FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-A	WYA	38.800	4.98	-	-	-	-	-	68.40%	-	Mnpwwuon	ZWCW	-	200	ZNXD+200	-	-
A-I	FYL	66.450	4.56	-	-	-	-	-	97.45%	-	Xrlmecij	LWLE	-	300	HOTO+300	-	-
Q1-Y	YJV	368.634	2.60	-	-	-	-	-	37.60%	-	Cruzaxoc	MVWF	-	114	PLGR+114	-	-
N2-S	JIZ	52.800	9.89	-	-	-	-	-	23.50%	-	Rdybptdl	DIPT	-	165	TBTH+165	-	-

Tranche Comments

Q1-Y: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144E/Bwz N; N2-S: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144G/Vyt X; N-A: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144P/Faq M; A-I: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144E/Zot P;

Deal Comments

Apzmiuifmiu. Asi Dupp Qptmsod 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
F	FNB	81.000	6.60	O2	-	-	-	-	32.80%	-	Dqxzuoco	3oE	-	240	3rS+240	-	-
U	BLP	162.000	7.50	Bnn	-	-	-	-	27.00%	-	Rxkrcyde	3iS	-	119	3xA+119	-	-
E	TNW	6.000	3.90	Guu	-	-	-	-	-	-	Juwhojwc	3oX	-	100	3dR+100	-	-
N	NFS	54.400	9.50	Ezz3	-	-	-	-	33.81%	-	Gqrkrbrv	3aH	-	363	3iF+363	-	-
L	TEH	48.800	20.50	Es3	-	-	-	-	2.00%	-	Rsmqsmxz	3aH	-	705	3sX+705	-	-
U	LSH	65.000	2.20	Jd2	-	-	-	-	29.00%	-	Vbcsvqfr	3gH	-	185	3yB+185	-	-
Mch	LGF	36.700	-	TR	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144P/Ple M; U: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144J/Rtc F; U: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144U/Ahp L; F: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Y/Xbo M; N: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Q/Xvc G; L: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144M/Rvy A; Mch: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144F/Fxp Y;

Deal Comments

Loo Zjmm Cwrbocp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2015

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
HI	NFL	26.220	-	O2	-	-	-	-	-	-	Syqbckoc	3rM	-	215	3jZ+215	-	-
I2IU	YIK	45.000	-	Xv2	-	-	-	-	-	-	Kldprhll	3fT	-	175	3qL+175	-	-
M2MT	GQB	6.000	-	Kg2	-	-	-	-	-	-	Wtvbi	-	-	-	3.038%	-	-
M1R	HUT	316.000	-	Wtt	-	-	-	-	-	-	Bubmteni	3fB	-	120	3jZ+120	-	-
TL	GJI	70.580	-	Rk3	-	-	-	-	-	-	Mbwddzae	3yE	-	710	3bW+710	-	-
Jwi	QWA	55.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
GD	AGB	30.900	-	Moo3	-	-	-	-	-	-	Hkduwxjd	3eM	-	330	3cN+330	-	-

Tranche Comments

M1R: Redemption: 2023-10-15; I2IU: Redemption: 2023-10-15; M2MT: Redemption: 2023-10-15; HI: Redemption: 2023-10-15; GD: Redemption: 2023-10-15; TL: Redemption: 2023-10-15; Jwi: Redemption: 2023-10-15;

Deal Comments

Qvtvp. Axu Bhtt Svwaxsn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2015

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1X	KHD	597.390	-	Zii	-	LLL	-	-	-	-	Mdxktmyq	3hT	-	103	3yC+103	-	-
K2N	IKO	43.420	-	Hl2	-	-	-	-	-	-	Rqvffzoq	3kO	-	165	3dG+165	-	-

Tranche Comments

E1X: Redemption: 2022-01-24; K2N: Redemption: 2022-01-24;

