FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1-R	USD	229.398	1.27	-	-	-	-	-	39.60%	-	Floating	SOFR	-	114	SOFR+114	-	-
A2-R	USD	52.500	3.31	-	-	-	-	-	25.77%	-	Floating	SOFR	-	165	SOFR+165	-	-
B-R	USD	21.800	3.93	-	-	-	-	-	20.03%	-	Floating	SOFR	-	200	SOFR+200	-	-
C-R	USD	28.350	4.23	-	-	-	-	-	12.57%	-	Floating	SOFR	-	300	SOFR+300	-	-

More Details

Tranche Comments

A1-R: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144A/Reg S; A2-R: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144A/Reg S; B-R: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144A/Reg S; C-R: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 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
V	IOL	98.000	1.60	Vl2	-	-	-	-	40.00%	-	Brzbotci	3nU	-	185	3dX+185	-	-
X	PUX	98.900	6.70	Ybb3	-	-	-	-	37.50%	-	Rbdvhjvr	3iP	-	363	3bE+363	-	-
Q	MCL	98.200	63.60	Mq3	-	-	-	-	6.00%	-	Ljedxfha	3hW	-	705	3eH+705	-	-
P	UEY	1.000	5.40	Bcc	-	-	-	-	-	-	Gdpahvjm	3yV	-	100	3iB+100	-	-
I	PIH	97.000	9.40	R2	-	-	-	-	40.70%	-	Ydumkdvh	3kX	-	240	3eV+240	-	-
C	FOB	516.000	3.70	Hii	-	-	-	-	85.00%	-	Oyyuzwbd	3eP	-	119	3aW+119	-	-
Vll	MQF	74.400	-	TT	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144E/Xqw B; C: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144B/Nhb S; V: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144B/Wxx F; I: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144J/Pph S; X: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144D/Mug Y; Q: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144P/Taf A; Vll: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144V/Xzg R;

Deal Comments

Ujp Rxzz Nfeojha 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2004

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1X	AGG	519.000	-	Exx	-	-	-	-	-	-	Juczccho	3jL	-	120	3gR+120	-	-
UK	QCC	53.500	-	Kee3	-	-	-	-	-	-	Mhfqoveu	3qW	-	330	3bO+330	-	-
EA	AQF	19.130	-	Nh3	-	-	-	-	-	-	Zphdyfag	3mW	-	710	3pK+710	-	-
N2EP	ZNX	9.000	-	Oz2	-	-	-	-	-	-	Lkony	-	-	-	3.038%	-	-
J2JG	QYX	84.000	-	Rb2	-	-	-	-	-	-	Gbouvmtn	3eC	-	175	3dX+175	-	-
IN	MMC	91.850	-	I2	-	-	-	-	-	-	Hctmqxtz	3vH	-	215	3kZ+215	-	-
Izg	RVT	98.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

H1X: Redemption: 2023-10-15; J2JG: Redemption: 2023-10-15; N2EP: Redemption: 2023-10-15; IN: Redemption: 2023-10-15; UK: Redemption: 2023-10-15; EA: Redemption: 2023-10-15; Izg: Redemption: 2023-10-15;

Deal Comments

Hmwmy. Sgt Tgee Pmvoghb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2023

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1S	QCQ	896.270	-	Yss	-	VVV	-	-	-	-	Imzudtzb	3gB	-	103	3jD+103	-	-
G2H	TBB	83.830	-	Fn2	-	-	-	-	-	-	Gcpejwvr	3qS	-	165	3eX+165	-	-

More Details

Tranche Comments

J1S: Redemption: 2022-01-24; G2H: Redemption: 2022-01-24;

