Company: TRTN-PA
Filing Date: 2025-11-06
Form Type: 6-K
Source: 0001660734-25-000034
Chunk: 25

Company: Triton International Ltd
Filing Date: 2025-11-06
Form: 6-K
Chunk 25
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 of its floating-rate debt to a fixed-rate basis, thus reducing the impact of interest rate changes on future interest expense. Interest rate swaps involve the receipt of floating-rate amounts in exchange for fixed-rate interest payments over the lives of the agreements without an exchange of the underlying principal amounts. These swaps are designated as cash flow hedges for accounting purposes and accordingly, changes in the fair value are recorded in Accumulated other comprehensive income (loss) and are reclassified to interest and debt expense when the hedged interest payments are recognized.

The counterparties to these agreements are highly rated financial institutions. In the unlikely event that the counterparties fail to meet the terms of these agreements, the Company's exposure is limited to the interest rate differential on the notional amount at each monthly settlement period over the life of the agreements. The Company does not anticipate any non-performance by the counterparties.

Certain assets of the Company's subsidiaries are pledged as collateral for various ABS facilities. Additionally, the Company may be required to post cash collateral on certain derivative agreements if the fair value of these contracts represents a liability. Any amounts of cash collateral posted are included in Other assets on the Consolidated Balance Sheets and are presented in operating activities on the Consolidated Statements of Cash Flows. As of September 30, 2025, the Company had cash collateral on derivative instruments of $ 0.4million.

Within the next twelve months, the Company expects to reclassify $ 21.6million of net unrealized and realized gains related to derivative instruments designated as cash flow hedges from Accumulated other comprehensive income (loss) into earnings.

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### TRITON INTERNATIONAL LIMITED
<div align='center'>NOTES TO UNAUDITED CONSOLIDATED FINANCIAL STATEMENTS (Continued)</div>

As of September 30, 2025, the Company had derivative agreements in place to fix interest rates on a portion of the borrowings under its debt facilities with floating interest rates as summarized below:

| Derivatives           |     | Notional Amount (in millions) |     | Weighted Average              
 Fixed Leg (Pay) Interest Rate |     | Weighted Average 
 Remaining Term   |
| Interest Rate Swap(1) |     |                      $1,780.0 |     | 2.47%                         |     | 4.4 years        |

(1) Excludes certain interest rate swaps with an effective date in a future period ("forward starting swaps"). Including these instruments will increase total notional amount by