FINSIGHT

Telos CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	PFZ	1.000	-	-	AAA	-	-	-	-	-	Uvvrqfvq	3yA	-	75	3dX+75	-	-
Z1L	NYE	739.900	-	-	GGG	-	-	-	-	-	Jvubczjp	3mP	-	95	3vU+95	-	-
II	OEA	96.190	-	-	XXX-	-	-	-	-	-	Ecjvsmpi	3pX	-	330	3rP+330	-	-
WT	WBE	21.400	-	-	CC-	-	-	-	-	-	Kcoudfyr	3dM	-	656	3yH+656	-	-
Q2P	PIG	94.400	-	-	XXX	-	-	-	-	-	Kryxmdct	3hC	-	125	3bE+125	-	-
KE	ZXB	45.500	-	-	EE	-	-	-	-	-	Buxcaafu	3lL	-	148	3pX+148	-	-
LV	GVH	49.500	-	-	E	-	-	-	-	-	Zfvwssmd	3kK	-	215	3pJ+215	-	-

Tranche Comments

WT: First Pay: 2018-07-17; Redemption: 2019-04-17; II: First Pay: 2018-07-17; Redemption: 2019-04-17; KE: First Pay: 2018-07-17; Redemption: 2019-04-17; Q2P: First Pay: 2018-07-17; Redemption: 2019-04-17; Z1L: First Pay: 2018-07-17; Redemption: 2019-04-17; Y: First Pay: 2018-07-17; Redemption: 2019-04-17; LV: First Pay: 2018-07-17; Redemption: 2019-04-17;

Deal Comments

Zcfch. Sjx Nlss Scvujlm 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 1990

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 15, 2016

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-R	QSV	881.000	-	-	HHH	OOO	-	-	-	-	Tsrppxhs	3mA	-	-	3hL+124	-	-
N-H	FVP	83.000	-	-	T	-	-	-	-	-	Vcpdtcvm	3vZ	-	-	3bL+260	-	-
H	MVC	9.600	-	-	RRR	-	-	-	-	-	Vsdpyjyc	3uM	-	-	3bW+75	-	-
P-P	OZP	99.000	-	-	CC-	-	-	-	-	-	Hxzewwph	3dT	-	-	3sH+655	-	-
J-U	OWH	13.400	-	-	KKK-	-	-	-	-	-	Sszujqdk	3mS	-	-	3hX+340	-	-
H-V	MWA	59.900	-	-	BB	-	-	-	-	-	Mwyxyusc	3sB	-	-	3fX+180	-	-

Deal Comments

Koeijkjoijw

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-H	BFB	40.200	-	Ug2	-	-	-	-	-	-	Zsfhbffc	3eA	-	-	3yW+200	-	-
C	GMT	2.000	-	Nxx	-	QQQ	-	-	-	-	Jcevwdkb	3qT	-	-	3zK+100	-	-
P-H	ZLS	224.900	-	Nhh	-	-	-	-	-	-	Gwkqfiko	3nV	-	-	3pG+130	-	-
L-T	VQN	23.700	-	Y2	-	-	-	-	-	-	Vlyhhcyp	3jC	-	-	3jH+260	-	-
E-Y	GAM	75.700	-	Lrr3	-	-	-	-	-	-	Glsjadvg	3yC	-	-	3wO+375	-	-
Vcfpzt	ZYH	89.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-C	TEQ	16.500	-	Bc3	-	-	-	-	-	-	Omkmytjz	3vV	-	-	3jA+675	-	-

Deal Comments

Tssitqtkitu

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-I	PXM	289.300	-	Yii	TTT	-	-	-	-	-	Qqvylovy	3hC	-	-	3qY+127	-	-
O-A	CXY	90.300	-	-	GGG	-	-	-	-	-	Lykyxovf	3fT	-	-	3hG+370	-	-
P-O	ZSX	27.000	-	-	EE	-	-	-	-	-	Vfodlbvn	3xS	-	-	3qC+175	-	-
M-W	AVT	23.000	-	-	O	-	-	-	-	-	Qxpqzrzg	3uN	-	-	3fI+260	-	-

Deal Comments

Loeskekqskm

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
K	WBA	39.300	-	-	M	-	-	-	-	-	Jekqjmpb	3gB	-	-	3pF+325	-	-
Nrwfho	KNX	68.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	HQT	764.400	-	-	NNN	-	-	-	-	-	Hlmosfai	3hZ	-	-	3yV+165	-	-
R	FTV	14.000	-	-	KKK-	-	-	-	-	-	Pqmdrdss	3nZ	-	-	3iF+500	-	-
W	TUP	58.000	-	-	NN	-	-	-	-	-	Ursqfbwc	3wE	-	-	3wQ+270	-	-
M	PJD	6.000	-	-	JJ-	-	-	-	-	-	Bvzklrce	3uA	-	-	3fY+750	-	-

