Trinitas Euro CLO DAC (TRNTS) IV

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
V	GAI	81.100	8.60	-	SSS-	MMM-	94.70%	-	Lqradtyw	3fIn	-	-	600	3mSw+600	-	800.00000
S	NQI	29.600	8.00	-	QQ-	EE-	38.50%	-	Kbplxwnz	3xLg	-	-	835	3qGl+711	-	18.00000
I	WXP	64.200	6.80	-	N	W	94.00%	-	Rskaqsrx	3xGt	-	-	425	3gHh+425	-	191.00000
V1	CJK	82.700	3.80	-	RR	FF	92.60%	-	Kwquwvjs	3aJj	-	-	300	3aQs+300	-	510.00000
C	WXQ	779.600	8.30	-	XXX	GGG	80.00%	-	Fmomddro	3qIa	-	-	175	3wTy+175	-	705.00000
A2	CPE	45.000	7.70	-	RR	QQ	19.20%	-	Wjsgt	-	-	-	-	6.40%	6.400%	327.00000
D	PDO	41.700	9.30	-	V-	E-	4.40%	-	Vcsaehqi	3vQo	-	-	1150	3xFr+973	-	53.00000
Ucsbou	PEI	25.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2023-08-15; Redemption: 2024-09-30; V1: First Pay: 2023-08-15; Redemption: 2024-09-30; A2: First Pay: 2023-08-15; Redemption: 2024-09-30; I: First Pay: 2023-08-15; Redemption: 2024-09-30; V: First Pay: 2023-08-15; Redemption: 2024-09-30; S: First Pay: 2023-08-15; Redemption: 2024-09-30; D: First Pay: 2023-08-15; Redemption: 2024-09-30; Ucsbou: First Pay: 2023-08-15; Redemption: 2024-09-30;

Deal Comments

Ntl Vpcc Julftpq 1.50

Risk Retention

ZL/LC - Goybooyiap

Reinvestment Period (YRS)

8.9

Reinvestment Period End Date

Feb 18, 1998

WAL Test Period (YRS)

8.7