FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1-U	LTM	389.537	1.80	-	-	-	-	-	91.60%	-	Afqvcyjo	NOQH	-	114	SIXR+114	-	-
O-Z	INL	55.400	5.82	-	-	-	-	-	57.70%	-	Prfjhxkf	JPSD	-	200	ZGIZ+200	-	-
S-D	JGG	98.640	4.76	-	-	-	-	-	13.93%	-	Ayvyyoox	XINS	-	300	QNIA+300	-	-
K2-Q	GAB	22.700	1.69	-	-	-	-	-	79.21%	-	Urqhumvq	UNXR	-	165	UOHT+165	-	-

Tranche Comments

O1-U: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144F/Yeq U; K2-Q: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144X/Qzp Y; O-Z: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144I/Kbv Z; S-D: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144X/Jcu V;

Deal Comments

Wbvutftxutm. Ftt Zfxx Nbmutgh 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
X	ARR	89.000	5.30	Ml2	-	-	-	-	46.00%	-	Oklysdrj	3iH	-	185	3iQ+185	-	-
R	GZI	1.000	6.50	Orr	-	-	-	-	-	-	Hdyhkpfm	3iX	-	100	3aL+100	-	-
B	XLR	23.300	80.30	Gt3	-	-	-	-	8.00%	-	Ohkqblxv	3yH	-	705	3kA+705	-	-
M	XWB	37.000	2.90	G2	-	-	-	-	66.60%	-	Yukeyfmp	3mX	-	240	3aC+240	-	-
Q	OPI	40.500	5.50	Nnn3	-	-	-	-	14.12%	-	Kpezeojd	3uG	-	363	3rV+363	-	-
Bqi	ZYO	24.200	-	AY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	PYC	782.000	8.70	Izz	-	-	-	-	77.00%	-	Jjwulisw	3oA	-	119	3vN+119	-	-

Tranche Comments

R: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144B/Aee L; K: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144J/Bcc T; X: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144L/Xti F; M: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144N/Apm U; Q: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144M/Ajq S; B: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144D/Kvm V; Bqi: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144I/Iym W;

Deal Comments

Bbi Xiww Kfgkbie 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2016

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
A1N	FWK	275.000	-	Dzz	-	-	-	-	-	-	Qmcypzoo	3vB	-	120	3xO+120	-	-
C2CL	XED	59.000	-	Hy2	-	-	-	-	-	-	Zlxflhwy	3nQ	-	175	3kZ+175	-	-
D2TR	QSD	8.000	-	Jj2	-	-	-	-	-	-	Tplod	-	-	-	3.038%	-	-
HJ	VOF	95.500	-	Jpp3	-	-	-	-	-	-	Fjrshule	3yD	-	330	3tI+330	-	-
NX	PBB	94.840	-	Gq3	-	-	-	-	-	-	Ipuhhfcc	3nS	-	710	3nF+710	-	-
GN	HNG	28.880	-	P2	-	-	-	-	-	-	Swcphtqw	3aX	-	215	3xA+215	-	-
Gub	VUP	74.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A1N: Redemption: 2023-10-15; C2CL: Redemption: 2023-10-15; D2TR: Redemption: 2023-10-15; GN: Redemption: 2023-10-15; HJ: Redemption: 2023-10-15; NX: Redemption: 2023-10-15; Gub: Redemption: 2023-10-15;

Deal Comments

Wzbze. Bpu Nkmm Azblpfx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2002

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2T	WHN	14.230	-	Zp2	-	-	-	-	-	-	Pedoyjdo	3vT	-	165	3jL+165	-	-
N1S	COW	367.720	-	Eff	-	KKK	-	-	-	-	Zqqhltmx	3uU	-	103	3wO+103	-	-

Tranche Comments

N1S: Redemption: 2022-01-24; J2T: Redemption: 2022-01-24;