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	MEM	7.000	-	-	FF	-	-	-	-	-	Euzpcozv	3xD	-	-	3cB+210	-	-
W	BNM	16.300	-	-	CC	-	-	-	-	-	Tdphbwwz	3jQ	-	-	3xV+500	-	-
O	ZSY	23.000	-	-	N	-	-	-	-	-	Uxpbjhyo	3qN	-	-	3lL+300	-	-
N-1	LLN	518.600	-	Udd	KKK	-	-	-	-	-	Iqmkttte	3tA	-	-	3sN+150	-	-
G-2	OHW	10.000	-	Tnn	TTT	-	-	-	-	-	Lbsrxctx	3uV	-	-	3pI+346	-	-
N-2	QCW	82.000	-	-	MM	-	-	-	-	-	Ceswsdhz	3eU	-	-	3gM+478	-	-
T	VJQ	61.900	-	-	XXX	-	-	-	-	-	Wmbmplrb	3xM	-	-	3pH+390	-	-
Txi	BUM	28.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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	ZPI	88.000	-	-	VV	-	-	-	-	-	Slcbb	-	-	-	0.045%	-	-
G	WRA	63.620	-	-	A	-	-	-	-	-	Zdwxvmci	3yQ	-	-	3cI+300	-	-
B	HZL	333.000	-	Jpp	PPP	-	-	-	-	-	Fhazvaba	3zL	-	-	3kZ+155	-	-
H	WTQ	9.990	-	-	A	-	-	-	-	-	Ivvfmkzp	3iX	-	-	3oC+550	-	-
H	HKR	46.000	-	-	WW	-	-	-	-	-	Uzywvhuc	3fD	-	-	3yB+500	-	-
Dhe	LVP	40.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-2	MJJ	9.900	-	-	OO	-	-	-	-	-	Hrljjlks	3dE	-	-	3bJ+215	-	-
Y	JOT	19.990	-	-	GGG	-	-	-	-	-	Dmuaohzq	3kN	-	-	3sZ+365	-	-

Tranche Comments

B: Registration: 144O/Ywo J; D-1: Registration: 144M/Yjp K; Z-2: Registration: 144H/Jes V; G: Registration: 144B/Xct C; Y: Registration: 144A/Xmx W; H: Registration: 144V/Klg R; H: Registration: 144B/Ixr P; Dhe: Registration: 144A/Qqk H;

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	VCY	33.400	-	-	-	-	-	-	-	-	Qlwazjlw	3sA	-	-	3vO+350	-	-
N	AXR	58.900	-	-	-	-	-	-	-	-	Plsfqjre	3eM	-	-	3eH+180	-	-
C	FFR	3.200	-	Zpp	-	-	-	-	-	-	Pceqzbal	3cR	-	-	3bP+95	-	-
A	OTL	88.000	-	-	-	-	-	-	-	-	Tqmwtazt	3xA	-	-	3iL+275	-	-
Tohkvl	PCH	70.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D	MUE	62.000	-	-	-	-	-	-	-	-	Uckzcebu	3kY	-	-	3uP+500	-	-
P	FTC	656.000	-	Wnn	-	-	-	-	-	-	Gbjlvaol	3fH	-	-	3eD+130	-	-

Tranche Comments

P: Registration: 144P/Xoe T; N: Registration: 144Z/Fmc C; A: Registration: 144O/Udx L; A: Registration: 144V/Pid J; D: Registration: 144O/Gri U; Tohkvl: Registration: 144E/Lel Q; C: Registration: 144I/Lso W;

Atalaya Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	IYE	89.700	-	-	DD	-	-	-	-	-	Tuupmvdt	3mI	-	-	3oN+225	-	-
Bareoz	GFC	27.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	EBW	2.000	-	-	N	-	-	-	-	-	Ehdatydu	3iD	-	-	3vQ+550	-	-
X	LFC	56.700	-	-	F	-	-	-	-	-	Kxdrcnmn	3nX	-	-	3bD+300	-	-
E	RIR	35.000	-	-	DD	-	-	-	-	-	Jzrzsljb	3dL	-	-	3oF+550	-	-
U	CIL	796.000	-	Wkk	GGG	-	-	-	-	-	Rpzrtohv	3bI	-	-	3pN+142	-	-
E	CNT	74.000	-	-	ZZZ	-	-	-	-	-	Dcskecsd	3dM	-	-	3mQ+450	-	-