Deal Comments

Vxvtzazitzi. Zfz Aavv exttftk 0.8

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Nov 15, 2005

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	LFN	13.000	-	-	E	-	-	-	-	-	Lbvdhvkl	3cJ	-	235	3hT+235	-	-
W2	LWH	1.000	-	-	ZZZ-	-	-	-	-	-	Ymcaqcmb	3qD	-	500	3zW+500	-	-
H2H	ZRW	96.000	-	-	WW	-	-	-	-	-	Lbbrckut	3uA	-	180	3zR+180	-	-
R	UEI	37.100	-	-	NN-	-	-	-	-	-	Cmkzqhhk	3cG	-	695	3vX+695	-	-
Esy	HKG	44.910	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	BFS	968.000	-	-	PPP	-	-	-	-	-	Czlxbupv	3aW	-	117	3sB+117	-	-
O2G	VHL	50.000	-	-	QQ	-	-	-	-	-	Mpham	-	-	-	3.100%	-	-
D1	EMJ	94.000	-	-	OOO+	-	-	-	-	-	Cvpqeqya	3dW	-	320	3vG+320	-	-

Tranche Comments

L: Redemption: 2023-06-01; H2H: Redemption: 2023-06-01; O2G: Redemption: 2023-06-01; L: Redemption: 2023-06-01; D1: Redemption: 2023-06-01; W2: Redemption: 2023-06-01; R: Redemption: 2023-06-01; Esy: Redemption: 2023-06-01;

Deal Comments

Rcm Cunn Vgoacyl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2011

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	UGZ	787.400	-	Fqq	-	GGG	-	-	-	-	Temspbet	3gJ	-	137	3hE+137	-	-
V-2	GMZ	44.740	-	Ux2	-	HD	-	-	-	-	Vryzrcfa	3hC	-	207	3bG+207	-	-
H	CRW	29.820	-	Pii3	-	KH	-	-	-	-	Sebzzcjk	3pR	-	390	3kF+390	-	-
T	QBD	20.830	-	Kc3	-	JF	-	-	-	-	Hmhkpcln	3pF	-	700	3sR+700	-	-
A	EVE	24.830	-	D2	-	FX	-	-	-	-	Fuolumng	3iV	-	280	3eP+280	-	-
Rul	MFV	91.700	-	GM	-	EC	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

J-1: Redemption: 8/15/2021; V-2: Redemption: 8/15/2021; A: Redemption: 8/15/2021; H: Redemption: 8/15/2021; T: Redemption: 8/15/2021; Rul: Redemption: 8/15/2021;

Reinvestment Period End Date

Dec 12, 2000

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
R	ANJ	45.400	7.00	Rcc3	-	-	-	-	-	-	Wxpzqdhn	3bM	-	-	3oP+335	-	-
R-1	KJB	585.900	5.00	Arr	-	III	-	-	-	-	Crwwcpce	3vQ	-	-	3fC+117.75	-	-
Q-2	GRN	47.300	3.00	Rx2	-	-	-	-	-	-	Ljfewqyt	3zC	-	-	3iB+190	-	-
C	JIB	60.600	9.00	Z2	-	-	-	-	-	-	Ybrdlfbh	3mU	-	-	3bG+240	-	-
N	RLO	50.700	7.00	Ah3	-	-	-	-	-	-	Fpwzffhy	3oP	-	-	3zJ+625	-	-
Ypy	UWO	72.900	8.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	MMM	90.600	-	K2	-	-	-	-	-	-	Exkltqvm	3zO	-	-	3oU+215	-	-
G	ECY	38.200	-	Yqq3	-	-	-	-	-	-	Rbkapybx	3lJ	-	-	3tJ+300	-	-
I	UTA	47.000	-	Jv3	-	-	-	-	-	-	Zhxxkuxv	3gC	-	-	3hI+665	-	-
Fczomc	QZZ	85.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D-1	EIN	758.960	-	Ohh	-	NNN	-	-	-	-	Dhjxltlj	3cF	-	-	3kD+127	-	-
F-2	HPD	37.680	-	Dn2	-	-	-	-	-	-	Kyvsyvuv	3iK	-	-	3mS+175	-	-