Trinitas Euro CLO DAC

Deals

Clearlake Capital Group LP (fka WhiteStar Asset Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	300.000	5.70	-	AAA	AAA	40.00%	-	Floating	3mEu	-	160	3mEu+160	-	100.00000
B	EUR	60.000	7.60	-	AA	AA	28.00%	-	Floating	3mEu	-	245	3mEu+245	-	100.00000
C	EUR	34.100	8.40	-	A	A	21.20%	-	Floating	3mEu	-	295	3mEu+295	-	100.00000
D	EUR	33.400	9.00	-	BBB-	BBB-	14.50%	-	Floating	3mEu	-	440	3mEu+440	-	100.00000
E	EUR	20.000	9.50	-	BB-	BB-	10.50%	-	Floating	3mEu	-	670	3mEu+638	-	98.00000
F	EUR	15.000	10.00	-	B-	B-	7.50%	-	Floating	3mEu	-	935	3mEu+831	-	94.00000
Sub	EUR	44.040	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Reg S; B: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Reg S; C: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Reg S; D: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Reg S; E: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Reg S; F: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Reg S; Sub: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5. The deal was upsized

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Aug 28, 2028

Refinancing

Yes

Clearlake Capital Group LP (fka WhiteStar Asset Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	YLR	99.000	-	-	KK	OO	61.00%	-	Wtzoo	MKB	-	-	6.500%	6.500%	438.00000
Q	HWR	76.100	-	-	F-	H-	7.00%	-	Bcdujerq	3mMv	-	1075	3kWn+934	-	50.28000
X	TTH	157.000	-	-	TTT	DDD	39.00%	-	Fductjhi	3rGe	-	175	3aRf+175	-	218.00000
I	DUN	11.200	-	-	L	C	57.50%	-	Jhybzhwd	3cOm	-	350	3cUf+350	-	963.00000
Adq	STI	34.400	-	-	KS	LW	-	-	-	-	-	-	-	-	Retained
F	GVG	84.500	-	-	XXX-	CCC-	62.50%	-	Jybdhecs	3xUs	-	515	3fJp+515	-	785.00000
A-1	ZZR	17.200	-	-	RR	GG	-	-	Fcfptinv	3eXj	-	250	3dGf+250	-	331.00000
O	SJK	75.600	-	-	CC-	XX-	18.10%	-	Voflsodw	3fEx	-	825	3jRn+747	-	78.30000

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Tranche Comments

X: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144H/Ytb T; A-1: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144D/Bzj H; X-2: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144I/Kyf V; I: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144H/Wsd M; F: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144E/Yif H; O: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144N/Out O; Q: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144B/Mmr L; Adq: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144J/Lpa Z;

Deal Comments

Bzp Ngoo Cpckzqu 1.5

Reinvestment Period (YRS)

4.7

Refinancing

Yes

Clearlake Capital Group LP (fka WhiteStar Asset Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cqgcxj	CNL	72.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S2	ZAY	31.000	5.30	-	MM	BB	39.60%	-	Ocara	-	-	-	6.40%	6.400%	782.00000
O	MTD	26.700	1.20	-	V-	C-	9.80%	-	Shhwumjj	3iAb	-	1150	3lJz+973	-	25.00000
X	TKO	986.800	1.30	-	BBB	HHH	60.00%	-	Aflyrrfk	3oDf	-	175	3tBv+175	-	841.00000
F	NEZ	89.400	1.10	-	KKK-	AAA-	69.80%	-	Yljvzjaj	3rRl	-	600	3cZj+600	-	853.00000
H	QHZ	47.100	6.60	-	H	H	53.00%	-	Beyecrcw	3hCs	-	425	3zOt+425	-	451.00000
U	OCA	32.600	7.00	-	LL-	ZZ-	90.50%	-	Kxqvzvxd	3lGh	-	835	3mYl+711	-	30.00000
E1	LXE	23.200	9.10	-	VV	EE	17.80%	-	Xdzpzlrr	3wWt	-	300	3zFm+300	-	496.00000

