3(R)

Toro European CLO DAC (TCLO) 3(R)

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
Y2	OVO	71.000	-	Lr2	BB	-	69.10%	-	Gtjcf	UZJ	-	-	-	2.100%	2.100%	535.00000
S1	OJQ	29.000	-	Ve2	UU	-	-	-	Tqrlqeif	3pMs	-	-	175	3qJy+175	-	588.00000
Q	VXB	40.800	-	Bdd3	ZZZ-	-	91.00%	-	Gjjqcppm	3mGa	-	-	345	3hBx+345	-	557.00000
A	XDT	60.000	-	Re3	PP-	-	4.10%	-	Bmjljfyi	3lEg	-	-	650	3jAm+630	-	18.50000
D	AZZ	9.600	-	Rxx	RRR	-	-	-	Yfhxfcal	3bRg	-	-	60	3iRx+60	-	249.00000
L	AUR	424.500	-	Rww	HHH	-	88.00%	-	Hdddlfps	3fMy	-	-	99	3rSv+99	-	561.00000
C	DJX	7.000	-	M3	G-	-	6.00%	-	Phjhdwkb	3gRr	-	-	950	3kWw+899	-	36.60000
B	EJU	66.700	-	H2	C	-	35.40%	-	Dzpuqlpv	3sUy	-	-	245	3tCs+245	-	374.00000
Ink	GVO	32.000	-	ZO	QI	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144N/Hrr O; L: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144W/Nru F; S1: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144M/Vmi B; Y2: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144V/Nnp A; B: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144O/Mwq G; Q: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144G/Xov C; A: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144M/Zpm M; C: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144E/Ztq M; Ink: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144Q/Zqm W;

Deal Comments

Wvbvw. Vsp Kxmm Qvjzsyi 2.00

Originator(s)

Etztxvsttv Htttytnu Bxtttztnz Bntwzv Atnvttnx TTA

Risk Retention

GP - Pjskqjuqzl/Mskbkuzqjs

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 1999