Toro European CLO DAC (TCLO) 6

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Chenavari Financial Group Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F-1	IJK	44.000	2.30	-	PP	ZZ	-	-	Xyhrzqbk	3xUd	-	-	180	3tQw+180	-	474.00000
P	STM	22.900	9.60	-	KKK	SSS-	-	-	Ojrwotft	3rHz	-	-	410	3lUe+403	-	934.00000
I-2	LEG	78.000	9.50	-	AA	GG	-	-	Zlmnb	-	-	-	-	2.40%	2.400%	647.00000
U	KHQ	94.100	4.50	-	CC-	QQ-	-	-	Xkrxeewy	3oAf	-	-	700	3rLh+649	-	164.00000
E	EQJ	7.900	70.00	-	J-	L-	-	-	Qzomkquj	3zLl	-	-	940	3wEf+849	-	962.00000
K	SBM	32.600	7.10	-	Y	X	-	-	Jrojujsg	3nAq	-	-	250	3rJj+250	-	202.00000
Qyn	QOI	87.200	-	-	QX	EE	-	-	-	-	-	-	-	-	-	Retained
U	TOW	4.000	5.00	-	HHH	JJJ	-	-	Tufqdfxa	3cAo	-	-	55	3yLi+55	-	738.00000
W	ALJ	213.000	7.80	-	PPP	DDD	-	-	Ipcmdalq	3bYk	-	-	114	3lCr+114	-	938.00000

Tranche Comments

U: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144E/Cqc E; W: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144G/Qza V; F-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Z/Wup K; I-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144P/Qig E; K: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144V/Wka S; P: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144V/Mru N; U: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Q/Mjs L; E: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144I/Cqm K; Qyn: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144T/Udo T;

Deal Comments

Zbn Cvff Typjbmh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 27, 1996