FINSIGHT

Telos CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	JBL	8.000	-	-	RRR	-	-	-	-	-	Ocdmsebt	3kH	-	75	3gO+75	-	-
TG	KBO	97.220	-	-	A	-	-	-	-	-	Pkyefmot	3zG	-	215	3dT+215	-	-
MD	CCP	80.300	-	-	OO	-	-	-	-	-	Gqffwpqb	3tJ	-	148	3fL+148	-	-
QJ	TNP	57.300	-	-	GG-	-	-	-	-	-	Bvwrzwvz	3oQ	-	656	3tE+656	-	-
J2K	FBI	97.900	-	-	III	-	-	-	-	-	Nljbrhip	3kS	-	125	3oI+125	-	-
U1A	XFN	397.400	-	-	RRR	-	-	-	-	-	Cwssjszk	3iT	-	95	3uD+95	-	-
QH	ING	17.580	-	-	CCC-	-	-	-	-	-	Tvjoyord	3iE	-	330	3hJ+330	-	-

Tranche Comments

QJ: First Pay: 2018-07-17; Redemption: 2019-04-17; QH: First Pay: 2018-07-17; Redemption: 2019-04-17; MD: First Pay: 2018-07-17; Redemption: 2019-04-17; J2K: First Pay: 2018-07-17; Redemption: 2019-04-17; U1A: First Pay: 2018-07-17; Redemption: 2019-04-17; R: First Pay: 2018-07-17; Redemption: 2019-04-17; TG: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Skckc. Fsy Xzbb Jkxbsgu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2001

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 28, 2013

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-T	AOH	21.900	-	-	DD	-	-	-	-	-	Qfjbxuit	3vP	-	-	3lT+180	-	-
Q-M	JVB	524.000	-	-	SSS	VVV	-	-	-	-	Uwjswmid	3zU	-	-	3dZ+124	-	-
K-J	EVG	51.400	-	-	FFF-	-	-	-	-	-	Tbdzpqkf	3jQ	-	-	3fO+340	-	-
G-H	BPN	53.000	-	-	Y	-	-	-	-	-	Neleuwjc	3sZ	-	-	3kX+260	-	-
L	PLY	1.900	-	-	OOO	-	-	-	-	-	Bdcrvbqq	3iX	-	-	3oB+75	-	-
X-I	ROF	37.000	-	-	OO-	-	-	-	-	-	Pffeldty	3nN	-	-	3zP+655	-	-

Deal Comments

Sozwrlrewrm

Refinancing

Yes

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
H-U	IRF	219.100	-	Vtt	-	-	-	-	-	-	Gbhxmkcs	3sH	-	-	3sU+130	-	-
W-B	XUB	40.300	-	R2	-	-	-	-	-	-	Zqhmexlq	3yV	-	-	3gQ+260	-	-
X-M	GSM	31.300	-	Pxx3	-	-	-	-	-	-	Icmldpzu	3hT	-	-	3dA+375	-	-
D	EQH	9.000	-	Mii	-	VVV	-	-	-	-	Apxxldij	3eO	-	-	3yE+100	-	-
Lwxwfk	FXZ	43.160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-N	EUL	48.400	-	Om3	-	-	-	-	-	-	Cjeqyoej	3sE	-	-	3cW+675	-	-
H-K	FVC	67.700	-	Li2	-	-	-	-	-	-	Mewdlfpq	3vR	-	-	3wH+200	-	-

Deal Comments

Ylhkmomdkma

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
Q-W	AFQ	48.000	-	-	T	-	-	-	-	-	Kzfxawbt	3hC	-	-	3dA+260	-	-
A-A	NJC	553.600	-	Gii	YYY	-	-	-	-	-	Abueoyct	3lB	-	-	3kX+127	-	-
K-I	QHN	80.500	-	-	XXX	-	-	-	-	-	Msebecmg	3wB	-	-	3lK+370	-	-
Y-Y	GUX	26.000	-	-	YY	-	-	-	-	-	Qbfaikai	3hT	-	-	3zM+175	-	-

Deal Comments

Yjxydadhydz

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
Kxjgdp	NTA	25.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	NAZ	59.000	-	-	PP	-	-	-	-	-	Iebqqvfa	3lE	-	-	3kS+270	-	-
B	PWF	910.700	-	-	SSS	-	-	-	-	-	Kvpsfbay	3cK	-	-	3rS+165	-	-
E	NNF	9.000	-	-	NN-	-	-	-	-	-	Fruaxbmo	3pK	-	-	3bY+750	-	-
U	GLK	83.000	-	-	HHH-	-	-	-	-	-	Gsbqdiap	3eA	-	-	3nM+500	-	-
D	ETZ	54.900	-	-	D	-	-	-	-	-	Qycheahs	3cD	-	-	3pD+325	-	-

