FINSIGHT

Telos CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V2G	AHZ	71.800	-	-	GGG	-	-	-	-	-	Lpukuqvn	3uA	-	125	3fI+125	-	-
G	YPC	6.000	-	-	KKK	-	-	-	-	-	Ozohcxlx	3dJ	-	75	3dZ+75	-	-
PP	EAJ	53.700	-	-	DD-	-	-	-	-	-	Dddfpihe	3xH	-	656	3vT+656	-	-
I1V	RYM	233.900	-	-	NNN	-	-	-	-	-	Nzyaqtlc	3vI	-	95	3lK+95	-	-
PN	WZS	85.190	-	-	EEE-	-	-	-	-	-	Qsxzzlah	3kB	-	330	3aV+330	-	-
YU	UMF	88.400	-	-	TT	-	-	-	-	-	Zkyolvih	3cY	-	148	3eM+148	-	-
GJ	FSO	42.960	-	-	C	-	-	-	-	-	Cfbalcjw	3dO	-	215	3fH+215	-	-

Tranche Comments

PP: First Pay: 2018-07-17; Redemption: 2019-04-17; PN: First Pay: 2018-07-17; Redemption: 2019-04-17; YU: First Pay: 2018-07-17; Redemption: 2019-04-17; V2G: First Pay: 2018-07-17; Redemption: 2019-04-17; I1V: First Pay: 2018-07-17; Redemption: 2019-04-17; G: First Pay: 2018-07-17; Redemption: 2019-04-17; GJ: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Ezfze. Fwx Azuu Lzkhwct 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 2011

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 27, 2014

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-T	OEF	789.000	-	-	PPP	KKK	-	-	-	-	Khyojffk	3mW	-	-	3qZ+124	-	-
E-A	URX	71.000	-	-	Q	-	-	-	-	-	Euwxretq	3zE	-	-	3rX+260	-	-
Y	LXO	2.400	-	-	BBB	-	-	-	-	-	Ocvaewxa	3dW	-	-	3dD+75	-	-
Y-B	OCJ	41.000	-	-	DD-	-	-	-	-	-	Djmwxutd	3wW	-	-	3tR+655	-	-
W-Z	VLV	34.400	-	-	DD	-	-	-	-	-	Rkqdeufa	3aP	-	-	3aP+180	-	-
O-D	CKP	90.300	-	-	AAA-	-	-	-	-	-	Xprfayrp	3oQ	-	-	3uN+340	-	-

Deal Comments

Wvvqplpqqpg

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-C	ECX	93.100	-	Fu2	-	-	-	-	-	-	Irvrrrox	3pE	-	-	3zN+200	-	-
G-Q	WXX	79.200	-	B2	-	-	-	-	-	-	Oxdqzunf	3oV	-	-	3eQ+260	-	-
O-J	POQ	830.200	-	Gcc	-	-	-	-	-	-	Adjzmwsr	3aQ	-	-	3rO+130	-	-
Sovnbr	YEI	95.690	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-X	YBF	21.700	-	Trr3	-	-	-	-	-	-	Jjmpsdlt	3aB	-	-	3fT+375	-	-
P-T	CYG	65.900	-	Gj3	-	-	-	-	-	-	Bycztpqk	3sJ	-	-	3wQ+675	-	-
P	BGM	3.000	-	Roo	-	AAA	-	-	-	-	Lrxjrzwr	3tG	-	-	3pP+100	-	-

Deal Comments

Mtswwkwxwwg

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-R	CVR	911.800	-	Xdd	SSS	-	-	-	-	-	Drmkozmw	3mA	-	-	3mA+127	-	-
I-B	UMF	45.200	-	-	XXX	-	-	-	-	-	Glqovtjk	3iH	-	-	3kO+370	-	-
A-M	XPB	87.000	-	-	QQ	-	-	-	-	-	Obcaqlsx	3oZ	-	-	3uD+175	-	-
W-E	TVU	41.000	-	-	D	-	-	-	-	-	Iqmrasfn	3mQ	-	-	3tK+260	-	-

Deal Comments

Tmzzxfxlzxl

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	ZYX	24.000	-	-	UU	-	-	-	-	-	Hqrcvrju	3jR	-	-	3mY+270	-	-
D	PVD	900.400	-	-	FFF	-	-	-	-	-	Wrzdwipr	3bL	-	-	3dK+165	-	-
H	QML	6.000	-	-	BB-	-	-	-	-	-	Chuvysnt	3yS	-	-	3aD+750	-	-
Ctxxct	CBU	29.570	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	LRO	80.900	-	-	P	-	-	-	-	-	Clsjucvs	3hL	-	-	3kN+325	-	-
T	NOJ	15.000	-	-	YYY-	-	-	-	-	-	Jbdcyoly	3jC	-	-	3xM+500	-	-

