FINSIGHT

Telos CLO

Deals

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
B	WMR	4.000	-	-	BBB	-	-	-	-	-	Glmheqkj	3zT	-	-	75	3iQ+75	-	-
Y2D	ZPY	86.600	-	-	III	-	-	-	-	-	Mffqfphc	3oQ	-	-	125	3cG+125	-	-
FM	ISO	50.200	-	-	TT	-	-	-	-	-	Pherxuih	3nV	-	-	148	3sK+148	-	-
WD	HRK	82.730	-	-	N	-	-	-	-	-	Wrewtwaf	3vK	-	-	215	3jL+215	-	-
W1X	MWR	364.400	-	-	XXX	-	-	-	-	-	Rzupjsvi	3uQ	-	-	95	3mR+95	-	-
ZR	XHR	35.510	-	-	ZZZ-	-	-	-	-	-	Zxbfyyce	3dW	-	-	330	3aQ+330	-	-
SZ	BWM	49.900	-	-	OO-	-	-	-	-	-	Tlvzkvef	3zX	-	-	656	3yL+656	-	-

Tranche Comments

B: First Pay: 2018-07-17; Redemption: 2019-04-17; W1X: First Pay: 2018-07-17; Redemption: 2019-04-17; Y2D: First Pay: 2018-07-17; Redemption: 2019-04-17; FM: First Pay: 2018-07-17; Redemption: 2019-04-17; WD: First Pay: 2018-07-17; Redemption: 2019-04-17; ZR: First Pay: 2018-07-17; Redemption: 2019-04-17; SZ: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Akhkz. Jge Rstt Gkalgsm 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2004

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 17, 1994