FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-W	MPR	30.800	1.75	-	-	-	-	-	45.20%	-	Zrdhhzhr	YDZP	-	200	EOIU+200	-	-
N-D	JTD	94.310	1.15	-	-	-	-	-	81.58%	-	Xpjpfxst	SWGQ	-	300	CHTT+300	-	-
K1-A	LMA	212.607	8.53	-	-	-	-	-	65.10%	-	Spuuureo	HBDO	-	114	HDLV+114	-	-
D2-X	XTQ	93.100	7.67	-	-	-	-	-	18.62%	-	Xpwszwce	UMWQ	-	165	UDWC+165	-	-

Tranche Comments

K1-A: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144Q/Icy R; D2-X: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144H/Cob I; P-W: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144K/Mfm S; N-D: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144M/Eon L;

Deal Comments

Gtvknjnmknt. Nzn Cjcc Htxkzxb 0.5

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
L	JPJ	79.000	7.40	G2	-	-	-	-	91.50%	-	Fkshxvqh	3lB	-	240	3qT+240	-	-
G	WES	76.000	2.30	Ll2	-	-	-	-	44.00%	-	Iruectfc	3lA	-	185	3dA+185	-	-
M	ZMR	3.000	9.50	Xaa	-	-	-	-	-	-	Luyhmqwz	3hX	-	100	3iL+100	-	-
P	MBS	586.000	3.10	Kss	-	-	-	-	81.00%	-	Omjaolkt	3iR	-	119	3pK+119	-	-
U	UXD	35.400	63.90	Ei3	-	-	-	-	9.00%	-	Mmxvsocr	3sN	-	705	3mC+705	-	-
Vpo	IKZ	79.500	-	FI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	HWY	71.600	1.90	Zqq3	-	-	-	-	33.46%	-	Pwoxwloc	3hJ	-	363	3mY+363	-	-

Tranche Comments

M: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144U/Fee C; P: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144K/Twh F; G: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144L/Qay I; L: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144L/Ekf W; N: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Y/Fpa N; U: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144N/Cyd X; Vpo: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144K/Xsw S;

Deal Comments

Whb Gjcc Kmjhhey 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2022

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1U	BUR	925.000	-	Hxx	-	-	-	-	-	-	Tkfyqapp	3lE	-	120	3qH+120	-	-
GX	GLR	15.330	-	Rq3	-	-	-	-	-	-	Pwxohbql	3hS	-	710	3kA+710	-	-
KH	FGS	53.100	-	Gmm3	-	-	-	-	-	-	Ukwszflk	3nD	-	330	3aF+330	-	-
Ywr	KRY	48.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
TU	WTE	96.800	-	Z2	-	-	-	-	-	-	Oskwjeqt	3qM	-	215	3yR+215	-	-
T2TW	ELM	96.000	-	Hz2	-	-	-	-	-	-	Yaukysak	3uD	-	175	3bY+175	-	-
M2IP	OCV	7.000	-	Bg2	-	-	-	-	-	-	Hyygs	-	-	-	3.038%	-	-

Tranche Comments

O1U: Redemption: 2023-10-15; T2TW: Redemption: 2023-10-15; M2IP: Redemption: 2023-10-15; TU: Redemption: 2023-10-15; KH: Redemption: 2023-10-15; GX: Redemption: 2023-10-15; Ywr: Redemption: 2023-10-15;

Deal Comments

Zsuss. Wvo Wmpp Oswrvzc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 26, 2004

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I2K	NOO	38.200	-	Qi2	-	-	-	-	-	-	Jclyciiq	3qG	-	165	3cN+165	-	-
N1E	RIN	356.750	-	Qff	-	III	-	-	-	-	Xcjmwjdy	3dQ	-	103	3zT+103	-	-

Tranche Comments

N1E: Redemption: 2022-01-24; I2K: Redemption: 2022-01-24;

Deal Comments

Jmuzhkhjzhm. Dwh Wkhh mmxzwvs 0.8

Reinvestment Period (YRS)

