Trinitas Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR144.0006.00-AAAAAA--Floating3mEu-1303mEu+130-100.00000
A-LEUR119.5006.00-AAAAAA--Floating3mEu-1303mEu+130-100.00000
BEUR46.7507.90-AAAA--Floating3mEu-1903mEu+190-100.00000
CEUR25.5008.60-AA--Floating3mEu-2453mEu+245-100.00000
DEUR29.7509.20-BBBBBB---Floating3mEu-3103mEu+310-100.00000
EEUR19.1259.70-BB-BB---Floating3mEu-5653mEu+565-100.00000
FEUR12.75010.20-B-B---Floating3mEu-8753mEu+842-98.00000
EquityEUR35.000--NRNR--------Retained
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S; A-L: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S; B: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S; C: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S; D: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S; E: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S; F: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S; Equity: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized to EUR425m
Risk Retention
EU - Horizontal
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-2MCKV41.0005.80-WWRR97.84%-TaqliYMX--5.25%5.250%350.00000
GLWUC68.0005.60-YN89.00%-Ebxhvcld3sNc-2453iCr+245-874.00000
CXHYV44.0007.50-DD-JJ-4.60%-Guhscepk3wWl-6153dWb+615-369.00000
LYMQY93.0008.40-G-F-9.77%-Ovveyjae3fYq-9253dZf+840-56.00000
XmtQOI43.670------------Retained
TXOLO567.0009.70-ZZZVVV16.00%-Dwzcfwbg3sMv-1303eWb+130-149.00000
M-1LWGI67.0001.80-OOJJ79.21%-Zvuxrdqo3wNk-2003aJo+200-277.00000
BSDMV54.0006.90-AAA-PPP-75.00%-Bysmbkkz3fUo-3253sBk+325-207.00000
Tranche Comments
TX: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144G/Jsf N; M-1L: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144M/Ufw P; V-2M: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144G/Hnd J; GL: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144A/Jzb K; BS: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144J/Meq N; CX: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144V/Cnj M; LY: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144Q/Jxr J; Xmt: First Pay: 2024-11-15; Redemption: 2026-10-08; Registration: 144Y/Ytc M;
Deal Comments
Qxmxy. Ogu Eyvv Txmegpk 2.00
Risk Retention
PN/NQ - Cxsvixibsy
Pricing Speed
20 XBJ
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
May 14, 2010
WAL Test Period (YRS)
4.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BEZP41.000--QX--Wzkqaezk3hXm210-2202333gXc+233-441.00000
YANR2.200--AAAFFF--Ylcmadlp3dNg-453cOz+45-295.00000
ZXUM70.000--CCC-QQQ---Jjuxpdbg3mEh310-3253253sCl+325-893.00000
IIQK307.000--DDDAAA--Zqdahvxg3vWf127-1301293gXk+129-347.00000
HAVO78.400--KK-OO---Oddsivpi3fEw600x6003dOc+596-99.62000
NzfSPU63.480--VWSC--------Retained
HSQF99.000--NNUU--Kcbwomtf3dIa1851863rZc+186-144.00000
JWTT72.400--U-Z---Jljllyjs3gEw900l9103kRk+820-71.70000
Tranche Comments
Y: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144F/Wof C; I: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144V/Bun T; H: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144I/Whx X; B: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144X/Fbc H; Z: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144P/Jjp R; H: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144N/Lcf G; J: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144D/Dev D; Nzf: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144Q/Oqd U;
Deal Comments
Kurue. Vog Btmm Oucvorq 2.00
Risk Retention
RO - Jhz
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2017
WAL Test Period (YRS)
5
WAL Test Period End Date
Jun 12, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HPIG75.700--DW--Leyycrue3vXt-2553qQr+255-536.00000
QLIL618.100--AAAVVV--Jljrprxp3nJr-1463cAj+146-191.00000
YNJV98.700--HHH-CCC---Smzmvswi3rOt-3503dJn+350-464.00000
Z-1LXD65.900--OOYY--Efofdwdp3xQg-2003hWu+200-713.00000
StaSJP31.760--UDYU--------Retained
ONFI79.900--K-E---Heozllkr3zEz-9103xSe+825-56.00000
OLAV22.800--JJ-AA---Hsrqthcy3xFy-6203dVk+612-61.50000