Deal Comments

Zaqamfmxamx. Imm Nfzz uaaamly 0.8

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Nov 1, 2002

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C2A	UPW	60.000	-	-	LL	-	-	-	-	-	Snhxj	-	-	-	3.100%	-	-
N	TZC	22.900	-	-	EE-	-	-	-	-	-	Xlvcrldh	3iF	-	695	3fZ+695	-	-
V2	BWV	4.000	-	-	JJJ-	-	-	-	-	-	Sdmcqqhs	3kY	-	500	3yE+500	-	-
D	BNJ	934.000	-	-	SSS	-	-	-	-	-	Hqxuwtkg	3rZ	-	117	3jY+117	-	-
Qtr	HIH	77.870	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	JOM	86.000	-	-	O	-	-	-	-	-	Vvxmbtrd	3rZ	-	235	3zV+235	-	-
M1	UXL	34.000	-	-	DDD+	-	-	-	-	-	Lruwjszj	3jB	-	320	3gK+320	-	-
M2M	MMI	33.000	-	-	FF	-	-	-	-	-	Tckkxtyz	3oZ	-	180	3yT+180	-	-

Tranche Comments

D: Redemption: 2023-06-01; M2M: Redemption: 2023-06-01; C2A: Redemption: 2023-06-01; U: Redemption: 2023-06-01; M1: Redemption: 2023-06-01; V2: Redemption: 2023-06-01; N: Redemption: 2023-06-01; Qtr: Redemption: 2023-06-01;

Deal Comments

Ybn Mass Opqgbhi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 26, 2018

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	PQD	31.370	-	Yd3	-	NE	-	-	-	-	Smuxzquv	3rR	-	700	3rV+700	-	-
H-1	OGJ	960.760	-	Eww	-	PPP	-	-	-	-	Eescjlaa	3qR	-	137	3oB+137	-	-
C	WFN	71.970	-	Zww3	-	ST	-	-	-	-	Rhkusejg	3xS	-	390	3eJ+390	-	-
D	MGR	63.760	-	S2	-	QV	-	-	-	-	Phhfupxb	3rH	-	280	3iL+280	-	-
Jxm	ZUT	96.600	-	FS	-	QD	-	-	-	-	-	-	-	-	-	-	-
W-2	HNV	73.360	-	Rw2	-	OW	-	-	-	-	Lejuaxky	3bM	-	207	3qX+207	-	-

Tranche Comments

H-1: Redemption: 8/15/2021; W-2: Redemption: 8/15/2021; D: Redemption: 8/15/2021; C: Redemption: 8/15/2021; A: Redemption: 8/15/2021; Jxm: Redemption: 8/15/2021;

Reinvestment Period End Date

Dec 17, 2018

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	BMZ	827.400	9.00	Ttt	-	EEE	-	-	-	-	Ipdraloi	3aV	-	-	3cH+117.75	-	-
J	NUD	36.900	2.00	Wu3	-	-	-	-	-	-	Bxqewooj	3wP	-	-	3oP+625	-	-
Try	KFY	47.600	7.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	ZUN	84.100	6.00	Fee3	-	-	-	-	-	-	Wmpweojw	3oX	-	-	3zX+335	-	-
B	YNW	67.800	6.00	G2	-	-	-	-	-	-	Cswjzsjx	3aZ	-	-	3nJ+240	-	-
K-2	GCX	32.400	5.00	Ur2	-	-	-	-	-	-	Bpfyxxeq	3jK	-	-	3iK+190	-	-

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	AOI	972.390	-	Oss	-	TTT	-	-	-	-	Yqsvpqmf	3qZ	-	-	3yW+127	-	-
Wxhxtl	QIZ	57.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	AGM	96.400	-	Y2	-	-	-	-	-	-	Kmuyeprz	3wM	-	-	3gO+215	-	-
X	CCH	49.000	-	Fc3	-	-	-	-	-	-	Qqpqrmtf	3jI	-	-	3tK+665	-	-
M	VHG	68.200	-	Gaa3	-	-	-	-	-	-	Bdsfszjl	3pA	-	-	3vG+300	-	-
P-2	XWW	41.440	-	Yf2	-	-	-	-	-	-	Gadearir	3jG	-	-	3nU+175	-	-