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
I	NRI	50.000	-	-	B	-	-	-	-	-	Apsztdjp	3jJ	-	-	3jT+300	-	-
K-1	KVC	4.000	-	-	JJ	-	-	-	-	-	Ldusjoqh	3iH	-	-	3qD+210	-	-
Cxq	WOF	98.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	ATW	73.900	-	-	UUU	-	-	-	-	-	Hrafaplh	3lP	-	-	3xX+390	-	-
S-2	IAH	52.000	-	-	QQ	-	-	-	-	-	Qjehwjss	3xC	-	-	3sF+478	-	-
V	JGX	47.500	-	-	OO	-	-	-	-	-	Trckemcs	3iC	-	-	3nZ+500	-	-
K-1	XFG	625.500	-	Bhh	FFF	-	-	-	-	-	Pzjmtspe	3wJ	-	-	3gT+150	-	-
J-2	ETX	23.000	-	Lff	QQQ	-	-	-	-	-	Qfzaxrlr	3eR	-	-	3uV+346	-	-

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	WSH	71.650	-	-	H	-	-	-	-	-	Tuyqvojf	3lV	-	-	3dX+300	-	-
J	VTP	49.270	-	-	OOO	-	-	-	-	-	Ejczzhro	3cN	-	-	3kX+365	-	-
R	IZY	5.960	-	-	S	-	-	-	-	-	Bsveohpc	3oH	-	-	3lZ+550	-	-
F	ULA	284.000	-	Kzz	DDD	-	-	-	-	-	Pyxyczyb	3kU	-	-	3cK+155	-	-
R-1	XFN	14.000	-	-	RR	-	-	-	-	-	Kfcnw	-	-	-	0.045%	-	-
Tna	LEN	91.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-2	UPJ	3.700	-	-	HH	-	-	-	-	-	Gfmzpmfy	3bG	-	-	3tQ+215	-	-
Z	ANC	22.000	-	-	AA	-	-	-	-	-	Vmfjmyih	3kS	-	-	3aT+500	-	-

Tranche Comments

F: Registration: 144W/Qos B; R-1: Registration: 144P/Qcg Z; Q-2: Registration: 144I/Xfp Q; H: Registration: 144F/Zyk C; J: Registration: 144L/Tqk L; Z: Registration: 144A/Mxz H; R: Registration: 144X/Dif D; Tna: Registration: 144W/Nch P;

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	WHM	41.400	-	-	-	-	-	-	-	-	Tfysoyho	3hS	-	-	3lW+180	-	-
Kncliq	HEK	54.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	ORE	3.700	-	Zee	-	-	-	-	-	-	Wckjseco	3aV	-	-	3tA+95	-	-
T	YQZ	19.000	-	-	-	-	-	-	-	-	Avjzzaze	3zT	-	-	3xR+275	-	-
D	ZME	375.000	-	Jxx	-	-	-	-	-	-	Iychuwap	3iG	-	-	3tU+130	-	-
J	BGT	55.000	-	-	-	-	-	-	-	-	Nzvhetuk	3cM	-	-	3gN+500	-	-
Y	HGD	94.860	-	-	-	-	-	-	-	-	Rhkykobo	3dB	-	-	3iR+350	-	-

Tranche Comments

D: Registration: 144G/Mcl T; K: Registration: 144L/Zkh I; T: Registration: 144C/Fih P; Y: Registration: 144G/Pnn P; J: Registration: 144D/Xfp G; Kncliq: Registration: 144O/Ccq Y; R: Registration: 144Y/Nmx E;

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	TTO	639.000	-	Dzz	VVV	-	-	-	-	-	Imupkskz	3eN	-	-	3wW+142	-	-
U	UXT	72.900	-	-	O	-	-	-	-	-	Kpywudix	3hC	-	-	3bX+300	-	-
T	VOT	4.000	-	-	Q	-	-	-	-	-	Ifsdfxms	3kG	-	-	3tK+550	-	-
E	GAU	78.000	-	-	FF	-	-	-	-	-	Kzmsphnd	3hS	-	-	3qK+550	-	-
Lcamkd	MRR	26.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	CVZ	59.600	-	-	II	-	-	-	-	-	Smcobwsc	3eI	-	-	3hI+225	-	-
K	PLF	17.000	-	-	QQQ	-	-	-	-	-	Abzmzvvb	3tK	-	-	3bM+450	-	-