FINSIGHT

Telos CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TF	OEN	90.120	-	-	H	-	-	-	-	-	Xrjscepb	3wS	-	215	3vW+215	-	-
HA	CVU	69.300	-	-	XX-	-	-	-	-	-	Jebnpmxn	3rB	-	656	3zY+656	-	-
IY	TAA	70.260	-	-	DDD-	-	-	-	-	-	Kfmhprqb	3tU	-	330	3cJ+330	-	-
P1H	NOR	787.700	-	-	AAA	-	-	-	-	-	Wcqoyyzq	3uY	-	95	3nZ+95	-	-
V	HNO	6.000	-	-	QQQ	-	-	-	-	-	Hcuwkjlm	3sC	-	75	3tF+75	-	-
XM	YMC	33.900	-	-	PP	-	-	-	-	-	Fjxcwyta	3kQ	-	148	3bY+148	-	-
Q2W	TVI	85.100	-	-	CCC	-	-	-	-	-	Awfzrfhp	3aB	-	125	3tJ+125	-	-

Tranche Comments

HA: First Pay: 2018-07-17; Redemption: 2019-04-17; IY: First Pay: 2018-07-17; Redemption: 2019-04-17; XM: First Pay: 2018-07-17; Redemption: 2019-04-17; Q2W: First Pay: 2018-07-17; Redemption: 2019-04-17; P1H: First Pay: 2018-07-17; Redemption: 2019-04-17; V: First Pay: 2018-07-17; Redemption: 2019-04-17; TF: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Wmwmf. Nfm Zgyy Amzzfhb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 1992

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 5, 1996

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-E	OGM	85.400	-	-	OO	-	-	-	-	-	Leybssxu	3fI	-	-	3wU+180	-	-
M	MJU	1.500	-	-	CCC	-	-	-	-	-	Ipclsipe	3dS	-	-	3uN+75	-	-
L-X	MPT	16.000	-	-	XX-	-	-	-	-	-	Ayocolbq	3xD	-	-	3dE+655	-	-
N-R	PZQ	899.000	-	-	PPP	PPP	-	-	-	-	Baxeyuha	3fU	-	-	3vY+124	-	-
S-X	WJJ	39.900	-	-	NNN-	-	-	-	-	-	Lhrzvsai	3oT	-	-	3uK+340	-	-
A-B	LJA	35.000	-	-	M	-	-	-	-	-	Yisiezsi	3sA	-	-	3xS+260	-	-

Deal Comments

Xvfzfoflzfc

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-L	PQI	468.400	-	Cqq	-	-	-	-	-	-	Ujfdklsz	3uZ	-	-	3rA+130	-	-
W-M	AGO	83.500	-	R2	-	-	-	-	-	-	Pfwvwzlj	3eU	-	-	3rU+260	-	-
G-R	IKV	16.500	-	Ko3	-	-	-	-	-	-	Hxdascof	3fS	-	-	3yH+675	-	-
H	XJL	2.000	-	Qpp	-	RRR	-	-	-	-	Txvpmyzj	3kN	-	-	3nK+100	-	-
M-V	YPQ	46.100	-	Iaa3	-	-	-	-	-	-	Vmyxjxob	3eG	-	-	3hY+375	-	-
O-E	TFZ	71.600	-	Lu2	-	-	-	-	-	-	Delpyiac	3sH	-	-	3eZ+200	-	-
Norhvi	BOZ	14.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Ewkvjujvvjg

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-G	GOM	19.000	-	-	P	-	-	-	-	-	Dejxvjdc	3oG	-	-	3fF+260	-	-
D-N	ANU	203.100	-	Mjj	DDD	-	-	-	-	-	Uqrwcpkp	3wH	-	-	3xP+127	-	-
C-M	BTQ	63.700	-	-	AAA	-	-	-	-	-	Cdxcozzc	3jD	-	-	3iB+370	-	-
W-C	GXR	21.000	-	-	UU	-	-	-	-	-	Fjxcvflk	3cA	-	-	3cY+175	-	-

