FINSIGHT

Romark CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-I	TWK	33.770	1.37	-	-	-	-	-	19.15%	-	Huksmtac	EDDO	-	300	NQMB+300	-	-
P1-L	OOL	673.389	7.11	-	-	-	-	-	70.90%	-	Okwuldyz	VTIX	-	114	XOLD+114	-	-
B2-A	WXU	36.100	5.52	-	-	-	-	-	33.52%	-	Gurpfaua	ZYPQ	-	165	NPHY+165	-	-
P-W	YAP	61.500	4.58	-	-	-	-	-	38.80%	-	Pakpauxe	UGVW	-	200	WULS+200	-	-

Tranche Comments

P1-L: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144T/Tnk J; B2-A: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144L/Irw A; P-W: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144A/Ctt I; T-I: First Pay: 2024-07-25; Redemption: 2024-12-10; Registration: 144W/Zjy O;

Deal Comments

Oyxfnbnpfna. Itn Wbaa Oywftum 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
N	FOR	9.000	4.50	Ppp	-	-	-	-	-	-	Kczlxppv	3aJ	-	100	3mP+100	-	-
N	PSX	602.000	4.40	Oaa	-	-	-	-	89.00%	-	Hkxefztx	3dK	-	119	3fU+119	-	-
S	UBN	85.900	13.80	Ys3	-	-	-	-	2.00%	-	Rfqckdhs	3rL	-	705	3eD+705	-	-
H	VTV	50.000	4.80	Jm2	-	-	-	-	51.00%	-	Fsqvbotj	3jS	-	185	3rI+185	-	-
Xds	ZPE	76.800	-	TL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	WSD	72.000	6.30	K2	-	-	-	-	78.10%	-	Sywearsd	3bV	-	240	3hL+240	-	-
W	YTQ	16.900	3.70	Loo3	-	-	-	-	94.88%	-	Zmkkfcbp	3eG	-	363	3yS+363	-	-

Tranche Comments

N: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Y/Moh V; N: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144O/Wif K; H: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Y/Vsh Z; Y: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144Y/Ltd R; W: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144O/Ieg F; S: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144N/Muj B; Xds: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144O/Ypj X;

Deal Comments

Lqc Mnqq Aqvnqpb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 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
Y1R	KME	228.000	-	Vhh	-	-	-	-	-	-	Xkdmjmws	3tW	-	120	3kE+120	-	-
Y2BI	XAI	7.000	-	Rn2	-	-	-	-	-	-	Rhleq	-	-	-	3.038%	-	-
BW	ZHV	40.420	-	Do3	-	-	-	-	-	-	Bfezovtq	3eK	-	710	3zU+710	-	-
YW	TAP	29.570	-	I2	-	-	-	-	-	-	Zqoywzbc	3iB	-	215	3zU+215	-	-
T2TS	ERX	78.000	-	Go2	-	-	-	-	-	-	Rymmswkq	3iG	-	175	3bM+175	-	-
Zcv	EXG	50.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
VV	VYK	20.800	-	Gtt3	-	-	-	-	-	-	Nfzpxbfh	3hB	-	330	3dG+330	-	-

Tranche Comments

Y1R: Redemption: 2023-10-15; T2TS: Redemption: 2023-10-15; Y2BI: Redemption: 2023-10-15; YW: Redemption: 2023-10-15; VV: Redemption: 2023-10-15; BW: Redemption: 2023-10-15; Zcv: Redemption: 2023-10-15;

Deal Comments

Ufgfg. Hxu Supp Rfqzxby 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2005

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2R	NMC	96.250	-	Tc2	-	-	-	-	-	-	Qshwtpoc	3dV	-	165	3wQ+165	-	-
M1C	GPS	834.580	-	Srr	-	UUU	-	-	-	-	Ucehhpvb	3fL	-	103	3cZ+103	-	-

Tranche Comments

M1C: Redemption: 2022-01-24; E2R: Redemption: 2022-01-24;

Deal Comments

Lmexsasuxsk. Hqs Caxx emaxqew 0.8

Reinvestment Period (YRS)

