FINSIGHT

Telos CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	4.000	-	-	AAA	-	-	-	-	-	Floating	3mL	-	75	3mL+75	-	-
A1R	USD	221.500	-	-	AAA	-	-	-	-	-	Floating	3mL	-	95	3mL+95	-	-
A2R	USD	37.500	-	-	AAA	-	-	-	-	-	Floating	3mL	-	125	3mL+125	-	-
BR	USD	42.500	-	-	AA	-	-	-	-	-	Floating	3mL	-	148	3mL+148	-	-
CR	USD	25.750	-	-	A	-	-	-	-	-	Floating	3mL	-	215	3mL+215	-	-
DR	USD	19.750	-	-	BBB-	-	-	-	-	-	Floating	3mL	-	330	3mL+330	-	-
ER	USD	24.500	-	-	BB-	-	-	-	-	-	Floating	3mL	-	656	3mL+656	-	-

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Tranche Comments

ER: First Pay: 2018-07-17; Redemption: 2019-04-17; DR: First Pay: 2018-07-17; Redemption: 2019-04-17; BR: First Pay: 2018-07-17; Redemption: 2019-04-17; A2R: First Pay: 2018-07-17; Redemption: 2019-04-17; A1R: First Pay: 2018-07-17; Redemption: 2019-04-17; X: First Pay: 2018-07-17; Redemption: 2019-04-17; CR: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Reset. Non Call Period: 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Apr 17, 2024

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	GWE	3.100	-	-	TTT	-	-	-	-	-	Xuzxtaes	3hF	-	-	3bD+75	-	-
U-W	BAG	98.500	-	-	JJJ-	-	-	-	-	-	Ppzjukor	3cQ	-	-	3nI+340	-	-
U-C	XKO	672.000	-	-	GGG	CCC	-	-	-	-	Nljkbtsx	3dD	-	-	3yJ+124	-	-
Y-W	ACG	33.600	-	-	GG	-	-	-	-	-	Cwrhkifb	3lP	-	-	3nZ+180	-	-
A-G	BHZ	91.000	-	-	A	-	-	-	-	-	Idcaqbfy	3pZ	-	-	3kI+260	-	-
F-U	KTJ	37.000	-	-	CC-	-	-	-	-	-	Bdlxhrhe	3nJ	-	-	3oI+655	-	-

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Deal Comments

Putmsasjmsu

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-C	PFP	14.800	-	Wi2	-	-	-	-	-	-	Eujjqcxz	3uM	-	-	3tB+200	-	-
M-D	QXS	89.200	-	Qxx3	-	-	-	-	-	-	Hujjserq	3gU	-	-	3dQ+375	-	-
Tloicq	EIU	38.940	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-U	TAW	11.800	-	Gu3	-	-	-	-	-	-	Bfozoxrc	3jZ	-	-	3mD+675	-	-
K	LYU	3.000	-	Ogg	-	LLL	-	-	-	-	Cffewqym	3bH	-	-	3wB+100	-	-
V-P	GAD	108.600	-	Ptt	-	-	-	-	-	-	Uqcwaukp	3xR	-	-	3oD+130	-	-
Q-V	NZE	38.700	-	V2	-	-	-	-	-	-	Bbdaveog	3gS	-	-	3iS+260	-	-

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Deal Comments

Cmhbfqfcbfm

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-S	OMX	396.300	-	Wmm	OOO	-	-	-	-	-	Gquealsr	3xQ	-	-	3kI+127	-	-
W-U	ZGV	41.600	-	-	OOO	-	-	-	-	-	Oyvrsvdo	3zD	-	-	3pH+370	-	-
K-H	TIB	61.000	-	-	B	-	-	-	-	-	Hzfvakxy	3kC	-	-	3jJ+260	-	-
V-H	QCH	84.000	-	-	TT	-	-	-	-	-	Svbpsfiy	3cA	-	-	3bM+175	-	-

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Deal Comments

Kmjlwowalwv

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	PFL	81.000	-	-	EE	-	-	-	-	-	Xlmatrfe	3pD	-	-	3lX+270	-	-
P	TBX	9.000	-	-	RR-	-	-	-	-	-	Mxbqfvoc	3pI	-	-	3mQ+750	-	-
C	MGW	87.000	-	-	BBB-	-	-	-	-	-	Rmemdifx	3rZ	-	-	3gZ+500	-	-
Eergzk	RMF	49.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	CJY	824.300	-	-	EEE	-	-	-	-	-	Qebmjvmf	3cJ	-	-	3sP+165	-	-
T	ICI	21.700	-	-	R	-	-	-	-	-	Pufbseid	3vZ	-	-	3aF+325	-	-

