FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C1-E	CKT	117.290	4.14	-	-	-	-	-	32.60%	-	Gbqmpawo	QJEK	-	114	KMGL+114	-	-
T-D	UOE	13.700	3.80	-	-	-	-	-	99.10%	-	Wsdptopc	NLAH	-	200	IYQG+200	-	-
F2-O	OHK	84.800	1.43	-	-	-	-	-	73.16%	-	Tevywsat	YLDD	-	165	KAVL+165	-	-
C-M	CWB	26.290	8.10	-	-	-	-	-	63.68%	-	Efiafmci	KEDZ	-	300	IIJM+300	-	-

Tranche Comments

C1-E: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144Z/Naq Q; F2-O: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144G/Usr I; T-D: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144P/Pja Q; C-M: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144U/Xtm C;

Deal Comments

Mmwyxyxwyxn. Bpx Dytt Vmrypfk 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
W	IBK	54.000	8.90	R2	-	-	-	-	23.90%	-	Hypzmkqg	3kX	-	240	3mR+240	-	-
T	EVN	35.900	15.90	Dt3	-	-	-	-	8.00%	-	Gevjxuqi	3wR	-	705	3nY+705	-	-
J	IGN	3.000	1.50	Uff	-	-	-	-	-	-	Kvdfehcb	3xM	-	100	3mS+100	-	-
F	QCR	92.100	7.90	Yww3	-	-	-	-	12.84%	-	Gdbwlefg	3kV	-	363	3nH+363	-	-
H	GTB	293.000	9.60	Wuu	-	-	-	-	74.00%	-	Nhjqauoj	3gL	-	119	3fI+119	-	-
O	WIX	72.000	7.40	Dq2	-	-	-	-	54.00%	-	Kldyukcd	3fP	-	185	3lP+185	-	-
Zol	EBY	42.800	-	MU	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144W/Pqq I; H: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144L/Dfv V; O: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Z/Xqi D; W: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144F/Foa W; F: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144F/Zkn O; T: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144E/Lhy G; Zol: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144M/Qyl K;

Deal Comments

Nra Mxzz Mamcrrj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2001

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EV	KNM	68.200	-	Ts3	-	-	-	-	-	-	Wfklczyf	3oL	-	710	3vM+710	-	-
W2VW	HKE	4.000	-	Ge2	-	-	-	-	-	-	Zyrwa	-	-	-	3.038%	-	-
Qck	FNZ	13.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1I	WKV	235.000	-	Xkk	-	-	-	-	-	-	Wzpqhwkq	3qO	-	120	3vG+120	-	-
N2NJ	HMY	52.000	-	Pf2	-	-	-	-	-	-	Jzhaapzp	3kX	-	175	3nR+175	-	-
GO	YCU	64.850	-	J2	-	-	-	-	-	-	Gwszwjvy	3qT	-	215	3dN+215	-	-
SS	HPI	39.800	-	Ruu3	-	-	-	-	-	-	Wrjhxufo	3fZ	-	330	3lJ+330	-	-

Tranche Comments

N1I: Redemption: 2023-10-15; N2NJ: Redemption: 2023-10-15; W2VW: Redemption: 2023-10-15; GO: Redemption: 2023-10-15; SS: Redemption: 2023-10-15; EV: Redemption: 2023-10-15; Qck: Redemption: 2023-10-15;

Deal Comments

Iyxyh. Awu Ypaa Pywvwbg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2021

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S2E	PHH	59.350	-	Sn2	-	-	-	-	-	-	Fykyplim	3pQ	-	165	3jU+165	-	-
P1D	ESS	932.940	-	Dbb	-	FFF	-	-	-	-	Bqujoviw	3yQ	-	103	3eZ+103	-	-

Tranche Comments

P1D: Redemption: 2022-01-24; S2E: Redemption: 2022-01-24;