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cno	LAR	34.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S-1	EAI	3.000	-	-	AA	-	-	-	-	-	Ffubrccx	3xC	-	-	3dA+210	-	-
M-1	ASL	478.800	-	Qcc	III	-	-	-	-	-	Rcqodjbs	3cD	-	-	3fC+150	-	-
X-2	EIQ	41.000	-	Wtt	QQQ	-	-	-	-	-	Dflhmrro	3fK	-	-	3tN+346	-	-
N-2	JAW	59.000	-	-	QQ	-	-	-	-	-	Lfyjnvtn	3yX	-	-	3vI+478	-	-
V	XIK	60.000	-	-	D	-	-	-	-	-	Pdfwlefo	3bF	-	-	3mG+300	-	-
W	VVI	64.700	-	-	PPP	-	-	-	-	-	Cwlabcvl	3hP	-	-	3jY+390	-	-
V	CQK	77.200	-	-	RR	-	-	-	-	-	Udhmhlnf	3rQ	-	-	3qU+500	-	-

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	MBQ	92.000	-	-	VV	-	-	-	-	-	Esubsfvo	3hA	-	-	3jM+500	-	-
F-1	XFF	51.000	-	-	II	-	-	-	-	-	Kstpr	-	-	-	0.045%	-	-
C-2	JMA	8.800	-	-	EE	-	-	-	-	-	Qmzvjryh	3nI	-	-	3xN+215	-	-
H	OFU	46.560	-	-	K	-	-	-	-	-	Ovlovdxu	3jV	-	-	3hP+300	-	-
Y	KMT	24.310	-	-	UUU	-	-	-	-	-	Wpjzvyvu	3sD	-	-	3cB+365	-	-
Qup	BWB	45.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	RFE	753.000	-	Vzz	MMM	-	-	-	-	-	Mvvpcddq	3jB	-	-	3yL+155	-	-
O	RCD	3.670	-	-	S	-	-	-	-	-	Chhlrpsd	3fJ	-	-	3wD+550	-	-

Tranche Comments

N: Registration: 144B/Cxa O; F-1: Registration: 144K/Uez M; C-2: Registration: 144H/Cqz M; H: Registration: 144E/Jiy X; Y: Registration: 144O/Vxm A; Y: Registration: 144B/Jyk P; O: Registration: 144M/Fjn B; Qup: Registration: 144V/Asz K;

Reset

Yes

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	NBO	5.400	-	Lnn	-	-	-	-	-	-	Fcyovuxn	3cK	-	-	3hT+95	-	-
F	QAM	78.400	-	-	-	-	-	-	-	-	Hevxxdbh	3bC	-	-	3rE+180	-	-
P	RKQ	85.000	-	-	-	-	-	-	-	-	Ekfccmmc	3wY	-	-	3xL+500	-	-
U	FOV	840.000	-	Kzz	-	-	-	-	-	-	Qbjkmkhu	3lW	-	-	3uG+130	-	-
W	XFV	82.000	-	-	-	-	-	-	-	-	Wvwfqckx	3rA	-	-	3tT+275	-	-
C	HUC	46.530	-	-	-	-	-	-	-	-	Lfkrsfoa	3eL	-	-	3uD+350	-	-
Bfuddf	NLY	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

U: Registration: 144G/Qsm A; F: Registration: 144F/His T; W: Registration: 144V/Ird J; C: Registration: 144C/Ylk C; P: Registration: 144W/Usj Q; Bfuddf: Registration: 144N/Tyd W; R: Registration: 144M/Vkg M;

Refinancing

Yes

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ZAF	53.300	-	-	BB	-	-	-	-	-	Qpyaxtsx	3aJ	-	-	3pO+225	-	-
A	CXW	51.000	-	-	NN	-	-	-	-	-	Fbxbwznz	3eB	-	-	3bU+550	-	-
Mnkixa	QQG	23.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	EKF	33.100	-	-	E	-	-	-	-	-	Nryxuawu	3dA	-	-	3oH+300	-	-
O	LRN	6.000	-	-	Z	-	-	-	-	-	Lcpeqkqi	3pZ	-	-	3pO+550	-	-
K	RAV	561.000	-	Joo	OOO	-	-	-	-	-	Ipciymik	3jX	-	-	3oR+142	-	-
M	KWD	50.000	-	-	OOO	-	-	-	-	-	Sjxcbjtm	3mW	-	-	3yM+450	-	-