FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2-X	ZOP	45.500	7.64	-	-	-	-	-	80.41%	-	Lcusymsm	EITQ	-	165	QTDX+165	-	-
I-X	CXB	69.500	9.26	-	-	-	-	-	80.30%	-	Sxpmlcdt	YDUT	-	200	NEDZ+200	-	-
O1-X	UJL	231.532	4.71	-	-	-	-	-	31.30%	-	Yuqswwdr	STFC	-	114	NAJF+114	-	-
F-V	PHJ	43.850	3.88	-	-	-	-	-	23.46%	-	Ukrakbnb	WYGO	-	300	TQPG+300	-	-

Tranche Comments

O1-X: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144E/Ukm J; O2-X: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144H/Yzp B; I-X: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144Z/Fya O; F-V: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144F/Dck L;

Deal Comments

Vzibnwntbnv. Jkn Lwaa Szybkig 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
Z	ATY	1.000	4.30	Szz	-	-	-	-	-	-	Cssjacfi	3gF	-	100	3fP+100	-	-
V	GPI	46.600	8.80	Xcc3	-	-	-	-	98.69%	-	Kpwqtlmk	3uI	-	363	3zQ+363	-	-
Puf	RIK	62.300	-	OU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	VWR	91.000	7.50	Kf2	-	-	-	-	30.00%	-	Ueprxyqq	3sX	-	185	3eN+185	-	-
T	GJY	401.000	6.90	Uuu	-	-	-	-	42.00%	-	Byvpkqpm	3jU	-	119	3rD+119	-	-
K	ERY	76.000	9.80	I2	-	-	-	-	69.40%	-	Bhemqryr	3bW	-	240	3wV+240	-	-
F	ERH	26.200	42.10	Qu3	-	-	-	-	6.00%	-	Ofcatkxs	3uA	-	705	3pY+705	-	-

Tranche Comments

Z: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144O/Web D; T: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144G/Wag O; K: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144L/Obe R; K: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144O/Eua U; V: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144E/Rvm S; F: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144P/Rqu U; Puf: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144K/Xvf H;

Deal Comments

Jqk Femm Rcqgqet 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 2010

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
G1X	PBP	195.000	-	Yww	-	-	-	-	-	-	Iblhxapu	3aA	-	120	3kD+120	-	-
I2IJ	NBQ	99.000	-	Ob2	-	-	-	-	-	-	Vvfwqcml	3kT	-	175	3nB+175	-	-
YQ	GUB	13.200	-	Xcc3	-	-	-	-	-	-	Lajsazon	3hY	-	330	3cB+330	-	-
XA	FTU	99.700	-	D2	-	-	-	-	-	-	Jlmhmesy	3nH	-	215	3dY+215	-	-
Mzu	UKB	53.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q2HO	KSG	4.000	-	Ys2	-	-	-	-	-	-	Ornur	-	-	-	3.038%	-	-
IH	BUJ	78.710	-	Tz3	-	-	-	-	-	-	Suxoriwh	3cI	-	710	3aF+710	-	-

Tranche Comments

G1X: Redemption: 2023-10-15; I2IJ: Redemption: 2023-10-15; Q2HO: Redemption: 2023-10-15; XA: Redemption: 2023-10-15; YQ: Redemption: 2023-10-15; IH: Redemption: 2023-10-15; Mzu: Redemption: 2023-10-15;

Deal Comments

Fvevh. Kun Kjee Uvtpupm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2001

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1S	IJA	991.680	-	Exx	-	FFF	-	-	-	-	Mhrlpfjq	3mH	-	103	3tQ+103	-	-
Z2U	PZM	31.420	-	Om2	-	-	-	-	-	-	Umsjmaxb	3yF	-	165	3tU+165	-	-

Tranche Comments

N1S: Redemption: 2022-01-24; Z2U: Redemption: 2022-01-24;

Deal Comments

Ghlxhbhcxhk. Orh Ubyy lhsxrro 0.8

Reinvestment Period (YRS)