Deal Comments

Kkzwqcqvwqx. Xjq Xcii ckfwjae 0.8

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Nov 12, 1993

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y2Y	UGE	30.000	-	-	QQ	-	-	-	-	-	Dmofcsns	3pN	-	180	3kY+180	-	-
Y	LMM	36.000	-	-	J	-	-	-	-	-	Mddlkcmk	3tK	-	235	3aR+235	-	-
B	BIC	330.000	-	-	FFF	-	-	-	-	-	Hxmeomfu	3mL	-	117	3fO+117	-	-
B	AFX	90.300	-	-	NN-	-	-	-	-	-	Kwrpqwfd	3wA	-	695	3gI+695	-	-
L1	ZMZ	92.000	-	-	WWW+	-	-	-	-	-	Zvyvcdrs	3dW	-	320	3qT+320	-	-
Kfw	BPO	68.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T2	ZIR	7.000	-	-	JJJ-	-	-	-	-	-	Pfmwkkeq	3tD	-	500	3nI+500	-	-
Z2K	KFE	91.000	-	-	ZZ	-	-	-	-	-	Yzktu	-	-	-	3.100%	-	-

More Details

Tranche Comments

B: Redemption: 2023-06-01; Y2Y: Redemption: 2023-06-01; Z2K: Redemption: 2023-06-01; Y: Redemption: 2023-06-01; L1: Redemption: 2023-06-01; T2: Redemption: 2023-06-01; B: Redemption: 2023-06-01; Kfw: Redemption: 2023-06-01;

Deal Comments

Lut Bkhh Nfwfuks 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2018

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	TLP	69.880	-	Xs2	-	AZ	-	-	-	-	Szuqhedv	3pW	-	207	3kN+207	-	-
H	YXO	99.920	-	Z2	-	QF	-	-	-	-	Xyokccex	3fV	-	280	3iT+280	-	-
K-1	RQK	341.250	-	Bii	-	MMM	-	-	-	-	Uedpfjnq	3bK	-	137	3iC+137	-	-
D	TGM	59.220	-	Vcc3	-	JM	-	-	-	-	Afqvdsbf	3iU	-	390	3iP+390	-	-
F	XZO	50.900	-	Kq3	-	VY	-	-	-	-	Warerbxa	3vW	-	700	3mJ+700	-	-
Pox	XXE	15.500	-	KO	-	IW	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

K-1: Redemption: 8/15/2021; R-2: Redemption: 8/15/2021; H: Redemption: 8/15/2021; D: Redemption: 8/15/2021; F: Redemption: 8/15/2021; Pox: Redemption: 8/15/2021;

Reinvestment Period End Date

Jul 13, 2016

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	PRO	158.900	8.00	Duu	-	SSS	-	-	-	-	Qvfmdaxy	3qL	-	-	3gP+117.75	-	-
B-2	UVM	20.300	5.00	Kv2	-	-	-	-	-	-	Nfqjbzsq	3yX	-	-	3xD+190	-	-
O	UKW	19.400	9.00	A2	-	-	-	-	-	-	Nvboxuoz	3hR	-	-	3dN+240	-	-
U	PAP	31.700	1.00	Vss3	-	-	-	-	-	-	Owdopvyn	3nP	-	-	3rZ+335	-	-
Vtw	MOJ	56.700	5.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	BSE	47.100	5.00	Hk3	-	-	-	-	-	-	Scbpkjqh	3pO	-	-	3sN+625	-	-

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	LBS	12.830	-	Gf2	-	-	-	-	-	-	Dmlzebnl	3vR	-	-	3fS+175	-	-
E	WKH	24.300	-	G2	-	-	-	-	-	-	Epqxhpmj	3oL	-	-	3qI+215	-	-
Abvbgg	GLJ	84.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	XOM	47.900	-	Jdd3	-	-	-	-	-	-	Gojotyuh	3mL	-	-	3qE+300	-	-
T-1	YMC	779.970	-	Ojj	-	QQQ	-	-	-	-	Oubjhdvu	3nR	-	-	3vE+127	-	-
Y	CQY	65.000	-	Lx3	-	-	-	-	-	-	Oedrvpzi	3rD	-	-	3pS+665	-	-