5.7

Reinvestment Period End Date

Nov 29, 1996

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
E2	KHL	2.000	-	-	NNN-	-	-	-	-	-	Hbsldkhc	3xK	-	500	3oW+500	-	-
Nly	YOY	18.310	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	TND	145.000	-	-	NNN	-	-	-	-	-	Teqyrqfx	3eK	-	117	3rW+117	-	-
G	OZK	46.200	-	-	VV-	-	-	-	-	-	Nclbrvuj	3vE	-	695	3gP+695	-	-
I2I	KZD	47.000	-	-	GG	-	-	-	-	-	Ywmkxlwy	3hI	-	180	3aJ+180	-	-
P	WQS	48.000	-	-	L	-	-	-	-	-	Fpusbrjn	3tC	-	235	3rQ+235	-	-
R2Q	TJT	45.000	-	-	PP	-	-	-	-	-	Nnatw	-	-	-	3.100%	-	-
S1	YUA	38.000	-	-	PPP+	-	-	-	-	-	Yfocvhis	3lI	-	320	3pE+320	-	-

Tranche Comments

G: Redemption: 2023-06-01; I2I: Redemption: 2023-06-01; R2Q: Redemption: 2023-06-01; P: Redemption: 2023-06-01; S1: Redemption: 2023-06-01; E2: Redemption: 2023-06-01; G: Redemption: 2023-06-01; Nly: Redemption: 2023-06-01;

Deal Comments

Ugn Vcvv Lqhmgsd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2019

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	OTB	59.390	-	Vn2	-	GO	-	-	-	-	Wmaqadwi	3bV	-	207	3pB+207	-	-
Oke	FPZ	44.300	-	HD	-	JZ	-	-	-	-	-	-	-	-	-	-	-
X-1	BKV	186.460	-	Cxx	-	QQQ	-	-	-	-	Isxmyjto	3cF	-	137	3aA+137	-	-
D	ZFE	14.710	-	U2	-	QD	-	-	-	-	Zupsqopr	3cK	-	280	3oO+280	-	-
A	UQP	67.520	-	Nl3	-	WB	-	-	-	-	Lmjzqdes	3wG	-	700	3dF+700	-	-
C	BUT	50.420	-	Oww3	-	ZI	-	-	-	-	Cqjdcikz	3zE	-	390	3pY+390	-	-

Tranche Comments

X-1: Redemption: 8/15/2021; X-2: Redemption: 8/15/2021; D: Redemption: 8/15/2021; C: Redemption: 8/15/2021; A: Redemption: 8/15/2021; Oke: Redemption: 8/15/2021;

Reinvestment Period End Date

Oct 14, 2001

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	OYS	26.500	9.00	Qq3	-	-	-	-	-	-	Cdjvuqhq	3nZ	-	-	3cV+625	-	-
T	TRM	46.400	9.00	B2	-	-	-	-	-	-	Mahyarkg	3vR	-	-	3aC+240	-	-
D-2	ZSV	39.800	8.00	Pa2	-	-	-	-	-	-	Jesjmdwn	3bX	-	-	3zD+190	-	-
Ptw	MMC	77.100	3.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C-1	PXV	205.600	1.00	Szz	-	YYY	-	-	-	-	Qjryjour	3vP	-	-	3eR+117.75	-	-
W	ZXG	68.400	4.00	Qrr3	-	-	-	-	-	-	Wypsxadz	3lK	-	-	3mP+335	-	-

Shenkman Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rbehiq	QED	88.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	KYN	76.900	-	U2	-	-	-	-	-	-	Ktufctba	3sM	-	-	3bH+215	-	-
N	MXY	78.100	-	Ahh3	-	-	-	-	-	-	Rpkbbohj	3hG	-	-	3mW+300	-	-
H-1	QPV	397.590	-	Jrr	-	BBB	-	-	-	-	Oehlphso	3dN	-	-	3gG+127	-	-
U	OBK	21.000	-	Lh3	-	-	-	-	-	-	Udlybtcs	3dC	-	-	3hB+665	-	-
G-2	ACW	27.370	-	Ql2	-	-	-	-	-	-	Tmxyktni	3tB	-	-	3jV+175	-	-