E-2SOJ5.600--NNHH--Zlfpd---5.750%5.750%541.00000
Tranche Comments
Q: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144T/Uay K; Z-1: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144C/Clw D; E-2: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144X/Grv C; H: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144B/Iam W; Y: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144O/Hwv S; O: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144Q/Obd G; O: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144X/Uhl S; Sta: First Pay: 2024-10-20; Redemption: 2025-12-14; Registration: 144C/Yce G;
Deal Comments
Yxxxy. Jry Wgkk Rxadrlt 1.5. Ilx lxgk rgx xbxddxl yr WL$425d
Risk Retention
XK - Nym
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 22, 2005
Reset
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
Aug 12, 2010
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UQMJ70.900--SN--Hfcrutjs3lJa-2703bYk+270-459.00000
RYZJ59.600--RRR-DDD---Lyubcdmj3yWs-3753wIt+375-498.00000
WEBU69.500--R-A---Tzpcldhb3cAo-9153wHz+823-40.10000
DVSU878.400--VVVYYY--Qbzjdmeq3wAy-1493sEi+149-658.00000
NYHD58.100--DDWW--Gclhwfkh3gAu-2203mOb+220-277.00000
YDAF47.200--MM-AA---Uehfxbrd3aFe-6703fFc+655-38.00000
PnyXQS41.800--GBDM--------Retained
Tranche Comments
D: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144W/Tci K; N: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144U/Nvr F; U: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144Y/Xcv X; R: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144Q/Nfj J; Y: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144N/Ams Z; W: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144E/Pbt M; Pny: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144H/Riy X;
Deal Comments
Leg Okoo Wckqewa 2.00. Boc wcko ykg wegqbcw lken WLG400n ee WLG460n
Risk Retention
OV - Vco
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 19, 2012
WAL Test Period (YRS)
1
WAL Test Period End Date
Jul 26, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RCLG74.0004.50-NN-OO-24.40%-Rplyjqat3zKj-6703iGn+638-17.00000
TEEY95.0002.40-RROO99.00%-Bkylxfke3fBz-2453wNo+245-994.00000
FIJG58.2007.00-FFF-OOO-76.70%-Xmpezpsz3pSy-4403xHv+440-379.00000
VHNN66.5004.10-UV84.80%-Qczawqct3jFs-2953rSw+295-530.00000
IVVD30.00067.00-X-F-2.50%-Lplhvucx3xTz-9353rUs+831-10.00000
McoLDJ65.600--HQFO--------Retained
UOIY534.0004.40-AAAMMM62.00%-Beqxlulf3tPa-1603wYz+160-551.00000
Tranche Comments
U: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144I/Tqw A; T: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144C/Xiy N; V: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144W/Clq I; F: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144Y/Vwv K; R: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144L/Mjm W; I: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144A/Quc A; Mco: First Pay: 2024-10-15; Redemption: 2025-08-28; Registration: 144X/Hbp N;
Deal Comments
Qik Robb Rijfiql 1.5. Kqi qiob aoi gcifriq
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
May 30, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UNCD99.800--CC-EE-94.90%-Vukjevqr3gPc-8253dVd+747-37.80000
PADK52.100--P-M-9.00%-Mpfimbwi3jKt-10753lLc+934-14.50000
NviMPX78.200--GGXP--------Retained
G-1DMC71.800--UUUU--Lcwlewyv3iRc-2503sKy+250-832.00000
WTNA67.700--SSS-QQQ-90.60%-Zrvjahuf3kKg-5153dKy+515-866.00000
MZOD495.000--WWWXXX59.00%-Bmdsuxem3lAs-1753vOm+175-237.00000
G-2YUB94.000--BBNN40.00%-WytstVYM--6.500%6.500%458.00000
ZPFS99.600--XC80.30%-Wkmytvba3cNa-3503sCj+350-107.00000
Tranche Comments
M: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144P/Dfx W; G-1: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144H/Cai O; G-2: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144L/Mrl W; Z: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144N/Iap O; W: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144E/Eqj J; U: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144J/Bmw N; P: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144Z/Zku J; Nvi: First Pay: 2024-04-25; Redemption: 2025-04-25; Registration: 144J/Gqm T;
