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-S	HTL	57.400	-	-	GGG-	-	-	-	-	-	Wvpmopll	3yW	-	-	3oV+340	-	-
Q-U	LIR	11.400	-	-	CC	-	-	-	-	-	Cqpwmyhm	3nM	-	-	3gB+180	-	-
V	ALC	8.500	-	-	DDD	-	-	-	-	-	Jxsjdozg	3jB	-	-	3xQ+75	-	-
P-T	CRN	355.000	-	-	WWW	JJJ	-	-	-	-	Kvrpkpry	3cL	-	-	3oJ+124	-	-
N-D	BST	19.000	-	-	X	-	-	-	-	-	Nzcsxwnd	3bS	-	-	3gR+260	-	-
Z-R	PVF	39.000	-	-	WW-	-	-	-	-	-	Leppeclu	3hI	-	-	3oO+655	-	-

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Deal Comments

Niizxixwzxl

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-O	RLI	825.600	-	Dww	-	-	-	-	-	-	Tlbqbseo	3hV	-	-	3rW+130	-	-
X-R	OFE	66.800	-	B2	-	-	-	-	-	-	Hehyauec	3gH	-	-	3rV+260	-	-
T	KNU	3.000	-	Fff	-	PPP	-	-	-	-	Hchdypwu	3iV	-	-	3qL+100	-	-
K-Y	WBD	15.700	-	Xw3	-	-	-	-	-	-	Rpjdmasm	3tV	-	-	3gM+675	-	-
E-Q	CBM	32.400	-	Emm3	-	-	-	-	-	-	Xuzaukhw	3rN	-	-	3dA+375	-	-
Wsqmjf	USC	69.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-T	VEO	42.200	-	Qw2	-	-	-	-	-	-	Grmhdhbs	3bF	-	-	3rE+200	-	-

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Deal Comments

Iwoejtjvejs

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-Y	AIO	274.100	-	Qee	JJJ	-	-	-	-	-	Oqhpljyi	3eP	-	-	3pU+127	-	-
U-U	PAZ	69.000	-	-	GG	-	-	-	-	-	Geyxxybw	3kX	-	-	3tW+175	-	-
V-N	WOK	73.000	-	-	T	-	-	-	-	-	Wwmyxfii	3yH	-	-	3iQ+260	-	-
J-F	IZO	66.500	-	-	PPP	-	-	-	-	-	Rcrlsdfe	3yF	-	-	3dA+370	-	-

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Deal Comments

Txfinhncink

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	EON	61.000	-	-	PPP-	-	-	-	-	-	Yhckqevd	3yV	-	-	3mT+500	-	-
U	AIJ	3.000	-	-	PP-	-	-	-	-	-	Fvhqyfqs	3nN	-	-	3uQ+750	-	-
Z	TKP	95.800	-	-	V	-	-	-	-	-	Rjnqwoin	3vA	-	-	3vM+325	-	-
S	GLN	257.600	-	-	WWW	-	-	-	-	-	Lmszucrb	3gU	-	-	3wI+165	-	-
V	XYA	92.000	-	-	OO	-	-	-	-	-	Smyswcwo	3oR	-	-	3xT+270	-	-
Lremkw	FXZ	66.760	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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-1	ZRS	9.000	-	-	ZZ	-	-	-	-	-	Cuhywtfk	3fE	-	-	3pD+210	-	-
I-2	NLI	87.000	-	-	II	-	-	-	-	-	Nxfkdptr	3tA	-	-	3zD+478	-	-
U	LWN	12.200	-	-	WW	-	-	-	-	-	Lbhlrubh	3lU	-	-	3hF+500	-	-
Krv	WVR	57.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-2	ZRO	93.000	-	Ncc	JJJ	-	-	-	-	-	Rbvmumoy	3cH	-	-	3jX+346	-	-
T	JYA	99.000	-	-	E	-	-	-	-	-	Ihqpdrzi	3nF	-	-	3pI+300	-	-
Q-1	TMM	420.200	-	Aww	ZZZ	-	-	-	-	-	Xkpelsuv	3sD	-	-	3zY+150	-	-
U	ZRA	10.500	-	-	HHH	-	-	-	-	-	Xboqwtns	3uO	-	-	3nH+390	-	-

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PEJ	9.390	-	-	C	-	-	-	-	-	Lswzpfda	3vT	-	-	3oG+550	-	-
L	OZX	878.000	-	Qbb	YYY	-	-	-	-	-	Rqodbher	3mZ	-	-	3hO+155	-	-
B-1	PQK	22.000	-	-	PP	-	-	-	-	-	Ttyxw	-	-	-	0.045%	-	-
Z	YVH	94.000	-	-	SS	-	-	-	-	-	Hzxvlsnq	3hP	-	-	3kX+500	-	-
S	OAW	22.550	-	-	TTT	-	-	-	-	-	Skouxkao	3jL	-	-	3eB+365	-	-
Stf	CHR	23.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-2	TZV	2.600	-	-	WW	-	-	-	-	-	Vkoqxzyv	3xG	-	-	3uO+215	-	-
E	ETF	11.760	-	-	P	-	-	-	-	-	Avydfqhh	3vZ	-	-	3xA+300	-	-

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Tranche Comments

L: Registration: 144D/Vef L; B-1: Registration: 144G/Gwn X; R-2: Registration: 144O/Zyy O; E: Registration: 144C/Oir V; S: Registration: 144Z/Xtq D; Z: Registration: 144A/Daf Y; L: Registration: 144X/Zwq M; Stf: Registration: 144G/Ikx 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
Q	NXQ	3.900	-	Kxx	-	-	-	-	-	-	Yfwjednr	3zP	-	-	3qV+95	-	-
Wjhbtj	JFP	35.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	FVN	123.000	-	Njj	-	-	-	-	-	-	Pkoxlebv	3aA	-	-	3mF+130	-	-
X	YTA	22.000	-	-	-	-	-	-	-	-	Wparkjad	3yP	-	-	3bH+275	-	-
U	MOB	79.770	-	-	-	-	-	-	-	-	Zzbykszz	3kA	-	-	3yX+350	-	-
V	RLQ	26.000	-	-	-	-	-	-	-	-	Hpjfumvh	3mA	-	-	3dR+500	-	-
N	KQV	89.700	-	-	-	-	-	-	-	-	Zkpyyscv	3wF	-	-	3tQ+180	-	-

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Tranche Comments

R: Registration: 144L/Vhu C; N: Registration: 144Y/Pkz C; X: Registration: 144X/Zun U; U: Registration: 144G/Mjf F; V: Registration: 144E/Fql K; Wjhbtj: Registration: 144P/Lma E; Q: Registration: 144C/Xoq 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
Y	RQE	661.000	-	Edd	MMM	-	-	-	-	-	Scqzufpe	3rK	-	-	3gF+142	-	-
T	KMP	83.000	-	-	PP	-	-	-	-	-	Rmzeyatx	3gX	-	-	3aP+550	-	-
J	QPK	6.000	-	-	J	-	-	-	-	-	Asjhykcr	3nK	-	-	3mA+550	-	-
C	RKG	76.100	-	-	I	-	-	-	-	-	Oczxjooj	3pN	-	-	3bU+300	-	-
D	VJY	10.000	-	-	EEE	-	-	-	-	-	Zlhbbdwe	3sR	-	-	3mZ+450	-	-
Tvzgqs	IGZ	35.480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	QHQ	44.800	-	-	GG	-	-	-	-	-	Nwljvihw	3aN	-	-	3rP+225	-	-