FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1-S	YTW	224.191	4.82	-	-	-	-	-	32.40%	-	Dhryerxn	NQNO	-	114	ZUFM+114	-	-
F2-A	LFY	39.300	2.68	-	-	-	-	-	53.41%	-	Rvfrdrtq	XYMQ	-	165	PMSY+165	-	-
Z-K	TWD	42.200	3.64	-	-	-	-	-	66.20%	-	Csmjdheq	BBYP	-	200	KVUO+200	-	-
D-D	MJH	23.320	6.87	-	-	-	-	-	37.24%	-	Eyzxkkfz	UABQ	-	300	NJLF+300	-	-

Tranche Comments

P1-S: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144V/Jot T; F2-A: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144V/Rsu D; Z-K: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144L/Qit D; D-D: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144T/Kfb U;

Deal Comments

Mbehuuuphut. Fku Iuss Nbkhkex 0.5

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
P	ABG	494.000	3.20	Zgg	-	-	-	-	25.00%	-	Mywhobju	3rF	-	119	3dO+119	-	-
S	UIW	70.900	9.20	Kll3	-	-	-	-	18.53%	-	Fwffpsbn	3cE	-	363	3vS+363	-	-
X	EWT	56.700	34.30	Hn3	-	-	-	-	5.00%	-	Hypealuk	3pY	-	705	3bE+705	-	-
R	LAQ	55.000	7.90	V2	-	-	-	-	63.60%	-	Jpsrmzer	3iZ	-	240	3wJ+240	-	-
F	FLJ	2.000	4.80	Vll	-	-	-	-	-	-	Jwzcydce	3vX	-	100	3gT+100	-	-
N	LHU	38.000	9.50	Xp2	-	-	-	-	61.00%	-	Ffzlbubz	3tZ	-	185	3wP+185	-	-
Oli	ZXI	47.900	-	PF	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144L/Ubl N; P: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Y/Dor U; N: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144L/Fhb U; R: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144O/Mqg K; S: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144F/Ihh G; X: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144H/Nmr K; Oli: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144V/Xne V;

Deal Comments

Rwm Eyuu Vtgewax 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 1998

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GU	WYM	11.920	-	F2	-	-	-	-	-	-	Tkhswaek	3mS	-	215	3kF+215	-	-
F1G	URN	582.000	-	Mss	-	-	-	-	-	-	Udfxdpyb	3aG	-	120	3fD+120	-	-
F2FO	HRJ	12.000	-	Em2	-	-	-	-	-	-	Amdqfdjo	3rP	-	175	3tL+175	-	-
A2MN	QQX	2.000	-	Dr2	-	-	-	-	-	-	Rsbjz	-	-	-	3.038%	-	-
BC	HJB	29.600	-	Whh3	-	-	-	-	-	-	Prjjjpdl	3kP	-	330	3pP+330	-	-
AJ	MLU	61.290	-	Jf3	-	-	-	-	-	-	Tkcvisiv	3rV	-	710	3uY+710	-	-
Mku	QHZ	45.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F1G: Redemption: 2023-10-15; F2FO: Redemption: 2023-10-15; A2MN: Redemption: 2023-10-15; GU: Redemption: 2023-10-15; BC: Redemption: 2023-10-15; AJ: Redemption: 2023-10-15; Mku: Redemption: 2023-10-15;

Deal Comments

Kqlqe. Hjv Isgg Aqljjak 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 21, 2009

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1I	AXZ	532.480	-	Iww	-	MMM	-	-	-	-	Tkqlreuu	3pH	-	103	3yV+103	-	-
G2U	PGJ	86.620	-	Zt2	-	-	-	-	-	-	Islzmejw	3hG	-	165	3qQ+165	-	-

Tranche Comments

K1I: Redemption: 2022-01-24; G2U: Redemption: 2022-01-24;

Deal Comments

Bmjxmymqxmc. Mhm Fybb kmixhgv 0.8

Reinvestment Period (YRS)

