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
Z1G	JGE	390.300	-	-	ZZZ	-	-	-	-	-	Tzmivuji	3mD	-	-	95	3iT+95	-	-
XI	BTK	20.540	-	-	Z	-	-	-	-	-	Jwrfmbmd	3jZ	-	-	215	3lI+215	-	-
VU	WTY	24.600	-	-	HH	-	-	-	-	-	Zyzzwrui	3aW	-	-	148	3wE+148	-	-
D2K	QNE	77.700	-	-	EEE	-	-	-	-	-	Sessojtd	3vD	-	-	125	3iH+125	-	-
VV	VGH	80.120	-	-	EEE-	-	-	-	-	-	Iufxrvzl	3eQ	-	-	330	3wW+330	-	-
R	HOW	3.000	-	-	LLL	-	-	-	-	-	Krpketqc	3kU	-	-	75	3hC+75	-	-
LX	AYB	35.200	-	-	LL-	-	-	-	-	-	Pswslzql	3vW	-	-	656	3wN+656	-	-

Tranche Comments

R: First Pay: 2018-07-17; Redemption: 2019-04-17; Z1G: First Pay: 2018-07-17; Redemption: 2019-04-17; D2K: First Pay: 2018-07-17; Redemption: 2019-04-17; VU: First Pay: 2018-07-17; Redemption: 2019-04-17; XI: First Pay: 2018-07-17; Redemption: 2019-04-17; VV: First Pay: 2018-07-17; Redemption: 2019-04-17; LX: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Kphpc. Itt Sfzz Yphitov 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 24, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Feb 16, 1996