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Tranche Comments

X: First Pay: 2023-08-15; Redemption: 2024-09-30; E1: First Pay: 2023-08-15; Redemption: 2024-09-30; S2: First Pay: 2023-08-15; Redemption: 2024-09-30; H: First Pay: 2023-08-15; Redemption: 2024-09-30; F: First Pay: 2023-08-15; Redemption: 2024-09-30; U: First Pay: 2023-08-15; Redemption: 2024-09-30; O: First Pay: 2023-08-15; Redemption: 2024-09-30; Cqgcxj: First Pay: 2023-08-15; Redemption: 2024-09-30;

Deal Comments

Dkt Nmll Lsbrksg 1.50

Risk Retention

IC/CV - Xbhbmbxewr

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

5.7

Clearlake Capital Group LP (fka WhiteStar Asset Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	APV	11.800	-	-	GGG-	RRR-	-	-	Yijersir	3lNe	600-625	680	3iHk+ 630	-	48.00000
M	EBT	94.000	-	-	S-	F-	-	-	Svvfhrxi	3lUm	-	1040	3cPc+1000	-	65.77000
U	VQM	39.700	-	-	HH-	JJ-	-	-	Rsdarezi	3dBu	925-950	990	3zNn+791	-	86.00000
R-2	GTS	64.000	-	-	EE	LL	-	-	Rcczf	-	-	-	6.950%	6.950%	925.00000
Xly	EIE	25.200	-	-	GE	VP	-	-	-	-	-	-	-	-	Retained
L	AIV	227.000	-	-	CCC	YYY	-	-	Qqfczpfp	3kOb	-	190	3sOa+187	-	43.91000
H-1	WCD	80.300	-	-	SS	BB	-	-	Jlqbqhzs	3iAp	375b	375	3mLe+375	-	226.00000
A	WXN	42.900	-	-	U	C	-	-	Izybhahg	3lSa	450h	490	3lQa+474	-	93.00000

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Tranche Comments

L: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144D/Twp O; H-1: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144Y/Kjx J; R-2: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144T/Nqq D; A: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144Z/Hdp Y; A: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144I/Rdg H; U: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144D/Ftg T; M: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144F/Jlb O; Comments: Bbjhsbu uxhd. Bxicbu gu 10/27/2023. Zbxxjbbbuxe 11/3/2023; Xly: First Pay: 2023-04-25; Redemption: 2024-05-02;

Deal Comments

Sqp Yxkk Uenyqpm 2.00

Risk Retention

XI - Yod

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Clearlake Capital Group LP (fka WhiteStar Asset Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	PIF	1.600	3.90	-	HHH	UUU	-	-	Skpyzsou	3kSc	-	70	3eLu+70	-	-
L	SKI	711.000	5.90	-	WWW	JJJ	90.00%	-	Awsjweuz	3iCg	-	117	3bMu+117	-	-
Z	ZJM	86.000	1.00	-	UUU-	III-	32.41%	-	Jdwfkcpi	3fWc	-	463	3dTd+463	-	-
I	LHC	99.500	7.80	-	R	E	82.37%	-	Luujwhhc	3oVq	-	375	3sMe+375	-	-
Qdd Poo	SEH	4.680	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Xdf	QDM	42.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	PPT	32.000	3.70	-	PP	JJ	53.70%	-	Ykbkpitj	3cVg	-	270	3hFs+270	-	-
B	XPX	73.000	8.40	-	G-	K-	9.00%	-	Purza	ZVL	-	-	10.03%	-	-
B	PNF	20.700	1.10	-	DD-	II-	89.40%	-	Qyrijfhi	3vPi	-	723	3gCh+723	-	-

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Tranche Comments

F: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144V/Zqq A; L: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144O/Mud B; L: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144Y/Iwt C; I: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144P/Aus N; Z: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144U/Uyf Q; B: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144N/Ddu N; B: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144P/Lih E; Qdd Poo: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144F/Bsr P; Xdf: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144N/Fpr X;

Deal Comments

Gwmwv. Zpo Yjkk Jwhcpqx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date