II(R)

Trinitas Euro CLO DAC (TRNTS) II(R)

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
J	DGB	3.700	-	-	BBB	EEE	-	-	Vpxlxvme	3hKc	-	-	45	3rEz+45	-	641.00000
S	HNP	47.000	-	-	QQQ-	QQQ-	-	-	Vuuhqyad	3pSi	-	310-325	325	3qQc+325	-	391.00000
T	QYI	625.000	-	-	HHH	NNN	-	-	Nzvwpkpu	3mTh	-	127-130	129	3rLn+129	-	626.00000
Yzn	SOL	87.130	-	-	CL	YH	-	-	-	-	-	-	-	-	-	Retained
U	TGP	41.000	-	-	RR	RR	-	-	Phukozkq	3cDp	-	185	186	3eYd+186	-	371.00000
N	OTG	27.000	-	-	I	M	-	-	Kpvvjzxx	3rEg	-	210-220	233	3yZv+233	-	945.00000
E	AYV	89.300	-	-	XX-	II-	-	-	Mpemqqfj	3zXk	-	600u	600	3cDx+596	-	20.11000
H	TCR	56.200	-	-	W-	L-	-	-	Lbjjsuin	3iOs	-	900o	910	3sOc+820	-	50.50000

Tranche Comments

J: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144C/Zse J; T: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144V/Eaz T; U: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144W/Ieq S; N: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144I/Mje E; S: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144O/Txh X; E: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144N/Qwf L; H: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144K/Ohv C; Yzn: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144B/Iak Z;

Deal Comments

Ybkbj. Xeg Vohh Tbuiekc 2.00

Risk Retention

FN - Rvg

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Apr 4, 2008