3jT+330	-	-

Tranche Comments

Z: First Pay: 2018-07-17; Redemption: 2019-04-17; D1Z: First Pay: 2018-07-17; Redemption: 2019-04-17; A2C: First Pay: 2018-07-17; Redemption: 2019-04-17; FZ: First Pay: 2018-07-17; Redemption: 2019-04-17; LB: First Pay: 2018-07-17; Redemption: 2019-04-17; XA: First Pay: 2018-07-17; Redemption: 2019-04-17; UZ: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Xepet. Efn Ekpp Oeyyfpm 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 1992

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 21, 2006