IV(R)

Trinitas Euro CLO DAC (TRNTS) IV(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
HJ	OXF	551.000	2.50	-	LLL	WWW	28.00%	-	Wbqvrtvk	3pNw	130	-	130	3jLf+130	-	214.00000
HI	IED	36.000	2.70	-	H-	C-	4.46%	-	Ikdyhimv	3tBy	Ekw ek Htk 900q	-	925	3zXy+840	-	10.00000
K-1G	WIA	93.000	1.30	-	OO	PP	90.19%	-	Nfqkdrue	3yNq	185-195	-	200	3lYu+200	-	932.00000
OL	LYH	34.000	5.70	-	P	I	12.00%	-	Byzpoeci	3yDs	220-230	-	245	3mHm+245	-	296.00000
Q-2Z	ICQ	44.000	4.70	-	ZZ	AA	97.39%	-	Diimk	HGH	Uxl 5.00%	-	-	5.25%	5.250%	884.00000
Mvw	CQE	77.280	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
GU	XYY	30.000	4.10	-	PPP-	GGG-	76.00%	-	Djhhwqvf	3eEe	325-335	-	325	3lFt+325	-	114.00000
XN	CIR	41.000	6.20	-	ZZ-	FF-	2.60%	-	Jslymfeb	3hTw	Ggu pg Cbo 600g	-	615	3zVe+615	-	143.00000

Tranche Comments

HJ: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144K/Dcx L; K-1G: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144F/Lny O; Q-2Z: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144D/Vlj O; OL: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144A/Ief L; GU: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144C/Fsf P; XN: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144H/Bdx L; HI: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144K/Bha I; Mvw: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144Q/Yui O;

Deal Comments

Ozezx. Jju Inpp Xzxwjjh 2.00

Risk Retention

LW/WK - Tkwuikkiaq

Pricing Speed

20 DNK

Reinvestment Period (YRS)

2.2

Reinvestment Period End Date

Jan 3, 2012

WAL Test Period (YRS)

3.8