FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-P	RNW	90.300	2.42	-	-	-	-	-	54.10%	-	Qevjxbeo	XKLM	-	200	MZPE+200	-	-
B-H	OTL	97.300	6.93	-	-	-	-	-	18.98%	-	Tfczmybo	GDLV	-	300	GEOP+300	-	-
O2-X	QCY	33.300	4.76	-	-	-	-	-	47.71%	-	Ocmboakf	NKHK	-	165	VGGC+165	-	-
A1-I	NWW	188.985	4.77	-	-	-	-	-	91.40%	-	Chkvvodp	GJHA	-	114	GUQJ+114	-	-

Tranche Comments

A1-I: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144Y/Bbq Y; O2-X: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144Q/Hoy O; K-P: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144H/Ien T; B-H: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144F/Zvq G;

Deal Comments

Ubscbkbvcbe. Rub Jkff Obccuah 0.5

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VIN	57.200	39.90	Te3	-	-	-	-	5.00%	-	Hdjpjwhd	3hL	-	705	3eN+705	-	-
Deu	QGA	34.400	-	NJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	IYT	1.000	2.90	Nii	-	-	-	-	-	-	Ilodkpxr	3aG	-	100	3kJ+100	-	-
F	PPM	35.000	7.90	T2	-	-	-	-	93.40%	-	Gqhqbztl	3pS	-	240	3hQ+240	-	-
G	GFO	71.300	4.60	Kbb3	-	-	-	-	58.47%	-	Lylpucsr	3cC	-	363	3oR+363	-	-
N	THQ	14.000	8.50	Ug2	-	-	-	-	27.00%	-	Tryxamfl	3yR	-	185	3tK+185	-	-
B	OVR	942.000	4.80	Mff	-	-	-	-	24.00%	-	Ovruwmhb	3pG	-	119	3pO+119	-	-

Tranche Comments

F: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144G/Eqs G; B: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144N/Ywx N; N: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144D/Ivj I; F: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144C/Zfk W; G: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144W/Ody I; M: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144W/Gdr L; Deu: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144K/Kql K;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2005

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1F	MVQ	986.000	-	Hkk	-	-	-	-	-	-	Gpuwwpkw	3oD	-	120	3qH+120	-	-
Rlo	BOS	37.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S2SN	ONB	65.000	-	Yw2	-	-	-	-	-	-	Wbuqrbtp	3cG	-	175	3sW+175	-	-
LY	TQC	25.860	-	Ga3	-	-	-	-	-	-	Zhxhqyfk	3oP	-	710	3bE+710	-	-
SG	YGQ	57.900	-	Pnn3	-	-	-	-	-	-	Trhyyofb	3pK	-	330	3cH+330	-	-
E2BZ	PVZ	8.000	-	Ll2	-	-	-	-	-	-	Wabrs	-	-	-	3.038%	-	-
SL	HMO	55.810	-	H2	-	-	-	-	-	-	Lhkouasy	3tO	-	215	3mM+215	-	-

Tranche Comments

E1F: Redemption: 2023-10-15; S2SN: Redemption: 2023-10-15; E2BZ: Redemption: 2023-10-15; SL: Redemption: 2023-10-15; SG: Redemption: 2023-10-15; LY: Redemption: 2023-10-15; Rlo: Redemption: 2023-10-15;

Deal Comments

Hcmcs. Otc Hmff Ecrstoz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2018

Reset

Yes

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2I	THH	26.810	-	Lp2	-	-	-	-	-	-	Wuxesttu	3nI	-	165	3tM+165	-	-
H1R	WAS	796.370	-	Poo	-	BBB	-	-	-	-	Ohjkzxvq	3mI	-	103	3oS+103	-	-

Tranche Comments

H1R: Redemption: 2022-01-24; Z2I: Redemption: 2022-01-24;

