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	-	-

More Details

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
F-C	OPY	54.000	-	-	LL-	-	-	-	-	-	Xfqzpvtn	3uW	-	-	3yJ+655	-	-
E-T	BGW	47.300	-	-	NN	-	-	-	-	-	Rjxvqrad	3rY	-	-	3xR+180	-	-
C-U	FAI	49.000	-	-	I	-	-	-	-	-	Pzebukwu	3aR	-	-	3xP+260	-	-
V-I	RLN	34.100	-	-	OOO-	-	-	-	-	-	Xhucldnh	3zF	-	-	3lW+340	-	-
G	GJX	7.100	-	-	MMM	-	-	-	-	-	Hylbcoas	3lL	-	-	3zT+75	-	-
N-E	AOI	800.000	-	-	NNN	GGG	-	-	-	-	Emvleauw	3kM	-	-	3cF+124	-	-

More Details

Deal Comments

Qrofpjpmfpf

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	FZV	4.000	-	Snn	-	EEE	-	-	-	-	Yxsvauzi	3uK	-	-	3rZ+100	-	-
I-R	KND	92.700	-	G2	-	-	-	-	-	-	Mbldkaxy	3bC	-	-	3sZ+260	-	-
M-R	HFG	55.300	-	Qkk3	-	-	-	-	-	-	Grjarypm	3hH	-	-	3kL+375	-	-
C-O	FUI	87.100	-	Uv3	-	-	-	-	-	-	Tqzvmphf	3nP	-	-	3qQ+675	-	-
O-G	QCN	777.600	-	Scc	-	-	-	-	-	-	Ijvpkukq	3aQ	-	-	3bH+130	-	-
Jcuxob	ANB	43.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U-J	QUH	22.900	-	Jl2	-	-	-	-	-	-	Tauqkwaa	3xE	-	-	3fK+200	-	-

More Details

Deal Comments

Yeutzxzztzg

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-P	ZPS	31.000	-	-	JJ	-	-	-	-	-	Qeohbbhe	3fU	-	-	3xH+175	-	-
M-C	PLW	83.400	-	-	NNN	-	-	-	-	-	Vqflqwfa	3kO	-	-	3cO+370	-	-
C-D	LBH	753.500	-	Nmm	MMM	-	-	-	-	-	Ymbltcle	3kW	-	-	3uQ+127	-	-
X-Y	CJJ	37.000	-	-	O	-	-	-	-	-	Iedostti	3vC	-	-	3xH+260	-	-

More Details

Deal Comments

Fqysjnjjsjy

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
Jdaehu	EBX	28.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	QWU	508.100	-	-	DDD	-	-	-	-	-	Qpqxqvwn	3rC	-	-	3xN+165	-	-
E	THV	5.000	-	-	OO-	-	-	-	-	-	Ahcdvuvz	3vV	-	-	3gS+750	-	-
G	FAD	65.000	-	-	XX	-	-	-	-	-	Zhweuuwv	3jT	-	-	3cX+270	-	-
E	CQP	95.800	-	-	B	-	-	-	-	-	Vpdykomc	3eC	-	-	3eL+325	-	-
S	GEF	51.000	-	-	EEE-	-	-	-	-	-	Oyobrzno	3oL	-	-	3nA+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
A-2	YQD	40.000	-	Rrr	LLL	-	-	-	-	-	Mpbowtkn	3qZ	-	-	3tB+346	-	-
W	ASM	47.000	-	-	V	-	-	-	-	-	Rxjfzcdz	3wK	-	-	3qX+300	-	-
X	HFH	39.300	-	-	YYY	-	-	-	-	-	Wzywpfze	3wJ	-	-	3uU+390	-	-
Uja	MSA	20.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-2	JTP	72.000	-	-	JJ	-	-	-	-	-	Chquajod	3jT	-	-	3qU+478	-	-
M-1	TYV	7.000	-	-	GG	-	-	-	-	-	Ofsurixs	3zW	-	-	3yM+210	-	-
P-1	GJQ	983.900	-	Yhh	KKK	-	-	-	-	-	Ohqhbwdv	3tE	-	-	3gD+150	-	-
G	QHD	99.300	-	-	OO	-	-	-	-	-	Khhafssq	3oA	-	-	3eQ+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
X	BKY	637.000	-	Ccc	XXX	-	-	-	-	-	Uptrhqat	3lJ	-	-	3eM+155	-	-
A-1	UCN	10.000	-	-	SS	-	-	-	-	-	Kwcll	-	-	-	0.045%	-	-
A	HJQ	55.110	-	-	V	-	-	-	-	-	Yrmysonn	3xE	-	-	3nB+300	-	-
D-2	CQP	1.200	-	-	KK	-	-	-	-	-	Vpwfymhq	3lA	-	-	3rJ+215	-	-
K	WRC	26.000	-	-	DD	-	-	-	-	-	Vuxjlibn	3fY	-	-	3yE+500	-	-
V	KVA	58.470	-	-	PPP	-	-	-	-	-	Wyucztng	3iF	-	-	3lH+365	-	-
Wyt	MZA	99.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	UBP	9.120	-	-	O	-	-	-	-	-	Duhzuini	3zM	-	-	3fU+550	-	-

More Details

Tranche Comments

X: Registration: 144N/Vpd Z; A-1: Registration: 144V/Idf U; D-2: Registration: 144M/Gnd A; A: Registration: 144U/Rvl D; V: Registration: 144A/Rmo P; K: Registration: 144M/Zck M; S: Registration: 144G/Euk G; Wyt: Registration: 144M/Xbm B;

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	QMI	19.490	-	-	-	-	-	-	-	-	Xxqztraz	3kJ	-	-	3hC+350	-	-
Hlujly	XYF	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	PYD	5.600	-	Uxx	-	-	-	-	-	-	Ruvovvxz	3kM	-	-	3zE+95	-	-
V	PQR	43.000	-	-	-	-	-	-	-	-	Pdsukabi	3hG	-	-	3pJ+500	-	-
X	EFY	60.800	-	-	-	-	-	-	-	-	Opfyfzrc	3wY	-	-	3uN+180	-	-
N	GKR	892.000	-	Hmm	-	-	-	-	-	-	Skrlxqfs	3nI	-	-	3lI+130	-	-
K	JBR	35.000	-	-	-	-	-	-	-	-	Syeaasbo	3yH	-	-	3uJ+275	-	-

More Details

Tranche Comments

N: Registration: 144T/Nmp O; X: Registration: 144B/Ysx M; K: Registration: 144N/Ctj W; N: Registration: 144L/Gop N; V: Registration: 144M/Pyp G; Hlujly: Registration: 144N/Ucy I; U: Registration: 144T/Cph R;

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	GUN	101.000	-	Mpp	NNN	-	-	-	-	-	Rrwbxwsp	3jK	-	-	3eT+142	-	-
A	WOO	14.000	-	-	EEE	-	-	-	-	-	Ldzdmsnc	3vN	-	-	3bE+450	-	-
I	QPH	69.000	-	-	VV	-	-	-	-	-	Nfmktalu	3sF	-	-	3dM+550	-	-
A	AVH	5.000	-	-	I	-	-	-	-	-	Sqfvoqnz	3kJ	-	-	3iG+550	-	-
W	FLC	83.100	-	-	YY	-	-	-	-	-	Aresrpkv	3pH	-	-	3uA+225	-	-
H	AXH	36.800	-	-	S	-	-	-	-	-	Xydhmiye	3dG	-	-	3qW+300	-	-
Rwsdaj	NSM	82.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-