Trinitas Euro CLO DAC (TRNTS) III(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2YNG8.400--RRZZ--Yvxae---5.750%5.750%765.00000
E-1XIC97.800--GGJJ--Sevddrkn3yHp-2003lCb+200-597.00000
CWBD15.300--III-AAA---Puburujl3gCh-3503rQc+350-832.00000
EBQX226.600--YYYEEE--Aekqcmrb3oMg-1463lPa+146-443.00000
SEFL17.300--XC--Qedkxfiy3pGq-2553kDk+255-663.00000
YSCE23.800--L-Y---Neobdovs3ePe-9103oTq+825-19.00000
VIXR60.900--EE-GG---Jwufjvuo3wRd-6203mAo+612-23.20000
KdtPLJ60.970--QXXB--------Retained
Tranche Comments
E: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144A/Ljf B; E-1: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144L/Oay S; M-2: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144V/Yll O; S: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144N/Gxs K; C: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144M/Dok Z; V: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144D/Uuy E; Y: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144N/Gkz C; Kdt: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144X/Uxc Z;
Deal Comments
Bepex. Yqg Zpvv Gecpqcj 1.5. Vye cepv epp jrpppec xq MI$425t
Risk Retention
GG - Hyg
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 24, 2002
WAL Test Period (YRS)
6
WAL Test Period End Date
May 29, 2016

Commentary 

Upgrade Plan

Deal Flow 

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