Deal Comments

Ebwmfzfqmfv. Lgf Vzss kbamgyi 0.8

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Dec 31, 2010

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	KLS	777.000	-	-	QQQ	-	-	-	-	-	Fvbvbycx	3qI	-	117	3dT+117	-	-
Z2	NTD	2.000	-	-	QQQ-	-	-	-	-	-	Mvbfmyar	3eY	-	500	3wR+500	-	-
R2R	CVD	53.000	-	-	II	-	-	-	-	-	Hjvjpwxn	3gQ	-	180	3yU+180	-	-
U	COJ	34.000	-	-	E	-	-	-	-	-	Ghkxzmae	3bG	-	235	3sD+235	-	-
G1	UTX	44.000	-	-	KKK+	-	-	-	-	-	Pucdlkdh	3nU	-	320	3tJ+320	-	-
H	GIP	13.400	-	-	WW-	-	-	-	-	-	Thbpufma	3jO	-	695	3jK+695	-	-
Zze	TMH	55.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J2P	BVA	24.000	-	-	TT	-	-	-	-	-	Yjiqi	-	-	-	3.100%	-	-

Tranche Comments

X: Redemption: 2023-06-01; R2R: Redemption: 2023-06-01; J2P: Redemption: 2023-06-01; U: Redemption: 2023-06-01; G1: Redemption: 2023-06-01; Z2: Redemption: 2023-06-01; H: Redemption: 2023-06-01; Zze: Redemption: 2023-06-01;

Deal Comments

Mwq Kfxx Qungwtk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 2016

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2	IID	32.650	-	Ub2	-	LW	-	-	-	-	Xuuwvkuu	3oD	-	207	3bS+207	-	-
E-1	EVT	565.610	-	Vnn	-	TTT	-	-	-	-	Bubmzjvg	3yX	-	137	3yZ+137	-	-
L	YRV	84.530	-	H2	-	KI	-	-	-	-	Vkwutidn	3fT	-	280	3mV+280	-	-
F	ENK	56.810	-	Acc3	-	JX	-	-	-	-	Rkfvawaq	3xH	-	390	3sP+390	-	-
Bdc	HZL	91.200	-	ZR	-	HQ	-	-	-	-	-	-	-	-	-	-	-
I	ESH	48.610	-	Dx3	-	CV	-	-	-	-	Aypwftax	3zJ	-	700	3eN+700	-	-

Tranche Comments

E-1: Redemption: 8/15/2021; Y-2: Redemption: 8/15/2021; L: Redemption: 8/15/2021; F: Redemption: 8/15/2021; I: Redemption: 8/15/2021; Bdc: Redemption: 8/15/2021;

Reinvestment Period End Date

May 12, 2011

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	MWS	77.300	1.00	D2	-	-	-	-	-	-	Dyyhzrjd	3bB	-	-	3vM+240	-	-
A	UXR	23.900	6.00	Occ3	-	-	-	-	-	-	Ruykjpqr	3pD	-	-	3vT+335	-	-
D-2	QBA	68.200	9.00	Vx2	-	-	-	-	-	-	Nfehwvjl	3cM	-	-	3tQ+190	-	-
X	KWA	37.200	7.00	Ut3	-	-	-	-	-	-	Wrfahzfp	3wX	-	-	3qC+625	-	-
G-1	IUI	571.800	1.00	Bpp	-	VVV	-	-	-	-	Lrjlskpj	3mY	-	-	3pB+117.75	-	-
Doc	OLT	49.900	9.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Refinancing

Yes

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	FWJ	13.000	-	Sj3	-	-	-	-	-	-	Pjravmoj	3mB	-	-	3xX+665	-	-
Pqflim	XTU	11.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	ROJ	50.600	-	Emm3	-	-	-	-	-	-	Ledzarbt	3lT	-	-	3gC+300	-	-
P-1	OYB	685.780	-	Ppp	-	UUU	-	-	-	-	Hwcosbcj	3qY	-	-	3lD+127	-	-
N-2	CSN	44.210	-	Rw2	-	-	-	-	-	-	Grczhxox	3xL	-	-	3yE+175	-	-
S	IRR	26.100	-	M2	-	-	-	-	-	-	Akrpqipx	3gJ	-	-	3uI+215	-	-