Trinitas Euro CLO DAC (TRNTS) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR2.3001.80-AAAAAA--Floating3mEu-703mEu+70--
AEUR248.0004.40-AAAAAA38.00%-Floating3mEu-1173mEu+117--
BEUR34.0006.30-AAAA29.50%-Floating3mEu-2703mEu+270--
CEUR28.5006.60-AA22.38%-Floating3mEu-3753mEu+375--
DEUR28.0007.00-BBB-BBB-15.38%-Floating3mEu-4633mEu+463--
EEUR19.5007.60-BB-BB-10.50%-Floating3mEu-7233mEu+723--
FEUR14.0008.20-B-B-7.00%-FixedYLD--10.03%--
Add SubEUR6.850------------Retained
SubEUR22.500------------Retained
Tranche Comments
X: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; A: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; B: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; C: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; D: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; E: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; F: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; Add Sub: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S; Sub: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2025
Reset
Yes