  A trion magnetic polaron formed by the exchange interaction of a positively
charged exciton (trion) with localized spins of Mn$^{2+}$ ions is found
experimentally in a 4\,nm wide
Cd$_{0.98}$Mn$_{0.02}$Te/Cd$_{0.78}$Mn$_{0.02}$Mg$_{0.2}$Te quantum well
containing resident holes. The experiment is performed at a temperature of 1.6
K using resonant excitation of the trion with circularly polarized light. The
trion is formed from a resident hole, which is in a hole magnetic polaron
state, and a photogenerated electron-hole pair. The dynamical evolution from
the hole magnetic polaron to the trion magnetic polaron is accompanied by a
spin-flip of the electron, which results in negative circular polarization of
the photoluminescence. The degree of circular polarization reaches $-8\%$ at
zero magnetic field and strongly decreases in transverse magnetic fields
exceeding 0.2 T. Our model considerations show that different localization
sizes of the resident and photogenerated holes and the resulting difference in
their exchange interaction with the Mn$^{2+}$ spins maintains Mn spin
polarization. The resulting exchange field of Mn acting on the electron
provides a robust spin polarization of the trion magnetic polaron. We evaluate
the electron exchange energy in the T$^+$MP to be 0.19~meV, and the T$^+$MP
binding energy to be about 0.5 - 1 meV.