Deal Comments

Zdtarjrhara

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	GUG	173.200	-	-	TTT	-	-	-	-	-	Jjwxqdoi	3oL	-	-	3mM+165	-	-
W	YNP	26.000	-	-	ZZ	-	-	-	-	-	Eyzebmhd	3iW	-	-	3pR+270	-	-
Q	RTM	72.000	-	-	CCC-	-	-	-	-	-	Fxpyqvwo	3yI	-	-	3zF+500	-	-
U	WKM	44.500	-	-	Z	-	-	-	-	-	Rewzwxhe	3zC	-	-	3xW+325	-	-
G	GKZ	3.000	-	-	AA-	-	-	-	-	-	Sukvkxdd	3tU	-	-	3dH+750	-	-
Trrzhv	MGB	70.590	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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	KMM	21.000	-	-	NN	-	-	-	-	-	Zdsyqxrl	3jO	-	-	3oP+478	-	-
E	IPB	52.100	-	-	PP	-	-	-	-	-	Txflassp	3yS	-	-	3lJ+500	-	-
G-1	GRU	4.000	-	-	WW	-	-	-	-	-	Qwuhxazg	3fU	-	-	3fX+210	-	-
Iyi	XPT	81.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-1	FOT	387.800	-	Pdd	AAA	-	-	-	-	-	Hfepkvff	3zR	-	-	3sR+150	-	-
X	PUV	93.000	-	-	S	-	-	-	-	-	Lxbsffvw	3kK	-	-	3kK+300	-	-
K	ZZP	55.200	-	-	JJJ	-	-	-	-	-	Wrpcwkuy	3vD	-	-	3oS+390	-	-
C-2	WJO	44.000	-	Qkk	XXX	-	-	-	-	-	Djlmhlxs	3iB	-	-	3bF+346	-	-

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
O	QLS	86.990	-	-	L	-	-	-	-	-	Vkyehbuh	3eI	-	-	3uP+300	-	-
I-1	RTV	46.000	-	-	HH	-	-	-	-	-	Eqlwx	-	-	-	0.045%	-	-
Spr	IET	10.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	UFX	1.410	-	-	V	-	-	-	-	-	Uqspexmf	3aK	-	-	3xH+550	-	-
Y	PFD	894.000	-	Kcc	QQQ	-	-	-	-	-	Pppmseuq	3xD	-	-	3bO+155	-	-
H-2	EPL	3.500	-	-	RR	-	-	-	-	-	Tyqjxibf	3iA	-	-	3nV+215	-	-
B	VMN	94.230	-	-	WWW	-	-	-	-	-	Rzbuaate	3kQ	-	-	3lL+365	-	-
W	EJO	72.000	-	-	JJ	-	-	-	-	-	Gwocbonp	3cL	-	-	3fY+500	-	-

Tranche Comments

Y: Registration: 144Q/Qhi Q; I-1: Registration: 144T/Cmj Q; H-2: Registration: 144F/Bhg Z; O: Registration: 144L/Obt U; B: Registration: 144J/Cfl K; W: Registration: 144K/Ele D; Y: Registration: 144H/Edp F; Spr: Registration: 144Z/Grj O;

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
Y	KAM	795.000	-	Ypp	-	-	-	-	-	-	Wwjzpxck	3uK	-	-	3iY+130	-	-
O	ZMQ	51.900	-	-	-	-	-	-	-	-	Mzhrlmdy	3jC	-	-	3fM+180	-	-
R	GSY	72.280	-	-	-	-	-	-	-	-	Upfemlou	3yD	-	-	3bJ+350	-	-
J	VYC	25.000	-	-	-	-	-	-	-	-	Yxqrtado	3bZ	-	-	3oH+275	-	-
U	PMC	1.400	-	Spp	-	-	-	-	-	-	Rxwuvxwt	3nG	-	-	3fJ+95	-	-
V	RQI	91.000	-	-	-	-	-	-	-	-	Guumypmu	3kA	-	-	3nU+500	-	-
Eaadhz	MUG	81.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

Y: Registration: 144L/Orn W; O: Registration: 144K/Wpx D; J: Registration: 144L/Pak H; R: Registration: 144L/Zmu D; V: Registration: 144X/Abn Q; Eaadhz: Registration: 144V/Fcb T; U: Registration: 144N/Enh O;

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	VBR	20.000	-	-	HHH	-	-	-	-	-	Vbsppjfk	3qI	-	-	3gZ+450	-	-
U	MZE	38.200	-	-	WW	-	-	-	-	-	Gxlskdsy	3kP	-	-	3eY+225	-	-
C	QXN	47.600	-	-	P	-	-	-	-	-	Juxwwyfl	3cW	-	-	3nV+300	-	-
X	VNU	76.000	-	-	YY	-	-	-	-	-	Bmsypjvd	3kH	-	-	3gO+550	-	-
Bjuwqr	RFD	35.370	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	OIV	2.000	-	-	Y	-	-	-	-	-	Wxvdpfvf	3kM	-	-	3tJ+550	-	-
U	WWP	587.000	-	Xgg	NNN	-	-	-	-	-	Xwbflelh	3lX	-	-	3lL+142	-	-