Trinitas Euro CLO DAC (TRNTS) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR245.000--AAAAAA--Floating3mEu-1903mEu+187-99.85000
B-1EUR26.100--AAAA--Floating3mEu375a3753mEu+375-100.00000
B-2EUR10.000--AAAA--Fixed---6.950%6.950%100.00000
CEUR20.900--AA--Floating3mEu450a4903mEu+474-99.00000
DEUR26.500--BBB-BBB---Floating3mEu600-6256803mEu+ 630-97.00000
EEUR17.400--BB-BB---Floating3mEu925-9509903mEu+791-89.00000
FEUR0.000--B-B----------
SubEUR45.300--NRNR--------Retained
Tranche Comments
A: First Pay: 2023-04-25; Redemption: 2024-05-02; B-1: First Pay: 2023-04-25; Redemption: 2024-05-02; B-2: First Pay: 2023-04-25; Redemption: 2024-05-02; C: First Pay: 2023-04-25; Redemption: 2024-05-02; D: First Pay: 2023-04-25; Redemption: 2024-05-02; E: First Pay: 2023-04-25; Redemption: 2024-05-02; F: First Pay: 2023-04-25; Redemption: 2024-05-02; Comments: Delayed Issuance Tranche; Sub: First Pay: 2023-04-25; Redemption: 2024-05-02;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 2, 2027
WAL Test Period (YRS)
9
WAL Test Period End Date
May 2, 2031