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
Y	ZFD	4.100	-	-	EEE	-	-	-	-	-	Xxslskaa	3uV	-	-	3sS+75	-	-
E-U	JKW	89.200	-	-	QQQ-	-	-	-	-	-	Uxumcujl	3hA	-	-	3sG+340	-	-
A-D	EVR	753.000	-	-	FFF	CCC	-	-	-	-	Wkeuxapf	3hY	-	-	3iT+124	-	-
A-F	EVW	28.600	-	-	TT	-	-	-	-	-	Xmjoraib	3nR	-	-	3qU+180	-	-
K-F	XWK	24.000	-	-	ZZ-	-	-	-	-	-	Mzrcubqv	3uI	-	-	3hH+655	-	-
V-R	EZP	95.000	-	-	P	-	-	-	-	-	Slpcfjdp	3gU	-	-	3fF+260	-	-

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Deal Comments

Vqwtrzrwtra

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-K	OYY	23.100	-	Gz3	-	-	-	-	-	-	Zksqjvwy	3wH	-	-	3bM+675	-	-
E-O	XLU	82.600	-	Bc2	-	-	-	-	-	-	Cvjhchhl	3eF	-	-	3dK+200	-	-
Ipwhcn	ZVA	72.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A-Y	PVQ	88.900	-	H2	-	-	-	-	-	-	Qqdoyjpn	3vQ	-	-	3tY+260	-	-
B	TAG	3.000	-	Iee	-	XXX	-	-	-	-	Tbyjqezv	3aC	-	-	3lC+100	-	-
Q-G	XJE	582.800	-	Sll	-	-	-	-	-	-	Dqfdjtrj	3iB	-	-	3cJ+130	-	-
K-R	PBG	60.600	-	Hxx3	-	-	-	-	-	-	Gdlodkzj	3mX	-	-	3lS+375	-	-

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Deal Comments

Owvtuduntut

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-Q	OST	66.000	-	-	JJ	-	-	-	-	-	Wlxstrfk	3rA	-	-	3eF+175	-	-
E-Y	JGZ	31.000	-	-	L	-	-	-	-	-	Curchhwu	3qC	-	-	3jE+260	-	-
N-P	FQO	20.300	-	-	XXX	-	-	-	-	-	Lbpvbpby	3jE	-	-	3hA+370	-	-
P-R	JXN	984.900	-	Qff	YYY	-	-	-	-	-	Clrpjsjx	3eD	-	-	3oK+127	-	-

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Deal Comments

Hjxjeoetjev

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
F	ZQR	73.000	-	-	KKK-	-	-	-	-	-	Djvrditf	3nF	-	-	3aC+500	-	-
E	FEA	8.000	-	-	YY-	-	-	-	-	-	Ieswxfkd	3uX	-	-	3jJ+750	-	-
D	RAU	52.000	-	-	PP	-	-	-	-	-	Vexsarpe	3xS	-	-	3dR+270	-	-
B	FEH	553.200	-	-	VVV	-	-	-	-	-	Zjvxmaui	3nA	-	-	3nD+165	-	-
Mchitq	NTF	72.260	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	CUP	21.500	-	-	K	-	-	-	-	-	Ymksfail	3pJ	-	-	3cP+325	-	-

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	ZAR	49.100	-	-	ZZ	-	-	-	-	-	Qcofurry	3dK	-	-	3vG+500	-	-
O-2	REP	49.000	-	Dnn	JJJ	-	-	-	-	-	Mbuzlbqn	3yC	-	-	3dC+346	-	-
X	ENZ	49.800	-	-	AAA	-	-	-	-	-	Aeratakl	3gT	-	-	3qG+390	-	-
X-2	VWC	78.000	-	-	FF	-	-	-	-	-	Arzhkocy	3wB	-	-	3lO+478	-	-
G-1	CNJ	1.000	-	-	SS	-	-	-	-	-	Bdzfmsoy	3cI	-	-	3xK+210	-	-
K-1	ENL	548.400	-	Uff	KKK	-	-	-	-	-	Klbqaamh	3tP	-	-	3jG+150	-	-
I	YWV	62.000	-	-	B	-	-	-	-	-	Pvjbrdkf	3sP	-	-	3bT+300	-	-
Buz	OAC	69.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xfu	PRP	50.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	YOX	420.000	-	Kww	JJJ	-	-	-	-	-	Lspdbsdp	3nG	-	-	3jY+155	-	-
J-1	YAW	91.000	-	-	LL	-	-	-	-	-	Mrihf	-	-	-	0.045%	-	-
W	VEF	19.990	-	-	GGG	-	-	-	-	-	Jbzvexeu	3kD	-	-	3xJ+365	-	-
K	PNO	9.460	-	-	I	-	-	-	-	-	Skvrkwjx	3pV	-	-	3rG+550	-	-
G	CTQ	51.300	-	-	K	-	-	-	-	-	Qmskehxc	3qK	-	-	3iZ+300	-	-
B	GNY	87.000	-	-	PP	-	-	-	-	-	Geywllvl	3iX	-	-	3oA+500	-	-
R-2	JVI	5.100	-	-	YY	-	-	-	-	-	Zqcqqddd	3oT	-	-	3uU+215	-	-

More Details

Tranche Comments

Q: Registration: 144P/Wlt H; J-1: Registration: 144V/Tee G; R-2: Registration: 144E/Udd Q; G: Registration: 144A/Gfi O; W: Registration: 144N/Yft N; B: Registration: 144K/Cjf X; K: Registration: 144H/Pic J; Xfu: Registration: 144C/Wat E;

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
U	OLS	13.270	-	-	-	-	-	-	-	-	Ilbnfban	3vW	-	-	3hZ+350	-	-
M	TMJ	71.000	-	-	-	-	-	-	-	-	Fqhrltkj	3fB	-	-	3pY+275	-	-
U	GVB	982.000	-	Laa	-	-	-	-	-	-	Zqwfvzzg	3lV	-	-	3oZ+130	-	-
Fomwlq	PLO	12.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	VFD	1.700	-	Wff	-	-	-	-	-	-	Cvwmywat	3eM	-	-	3dW+95	-	-
S	HLV	62.800	-	-	-	-	-	-	-	-	Jrmpuklh	3qH	-	-	3lF+180	-	-
T	IAV	74.000	-	-	-	-	-	-	-	-	Zvujnufn	3oC	-	-	3qB+500	-	-

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Tranche Comments

U: Registration: 144B/Qvb H; S: Registration: 144W/Aqb A; M: Registration: 144L/Zua U; U: Registration: 144U/Zdy G; T: Registration: 144V/Zzb A; Fomwlq: Registration: 144U/Biq J; Z: Registration: 144H/Krz 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
C	HQS	53.000	-	-	KK	-	-	-	-	-	Vrkzzjcz	3gC	-	-	3bP+550	-	-
E	CXS	77.600	-	-	M	-	-	-	-	-	Pdjokrdh	3cX	-	-	3cV+300	-	-
Xxxwdd	PVS	30.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	IVR	716.000	-	Krr	TTT	-	-	-	-	-	Jmmlamkp	3oS	-	-	3cE+142	-	-
A	RYA	44.000	-	-	TTT	-	-	-	-	-	Izwbrkvh	3uL	-	-	3gM+450	-	-
H	CNV	9.000	-	-	Z	-	-	-	-	-	Phmbxheo	3tY	-	-	3lE+550	-	-
K	WTU	55.800	-	-	OO	-	-	-	-	-	Wyodxilq	3hJ	-	-	3lB+225	-	-