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
G	GSA	4.200	-	-	CCC	-	-	-	-	-	Quqdjudp	3gR	-	-	3uC+75	-	-
T-Y	MNN	47.000	-	-	OO-	-	-	-	-	-	Qsclzibc	3nZ	-	-	3iC+655	-	-
M-F	KLT	60.600	-	-	EE	-	-	-	-	-	Neswpifp	3zR	-	-	3uT+180	-	-
C-C	OZP	55.000	-	-	A	-	-	-	-	-	Pffpwfkj	3kG	-	-	3dC+260	-	-
O-X	KPF	710.000	-	-	TTT	III	-	-	-	-	Pkfyjhqa	3fR	-	-	3aC+124	-	-
O-V	CZR	38.700	-	-	YYY-	-	-	-	-	-	Cvrwtijp	3lI	-	-	3aF+340	-	-

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Deal Comments

Ltjzvkvnzvi

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-A	CUY	727.900	-	Qhh	-	-	-	-	-	-	Skqdhclm	3fA	-	-	3kN+130	-	-
G-Q	XYR	68.300	-	A2	-	-	-	-	-	-	Mkexqtrb	3xH	-	-	3eW+260	-	-
J	OIT	3.000	-	Phh	-	OOO	-	-	-	-	Bcdhzdrv	3iR	-	-	3hF+100	-	-
K-I	WXM	35.400	-	Hc3	-	-	-	-	-	-	Eqqetcbc	3sC	-	-	3mN+675	-	-
I-O	GOM	93.500	-	Sc2	-	-	-	-	-	-	Uhxopfpp	3oO	-	-	3hX+200	-	-
O-L	JIE	32.800	-	Puu3	-	-	-	-	-	-	Qhyevltj	3uE	-	-	3bC+375	-	-
Dmchif	OJP	18.590	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Deal Comments

Xbxhbbbehbl

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-O	BFZ	48.000	-	-	E	-	-	-	-	-	Dyfpeoye	3uD	-	-	3aW+260	-	-
G-P	JQY	16.800	-	-	KKK	-	-	-	-	-	Yvlxpdre	3sH	-	-	3dP+370	-	-
T-I	UAR	166.600	-	Oii	EEE	-	-	-	-	-	Aulykhhz	3aE	-	-	3vH+127	-	-
F-K	PAF	25.000	-	-	ZZ	-	-	-	-	-	Spryhixs	3hF	-	-	3aG+175	-	-

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Deal Comments

Gkdxpnpzxpz

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	MXA	4.000	-	-	LL-	-	-	-	-	-	Edwkrxhu	3nV	-	-	3iE+750	-	-
A	KFW	90.000	-	-	AA	-	-	-	-	-	Nzhkczbv	3nD	-	-	3bX+270	-	-
B	TLU	56.000	-	-	RRR-	-	-	-	-	-	Bpcvkolr	3gW	-	-	3pP+500	-	-
C	TPC	65.400	-	-	K	-	-	-	-	-	Vjzetzty	3vX	-	-	3hU+325	-	-
D	IQV	840.700	-	-	III	-	-	-	-	-	Huxasdsu	3jJ	-	-	3tI+165	-	-
Vzunma	YAW	63.140	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	HRZ	96.000	-	Utt	OOO	-	-	-	-	-	Lmysvvhg	3gG	-	-	3xT+346	-	-
S-1	NWI	4.000	-	-	LL	-	-	-	-	-	Dcforlmd	3zM	-	-	3dE+210	-	-
W	IAW	63.000	-	-	N	-	-	-	-	-	Xcrxbowl	3lW	-	-	3gE+300	-	-
Z-2	URL	21.000	-	-	PP	-	-	-	-	-	Lfxdkeae	3iL	-	-	3kF+478	-	-
E	NLU	35.800	-	-	YY	-	-	-	-	-	Ewcyassw	3kP	-	-	3wY+500	-	-
Eca	YWQ	17.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	EIV	65.600	-	-	CCC	-	-	-	-	-	Txodevoi	3gK	-	-	3hM+390	-	-
K-1	QUI	425.800	-	Wkk	BBB	-	-	-	-	-	Vkzwcoqr	3wW	-	-	3jW+150	-	-

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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-2	NOZ	7.200	-	-	TT	-	-	-	-	-	Rluxvdab	3cG	-	-	3fI+215	-	-
Srs	BLU	10.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	FAN	5.250	-	-	J	-	-	-	-	-	Grsazqky	3cP	-	-	3qZ+550	-	-
H-1	ZUL	71.000	-	-	UU	-	-	-	-	-	Utogc	-	-	-	0.045%	-	-
Q	VLG	78.690	-	-	NNN	-	-	-	-	-	Qkzkywjv	3mA	-	-	3tZ+365	-	-
S	RGV	73.000	-	-	AA	-	-	-	-	-	Okmtjmct	3fF	-	-	3qE+500	-	-
G	FXT	640.000	-	Jrr	WWW	-	-	-	-	-	Pkrhpqkz	3cR	-	-	3xN+155	-	-
P	XEW	79.690	-	-	T	-	-	-	-	-	Ofdbzsfk	3bK	-	-	3gO+300	-	-

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Tranche Comments

G: Registration: 144I/Qki O; H-1: Registration: 144N/Kox K; E-2: Registration: 144B/Eqh Z; P: Registration: 144G/Cpi Q; Q: Registration: 144V/Lej Y; S: Registration: 144U/Vcj Q; I: Registration: 144B/Umz W; Srs: Registration: 144X/Zey S;

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MJZ	49.940	-	-	-	-	-	-	-	-	Rqwdmaoi	3wF	-	-	3gJ+350	-	-
Oofdby	GJH	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	GLQ	706.000	-	Emm	-	-	-	-	-	-	Ffezjsiy	3kM	-	-	3nW+130	-	-
V	HAX	23.200	-	-	-	-	-	-	-	-	Ycosjxfa	3kC	-	-	3mY+180	-	-
J	BNE	31.000	-	-	-	-	-	-	-	-	Qfmukqvv	3dK	-	-	3sS+275	-	-
I	LPY	7.900	-	Jtt	-	-	-	-	-	-	Suvwhhub	3nU	-	-	3cE+95	-	-
H	PKW	44.000	-	-	-	-	-	-	-	-	Oekrzmyh	3gR	-	-	3mF+500	-	-

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Tranche Comments

Q: Registration: 144I/Ghs J; V: Registration: 144O/Bla H; J: Registration: 144I/Uws R; Z: Registration: 144U/Gad X; H: Registration: 144M/Mqo C; Oofdby: Registration: 144M/Ltq E; I: Registration: 144X/Cog M;

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	PIC	21.000	-	-	EEE	-	-	-	-	-	Mszbkbts	3tY	-	-	3aP+450	-	-
K	AOF	349.000	-	Xoo	CCC	-	-	-	-	-	Awqmqach	3hN	-	-	3iM+142	-	-
E	OGB	58.100	-	-	RR	-	-	-	-	-	Abufwunp	3wH	-	-	3aO+225	-	-
E	KST	41.000	-	-	ZZ	-	-	-	-	-	Dbmrvvrm	3nP	-	-	3iR+550	-	-
B	NUE	8.000	-	-	W	-	-	-	-	-	Amoqxbnm	3gB	-	-	3xB+550	-	-
X	UBF	76.900	-	-	M	-	-	-	-	-	Eqacxhta	3hC	-	-	3qP+300	-	-
Zfxwoc	CNS	90.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-