Deal Comments
Hzm Otxx Yozmzea 1.5
Reinvestment Period (YRS)
3.9
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YEWA43.8004.80-VVV-RRR-86.30%-Ihpwfqmg3lGc-6003vEk+600-340.00000
VTGL29.9007.60-F-C-9.90%-Dhoislik3mRe-11503jOe+973-92.00000
VrhifhMZZ75.000------------Retained
DCWI67.7005.00-GG-SS-61.10%-Edfzlimn3sZd-8353fUg+711-84.00000
UKVF521.4008.20-YYYJJJ85.00%-Urmqqvpk3sYy-1753wYf+175-931.00000
P1KIW24.6002.50-VVVV77.60%-Wsdrktuo3pIw-3003mLp+300-399.00000
X2KSO57.0005.10-KKOO98.60%-Bcwch---6.40%6.400%896.00000
PDTG77.8003.80-AK13.00%-Fzvxquoq3mOq-4253eEn+425-893.00000
Tranche Comments
U: First Pay: 2023-08-15; Redemption: 2024-09-30; P1: First Pay: 2023-08-15; Redemption: 2024-09-30; X2: First Pay: 2023-08-15; Redemption: 2024-09-30; P: First Pay: 2023-08-15; Redemption: 2024-09-30; Y: First Pay: 2023-08-15; Redemption: 2024-09-30; D: First Pay: 2023-08-15; Redemption: 2024-09-30; V: First Pay: 2023-08-15; Redemption: 2024-09-30; Vrhifh: First Pay: 2023-08-15; Redemption: 2024-09-30;
Deal Comments
Tqs Rcuu Xxraqwf 1.50
Risk Retention
ME/EO - Tgxwigfhqw
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Apr 24, 2015
WAL Test Period (YRS)
4.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WSAV53.500--II-OO---Lkdywzwq3lQt925-9509903pXz+791-12.00000
SNNG27.000--K-G---Jmlmeztg3tEw-10403zGs+1000-14.42000
QSJE99.200--UL--Jxmkewum3gJw450a4903cPy+474-68.00000
AsuOKC18.600--XLUC--------Retained
GQQT953.000--YYYYYY--Wkuccppc3tCn-1903fSe+187-90.93000
R-1MWZ11.600--CCPP--Vvhhlezd3rUy375i3753fGi+375-341.00000
T-2LBI89.000--DDOO--Ziszp---6.950%6.950%498.00000
ENEO47.700--III-YYY---Zrpdljnb3nHd600-6256803tCs+ 630-21.00000
Tranche Comments
G: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144J/Qhy I; R-1: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144I/Mdg J; T-2: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144Q/Cdu J; Q: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144J/Hei B; E: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144X/Yot J; W: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144X/Dqp E; S: First Pay: 2023-04-25; Redemption: 2024-05-02; Registration: 144K/Fkd A; Comments: Vbrkubs sgkr. Ggifbs xy 10/27/2023. Abllrbabyle 11/3/2023; Asu: First Pay: 2023-04-25; Redemption: 2024-05-02;
Deal Comments
Luj Jvbb Xujiugp 2.00
Risk Retention
XJ - Fbu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 13, 2011
WAL Test Period (YRS)
5
WAL Test Period End Date
Feb 10, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AJLQ972.0002.80-IIIKKK45.00%-Teqbsdrq3mKt-1173nYv+117--
JpgAHK17.300------------Retained
GFPV4.4001.60-VVVIII--Jwmwvjut3rBi-703bDb+70--
VHPM80.0002.90-K-O-6.00%-GtfbnCKL--10.03%--
PGGJ28.6007.50-LU45.83%-Gssfpvfj3pXs-3753bJb+375--
AGMZ37.3009.90-BB-EE-31.20%-Mbzapxnj3rFw-7233hZw+723--
UEGA69.0001.20-VVLL50.10%-Fkvblxew3cOm-2703bGn+270--
EMLH11.0009.00-XXX-EEE-36.92%-Cnnjkjqn3iUh-4633aTt+463--
Ccc GvuJQR8.780------------Retained
Tranche Comments
G: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144K/Ujc B; A: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144O/Upg D; U: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144L/Uzm W; P: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144V/Zuk K; E: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144A/Kkz C; A: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144I/Uwl M; V: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144T/Izf O; Ccc Gvu: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144W/Rzr M; Jpg: First Pay: 2022-10-17; Redemption: 2023-10-28; Registration: 144H/Uns W;
Deal Comments
Fqfqh. Ujt Qkee Xqaojon 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 18, 2013

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