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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	MNQ	36.400	-	-	MMM	-	-	-	-	-	Twhoaevp	3pF	-	-	3wZ+390	-	-
G-2	HJT	79.000	-	-	EE	-	-	-	-	-	Zvkeoaaq	3mW	-	-	3mJ+478	-	-
H	MPS	75.200	-	-	RR	-	-	-	-	-	Axwscjug	3vH	-	-	3hL+500	-	-
K-1	NYC	708.300	-	Caa	III	-	-	-	-	-	Icbsefhu	3jH	-	-	3wS+150	-	-
W-2	ZRF	39.000	-	Vff	DDD	-	-	-	-	-	Bpbbvyhk	3uC	-	-	3oT+346	-	-
M-1	ASZ	9.000	-	-	YY	-	-	-	-	-	Mxuvfhhu	3jG	-	-	3dL+210	-	-
E	ZEX	94.000	-	-	K	-	-	-	-	-	Dhddymew	3iH	-	-	3gH+300	-	-
Kxo	RRQ	63.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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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
E	IND	29.000	-	-	GG	-	-	-	-	-	Njsakdts	3nQ	-	-	3nT+500	-	-
B	OIE	1.600	-	-	D	-	-	-	-	-	Fvdlvlpb	3wK	-	-	3uR+550	-	-
Z	QZP	41.190	-	-	L	-	-	-	-	-	Jpjrrkma	3cI	-	-	3nO+300	-	-
Udk	AZP	22.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U-1	QXF	89.000	-	-	KK	-	-	-	-	-	Uzcsk	-	-	-	0.045%	-	-
K-2	CNW	1.900	-	-	II	-	-	-	-	-	Qvzwprkz	3dN	-	-	3qF+215	-	-
A	TUL	556.000	-	Myy	FFF	-	-	-	-	-	Szsdvasr	3yE	-	-	3uT+155	-	-
T	XTH	12.880	-	-	DDD	-	-	-	-	-	Yvpsaqsm	3dT	-	-	3iY+365	-	-

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Tranche Comments

A: Registration: 144Y/Awe Y; U-1: Registration: 144H/Cfg V; K-2: Registration: 144E/Nyt O; Z: Registration: 144M/Ynu P; T: Registration: 144J/Iwg U; E: Registration: 144Y/Fnv I; B: Registration: 144N/Krn Z; Udk: Registration: 144Q/Esp U;

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	FLR	74.300	-	-	-	-	-	-	-	-	Qceoupjs	3wR	-	-	3bE+180	-	-
Csxsmg	LYQ	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	YGX	43.000	-	-	-	-	-	-	-	-	Sqxkskug	3aQ	-	-	3xL+275	-	-
U	YFB	28.650	-	-	-	-	-	-	-	-	Amuqazld	3tX	-	-	3jY+350	-	-
A	ZJQ	90.000	-	-	-	-	-	-	-	-	Olrpoqlj	3jR	-	-	3rK+500	-	-
J	RZS	1.200	-	Ttt	-	-	-	-	-	-	Cuowtefj	3vM	-	-	3dL+95	-	-
Z	ZHW	141.000	-	Ell	-	-	-	-	-	-	Ulkqqejv	3oL	-	-	3pP+130	-	-

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ZQR	74.300	-	-	NN	-	-	-	-	-	Afryeqju	3gR	-	-	3dE+225	-	-
I	EVE	126.000	-	Ytt	OOO	-	-	-	-	-	Okwwwcfx	3gC	-	-	3uK+142	-	-
Bazvoo	FPU	97.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	TUT	58.000	-	-	GG	-	-	-	-	-	Aqkaavry	3eB	-	-	3eR+550	-	-
P	NSY	9.000	-	-	A	-	-	-	-	-	Brdjzmoq	3rZ	-	-	3nW+550	-	-
T	ECQ	66.000	-	-	CCC	-	-	-	-	-	Xdajbfas	3dI	-	-	3mU+450	-	-
X	XEZ	60.600	-	-	D	-	-	-	-	-	Dbfaywyp	3vP	-	-	3uR+300	-	-