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
V	QNH	58.500	3.30	-	Q	Q	-	-	Efpoxkmo	3vOj	-	-	250	3oFi+250	-	559.00000
Hcv	XIP	11.100	-	-	HO	XD	-	-	-	-	-	-	-	-	-	Retained
M-1	XXC	47.000	3.60	-	SS	TT	-	-	Oyzwldot	3rMt	-	-	180	3wMv+180	-	793.00000
D-2	WTE	99.000	8.50	-	WW	MM	-	-	Aotyk	-	-	-	-	2.40%	2.400%	926.00000
X	VOW	8.000	9.00	-	ZZZ	PPP	-	-	Cpvfjcay	3wEj	-	-	55	3nEo+55	-	902.00000
L	YER	37.400	7.90	-	FFF	XXX-	-	-	Xdywsbfh	3cTy	-	-	410	3rJn+403	-	580.00000
X	JTL	928.000	2.50	-	ZZZ	GGG	-	-	Uxqqvwwk	3vRo	-	-	114	3rRk+114	-	505.00000
O	QJX	77.900	1.30	-	EE-	VV-	-	-	Srsbytay	3hXs	-	-	700	3bDp+649	-	406.00000
P	YZA	6.800	36.00	-	G-	D-	-	-	Ivddxjnt	3qUy	-	-	940	3rKy+849	-	247.00000

Tranche Comments

X: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Q/Hcy L; X: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144B/Ypo Y; M-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144P/Lwc B; D-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144C/Ulv F; V: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144V/Xxm K; L: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144B/Gjk M; O: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144J/Njk K; P: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144V/Uff W; Hcv: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144N/Nke U;

Deal Comments

Mtb Qqzz Njkxttl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2014

Refinancing

Yes