1.9

Reinvestment Period End Date

Dec 27, 2009

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
Ynf	TLB	88.630	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y1	PMX	15.000	-	-	YYY+	-	-	-	-	-	Ydzbaouv	3gH	-	320	3bM+320	-	-
G2	KNH	4.000	-	-	CCC-	-	-	-	-	-	Dyvauqbu	3iQ	-	500	3rB+500	-	-
Q	HRR	376.000	-	-	BBB	-	-	-	-	-	Zqkevfim	3lZ	-	117	3cZ+117	-	-
G2G	AYX	59.000	-	-	DD	-	-	-	-	-	Zyyjpjqp	3uZ	-	180	3lD+180	-	-
I	FXM	61.000	-	-	T	-	-	-	-	-	Gqyqhbci	3iH	-	235	3fY+235	-	-
N	QMW	85.300	-	-	II-	-	-	-	-	-	Jbbstzzi	3cX	-	695	3mD+695	-	-
Y2R	RZH	48.000	-	-	JJ	-	-	-	-	-	Ewvwa	-	-	-	3.100%	-	-

Tranche Comments

Q: Redemption: 2023-06-01; G2G: Redemption: 2023-06-01; Y2R: Redemption: 2023-06-01; I: Redemption: 2023-06-01; Y1: Redemption: 2023-06-01; G2: Redemption: 2023-06-01; N: Redemption: 2023-06-01; Ynf: Redemption: 2023-06-01;

Deal Comments

Etk Ucss Kykvtug 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 20, 1998

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gcw	ORI	14.700	-	DZ	-	KK	-	-	-	-	-	-	-	-	-	-	-
Y	GKH	81.430	-	Eg3	-	OA	-	-	-	-	Psekjxab	3dY	-	700	3dC+700	-	-
X	ZRP	66.460	-	U2	-	DT	-	-	-	-	Ulzdfelc	3gL	-	280	3eG+280	-	-
P	ZEQ	20.430	-	Fqq3	-	NG	-	-	-	-	Neebjjeg	3sU	-	390	3eN+390	-	-
C-1	XJU	819.660	-	Baa	-	SSS	-	-	-	-	Tpdkqtqg	3hP	-	137	3nI+137	-	-
L-2	QKV	14.260	-	Vj2	-	JU	-	-	-	-	Djlqjkui	3nR	-	207	3kV+207	-	-

Tranche Comments

C-1: Redemption: 8/15/2021; L-2: Redemption: 8/15/2021; X: Redemption: 8/15/2021; P: Redemption: 8/15/2021; Y: Redemption: 8/15/2021; Gcw: Redemption: 8/15/2021;

Reinvestment Period End Date

Feb 20, 2007

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	PHK	82.900	4.00	Fcc3	-	-	-	-	-	-	Jsykjlpb	3zO	-	-	3sZ+335	-	-
V-2	RJP	33.600	7.00	We2	-	-	-	-	-	-	Omehuuuo	3lB	-	-	3nP+190	-	-
W	ZBO	58.700	8.00	U2	-	-	-	-	-	-	Ysjmkfur	3rL	-	-	3xQ+240	-	-
I	TBJ	17.300	1.00	Za3	-	-	-	-	-	-	Wfmkfepn	3rS	-	-	3nJ+625	-	-
C-1	FJL	907.300	9.00	Dvv	-	LLL	-	-	-	-	Ihbwavrr	3mE	-	-	3sT+117.75	-	-
Cua	AUH	40.800	2.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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
U	CNE	54.500	-	Y2	-	-	-	-	-	-	Qawvqrha	3dE	-	-	3fA+215	-	-
Mcdukv	OBL	63.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-2	KKZ	87.720	-	Bb2	-	-	-	-	-	-	Kdkkmkbd	3mG	-	-	3vV+175	-	-
F-1	MQK	770.120	-	Ohh	-	MMM	-	-	-	-	Wzyawltz	3wS	-	-	3rP+127	-	-
W	WAW	18.700	-	Jll3	-	-	-	-	-	-	Okyrpkzz	3gA	-	-	3dF+300	-	-
M	UKE	89.000	-	Mr3	-	-	-	-	-	-	Gvveuzfr	3oE	-	-	3hH+665	-	-