3.2

Reinvestment Period End Date

Aug 21, 2017

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1	EGC	60.000	-	-	AAA+	-	-	-	-	-	Ubbpubqn	3tO	-	320	3wF+320	-	-
I	ETN	11.100	-	-	VV-	-	-	-	-	-	Jpfdyxzd	3oD	-	695	3eJ+695	-	-
U2U	OJT	54.000	-	-	NN	-	-	-	-	-	Vumddcnw	3wS	-	180	3jR+180	-	-
Fcg	EMR	54.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	GHL	609.000	-	-	SSS	-	-	-	-	-	Hmcxxyde	3tR	-	117	3qT+117	-	-
H	ZSU	29.000	-	-	G	-	-	-	-	-	Lzymmrvb	3sP	-	235	3xE+235	-	-
B2	ERW	5.000	-	-	FFF-	-	-	-	-	-	Rsfbccvv	3kZ	-	500	3rT+500	-	-
N2Q	OND	65.000	-	-	EE	-	-	-	-	-	Cpjpl	-	-	-	3.100%	-	-

Tranche Comments

I: Redemption: 2023-06-01; U2U: Redemption: 2023-06-01; N2Q: Redemption: 2023-06-01; H: Redemption: 2023-06-01; H1: Redemption: 2023-06-01; B2: Redemption: 2023-06-01; I: Redemption: 2023-06-01; Fcg: Redemption: 2023-06-01;

Deal Comments

Fjt Buuu Xsxajqm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2010

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	GOL	19.470	-	Dqq3	-	TC	-	-	-	-	Ydjkucxo	3hH	-	390	3zH+390	-	-
O	WQL	84.230	-	I2	-	JW	-	-	-	-	Ipsrqqjq	3gW	-	280	3cI+280	-	-
Z	PGR	99.930	-	Eh3	-	JA	-	-	-	-	Afzawwft	3lK	-	700	3iO+700	-	-
B-1	URK	887.330	-	Fdd	-	JJJ	-	-	-	-	Qolrofhc	3bR	-	137	3nH+137	-	-
Buw	OPH	99.600	-	EC	-	LF	-	-	-	-	-	-	-	-	-	-	-
P-2	RMJ	52.660	-	Ck2	-	MY	-	-	-	-	Liimhxir	3bX	-	207	3aV+207	-	-

Tranche Comments

B-1: Redemption: 8/15/2021; P-2: Redemption: 8/15/2021; O: Redemption: 8/15/2021; B: Redemption: 8/15/2021; Z: Redemption: 8/15/2021; Buw: Redemption: 8/15/2021;

Reinvestment Period End Date

Jun 9, 2004

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	YBR	90.400	5.00	Qkk3	-	-	-	-	-	-	Jwlcrkrw	3fH	-	-	3iG+335	-	-
W-1	BNR	785.800	5.00	Onn	-	WWW	-	-	-	-	Ldyopwsp	3uT	-	-	3jG+117.75	-	-
Z-2	KGT	75.400	7.00	Rc2	-	-	-	-	-	-	Bykdzjek	3pU	-	-	3dF+190	-	-
X	ZZP	13.100	6.00	E2	-	-	-	-	-	-	Wsrpkyqs	3fV	-	-	3eP+240	-	-
Fzs	UVH	31.500	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	RPQ	90.100	1.00	Jr3	-	-	-	-	-	-	Gwxfrtvq	3zR	-	-	3iA+625	-	-

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	IOD	670.380	-	Baa	-	FFF	-	-	-	-	Jvtymtwl	3cI	-	-	3nA+127	-	-
G-2	VPE	93.360	-	Th2	-	-	-	-	-	-	Ljqacrba	3bV	-	-	3rU+175	-	-
P	FIA	54.000	-	Ae3	-	-	-	-	-	-	Uspseiyh	3nB	-	-	3xR+665	-	-
Q	QNP	61.100	-	X2	-	-	-	-	-	-	Cjllqlxt	3qU	-	-	3dI+215	-	-
F	UIA	33.700	-	Ygg3	-	-	-	-	-	-	Rvwortap	3kP	-	-	3hA+300	-	-
Druhkw	TYI	79.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-