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
GR	WDW	52.000	2.40	-	KK-	EE-	7.60%	-	Muhhphlh	3hDg	Bzk oz Ulc 600g	-	615	3oQi+615	-	204.00000
IR	QNH	80.000	8.40	-	WWW-	XXX-	63.00%	-	Aeqczjkp	3pSm	325-335	-	325	3mCg+325	-	927.00000
Jjv	BCP	99.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2K	XKR	10.000	2.60	-	II	ZZ	64.71%	-	Cfpoa	AOD	Yso 5.00%	-	-	5.25%	5.250%	745.00000
EJ	QTR	59.000	7.50	-	T-	N-	4.39%	-	Mehafybc	3bZm	Sgm ug Dcb 900o	-	925	3rJb+840	-	73.00000
AP	TZI	253.000	9.20	-	TTT	FFF	23.00%	-	Mmocelsy	3kCv	130	-	130	3dWh+130	-	567.00000
G-1V	AWL	20.000	5.20	-	KK	FF	29.79%	-	Wkfztbap	3gXu	185-195	-	200	3iPg+200	-	390.00000
MO	KNB	33.000	4.60	-	X	O	74.00%	-	Yxzazsif	3nHa	220-230	-	245	3yNl+245	-	998.00000

Tranche Comments

AP: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144K/Jlv O; G-1V: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144C/Fqi G; D-2K: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144V/Zlc C; MO: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144N/Vbw I; IR: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144C/Zyw J; GR: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144T/Qmv V; EJ: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144W/Fth P; Jjv: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144X/Exb I;

Deal Comments

Hwmwv. Nsc Rbvv Iwptsan 2.00

Risk Retention

EE/EW - Hcfifcepvy

Pricing Speed

20 WCV

Reinvestment Period (YRS)

7.3

Reinvestment Period End Date

Nov 14, 2016

WAL Test Period (YRS)

5.3