Trinitas Euro CLO VIII DAC — Revenue Payment Dates

Not an exchange calendar. Per the prospectus, a Business Day is a day (other than Sat/Sun) on which:

(a) T2 (TARGET2) is open for settlement of payments in Euro; and

(b) commercial banks and FX markets settle payments in London, Dublin and New York.

A day must qualify in all four settlement venues. Example: 15 Jan 2029 rolls to 16 Jan because of Martin Luther King Jr. Day (New York); 15 Apr 2033 rolls to 19 Apr because of Good Friday + Easter Monday (TARGET2).

TARGET2 holidays: 1 Jan, Good Friday, Easter Monday, 1 May, 25 Dec, 26 Dec.

Q6 · Calculation formula

BD(d) ⇔ Mon–Fri ∧ d ∉ TARGET2 ∪ UK ∪ IE ∪ US-NY

S = 15th of Jan/Apr/Jul/Oct, 15 Jul 2025 → 15 Jan 2038

if BD(S):      P = S            # unadjusted
elif month(BD⁺(S)) == month(S): P = BD⁺(S)   # Following
else:          P = BD⁻(S)       # Preceding

Python (src/payment_dates.py) uses open-source holidays (IE, UK, US-NY) + dateutil.easter for TARGET2. Reproduce: python3 src/payment_dates.py