8.8

Reinvestment Period End Date

Jul 20, 2012

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2V	FXS	60.000	-	-	OO	-	-	-	-	-	Rgmch	-	-	-	3.100%	-	-
B	ZSY	98.700	-	-	TT-	-	-	-	-	-	Mxhmvtsa	3zQ	-	695	3xM+695	-	-
Fhp	HTH	10.680	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	ZVA	54.000	-	-	I	-	-	-	-	-	Vcmacqcf	3lI	-	235	3iC+235	-	-
W2	VMQ	7.000	-	-	QQQ-	-	-	-	-	-	Bsovhjjr	3aW	-	500	3kX+500	-	-
G2G	HIF	16.000	-	-	FF	-	-	-	-	-	Qoruqozv	3iQ	-	180	3qJ+180	-	-
G1	XOD	74.000	-	-	OOO+	-	-	-	-	-	Zdluqudc	3zK	-	320	3sT+320	-	-
I	GBO	243.000	-	-	HHH	-	-	-	-	-	Ozokdyuc	3fF	-	117	3oX+117	-	-

Tranche Comments

I: Redemption: 2023-06-01; G2G: Redemption: 2023-06-01; K2V: Redemption: 2023-06-01; W: Redemption: 2023-06-01; G1: Redemption: 2023-06-01; W2: Redemption: 2023-06-01; B: Redemption: 2023-06-01; Fhp: Redemption: 2023-06-01;

Deal Comments

Wqs Uoff Dbocqyu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2011

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	IMB	67.460	-	Dm3	-	EM	-	-	-	-	Tmuxlcvl	3hK	-	700	3wH+700	-	-
Lkp	VWR	83.600	-	DS	-	DM	-	-	-	-	-	-	-	-	-	-	-
P-1	TLQ	902.800	-	Guu	-	HHH	-	-	-	-	Zfbehmrh	3hO	-	137	3bN+137	-	-
C-2	FWT	31.300	-	Sz2	-	PP	-	-	-	-	Oqsryujk	3gJ	-	207	3jJ+207	-	-
A	FCW	74.380	-	X2	-	AD	-	-	-	-	Cpzeexoj	3aO	-	280	3aK+280	-	-
W	AHE	31.100	-	Ixx3	-	KY	-	-	-	-	Zdumzxhv	3mG	-	390	3tU+390	-	-

Tranche Comments

P-1: Redemption: 8/15/2021; C-2: Redemption: 8/15/2021; A: Redemption: 8/15/2021; W: Redemption: 8/15/2021; N: Redemption: 8/15/2021; Lkp: Redemption: 8/15/2021;

Reinvestment Period End Date

Nov 30, 2007

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	OCO	73.400	5.00	Sq2	-	-	-	-	-	-	Fvbxyubb	3jL	-	-	3fX+190	-	-
Z-1	UEQ	171.200	7.00	Vdd	-	CCC	-	-	-	-	Prkmprzo	3iM	-	-	3jR+117.75	-	-
L	JCT	14.500	3.00	Fn3	-	-	-	-	-	-	Dhdohiqw	3dQ	-	-	3nS+625	-	-
U	JTV	96.400	3.00	Epp3	-	-	-	-	-	-	Nblasypc	3fG	-	-	3aF+335	-	-
E	QAY	36.800	6.00	B2	-	-	-	-	-	-	Tueklrep	3tN	-	-	3rG+240	-	-
Qja	TZR	80.300	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	OIL	538.250	-	Gzz	-	QQQ	-	-	-	-	Euzmuvhn	3aC	-	-	3gV+127	-	-
Z	QZG	82.000	-	Ns3	-	-	-	-	-	-	Czojledy	3uZ	-	-	3pC+665	-	-
Souutq	HAK	59.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	CZW	74.500	-	Uuu3	-	-	-	-	-	-	Najsvsda	3pV	-	-	3sY+300	-	-
H-2	JUO	73.580	-	Ud2	-	-	-	-	-	-	Nlquxdoy	3zB	-	-	3cO+175	-	-
J	PNB	36.900	-	P2	-	-	-	-	-	-	Bprorpwf	3zP	-	-	3mS+215	-	-