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
A-2	AFW	11.000	9.10	-	FF	CC	-	-	Tmknt	-	-	-	-	2.40%	2.400%	302.00000
F	AIB	12.200	7.50	-	QQQ	GGG-	-	-	Fheyfxom	3gWh	-	-	410	3yYc+403	-	250.00000
Lzn	MIF	33.200	-	-	EJ	XI	-	-	-	-	-	-	-	-	-	Retained
F	EFS	4.000	4.00	-	AAA	MMM	-	-	Clcmawlz	3wFd	-	-	55	3dIu+55	-	986.00000
T	LXU	24.800	4.70	-	VV-	VV-	-	-	Weqesbfd	3iJv	-	-	700	3qEa+649	-	927.00000
I	AQM	564.000	8.50	-	SSS	OOO	-	-	Jjdsvfav	3xPk	-	-	114	3lEo+114	-	170.00000
P	NAO	40.600	6.60	-	J	H	-	-	Uyexacov	3rAh	-	-	250	3zBa+250	-	152.00000
E-1	LOM	21.000	8.10	-	LL	CC	-	-	Wrbhckvt	3mEp	-	-	180	3nWj+180	-	525.00000
R	NKF	6.700	79.00	-	A-	W-	-	-	Bwexhvjz	3bSw	-	-	940	3zPd+849	-	268.00000

Tranche Comments

F: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144D/Lyi L; I: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144F/Izy T; E-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144C/Thu J; A-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144J/Xmc U; P: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144B/Fyk X; F: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Y/Nrc D; T: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144C/Aqa X; R: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144N/Gnu E; Lzn: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144G/Hru Q;

Deal Comments

Fqm Gcuu Qcfnqva 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 2010

Refinancing

Yes