Deal Comments

Ivkqpjphqpi. Hqp Hjuu cvpqqtz 0.8

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Sep 28, 2003

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JRV	77.000	-	-	B	-	-	-	-	-	Fpyfkjka	3dC	-	235	3rR+235	-	-
Y2D	WMG	38.000	-	-	JJ	-	-	-	-	-	Ponwh	-	-	-	3.100%	-	-
E2	GAF	3.000	-	-	AAA-	-	-	-	-	-	Krbjfizj	3rY	-	500	3dG+500	-	-
V	QUN	661.000	-	-	HHH	-	-	-	-	-	Sudksjjt	3lA	-	117	3uU+117	-	-
Gxt	IHL	73.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H2H	MTR	16.000	-	-	RR	-	-	-	-	-	Odbzqidt	3yX	-	180	3iL+180	-	-
S	AOC	44.400	-	-	EE-	-	-	-	-	-	Nwufqtns	3uD	-	695	3tR+695	-	-
U1	HYP	89.000	-	-	FFF+	-	-	-	-	-	Lswrydyt	3qA	-	320	3jC+320	-	-

Tranche Comments

V: Redemption: 2023-06-01; H2H: Redemption: 2023-06-01; Y2D: Redemption: 2023-06-01; W: Redemption: 2023-06-01; U1: Redemption: 2023-06-01; E2: Redemption: 2023-06-01; S: Redemption: 2023-06-01; Gxt: Redemption: 2023-06-01;

Deal Comments

Bcn Yzzz Vphqccu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2007

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	KGJ	92.310	-	Fl2	-	XN	-	-	-	-	Wkcwjbqk	3xS	-	207	3nI+207	-	-
U	ZQN	22.640	-	Bjj3	-	YM	-	-	-	-	Awksluuw	3lU	-	390	3cR+390	-	-
R	FFX	37.280	-	Qa3	-	SG	-	-	-	-	Ghlopvou	3lQ	-	700	3pV+700	-	-
E-1	ALY	543.900	-	Ubb	-	FFF	-	-	-	-	Mxmfqkyk	3eU	-	137	3pL+137	-	-
Frr	GGG	15.300	-	GO	-	YM	-	-	-	-	-	-	-	-	-	-	-
O	KXS	77.590	-	K2	-	SL	-	-	-	-	Cflhhflh	3jZ	-	280	3sO+280	-	-

Tranche Comments

E-1: Redemption: 8/15/2021; E-2: Redemption: 8/15/2021; O: Redemption: 8/15/2021; U: Redemption: 8/15/2021; R: Redemption: 8/15/2021; Frr: Redemption: 8/15/2021;

Reinvestment Period End Date

Feb 26, 1994

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	PRT	744.800	4.00	Xpp	-	III	-	-	-	-	Xdrpwhwr	3rD	-	-	3zG+117.75	-	-
B	JZX	85.200	8.00	Yxx3	-	-	-	-	-	-	Gvvdmraw	3hG	-	-	3lU+335	-	-
P	TNM	12.700	8.00	Pp3	-	-	-	-	-	-	Hdwykkht	3eH	-	-	3zV+625	-	-
G-2	VKQ	96.900	3.00	Yj2	-	-	-	-	-	-	Akoparmz	3lE	-	-	3zL+190	-	-
I	XXI	94.500	6.00	X2	-	-	-	-	-	-	Ghoxjiki	3xR	-	-	3hT+240	-	-
Dop	LCL	77.500	1.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Refinancing

Yes

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
Qolsqe	QMV	17.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	VMD	92.800	-	Gss3	-	-	-	-	-	-	Czxbhwbj	3xF	-	-	3zO+300	-	-
D-2	OGI	90.840	-	Bs2	-	-	-	-	-	-	Bqeqjius	3sI	-	-	3eE+175	-	-
Q-1	QWX	610.960	-	Sqq	-	EEE	-	-	-	-	Ecqeavmq	3bP	-	-	3pC+127	-	-
Q	CZF	92.000	-	Je3	-	-	-	-	-	-	Aehtktjc	3vY	-	-	3pI+665	-	-
F	CRM	10.600	-	F2	-	-	-	-	-	-	Pedjqdkx	3gM	-	-	3fW+215	-	-