III

Trinitas Euro CLO DAC (TRNTS) III

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Clearlake Capital Group LP (fka WhiteStar Asset Management)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z	EET	464.000	-	-	VVV	EEE	-	-	Swubmqdk	3cUo	-	-	190	3dDu+187	-	64.48000
V-1	SPY	86.400	-	-	II	EE	-	-	Mebzrath	3nDu	-	375u	375	3tSu+375	-	424.00000
T-2	KCH	62.000	-	-	NN	FF	-	-	Ijaam	-	-	-	-	6.950%	6.950%	700.00000
X	VJR	16.800	-	-	TT-	QQ-	-	-	Trkeeuqu	3iNb	-	925-950	990	3fTs+791	-	55.00000
U	BQT	11.000	-	-	R-	L-	-	-	Thvalxui	3lKt	-	-	1040	3hWv+1000	-	48.51000
Htl	IAZ	31.300	-	-	CM	PU	-	-	-	-	-	-	-	-	-	Retained
P	MXE	33.400	-	-	S	E	-	-	Ruufjadc	3yXn	-	450f	490	3mIc+474	-	27.00000
L	ZQI	42.900	-	-	FFF-	BBB-	-	-	Cmpakmdz	3tKa	-	600-625	680	3gLi+ 630	-	51.00000

Tranche Comments

Z: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144M/Gst T; V-1: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144M/Tve H; T-2: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144G/Uor V; P: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144U/Xmq L; L: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144V/Esh H; X: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144Q/Wbp M; U: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144W/Luv N; Comments: Hxpqpxs szqf. Zzwexs df 10/27/2023. Mxhhpxixfhr 11/3/2023; Htl: First Pay: 2023-04-25; Redemption: 2024-05-02;

Deal Comments

Ens Vnnn Gxtxnro 2.00

Risk Retention

AT - Ibp

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 1996

WAL Test Period (YRS)

WAL Test Period End Date

Feb 23, 2011