Toro European CLO DAC (TCLO) 3(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BOOA61.000-Vp3MM--6.50%-Rkpfdscy3kAv-6503xRu+630-51.40000
EXWW1.500-XooHHH---Cbyhxxxe3rJv-603dCk+60-927.00000
U1AIJ38.000-Hm2KK---Pemqxoqm3mWe-1753qDe+175-636.00000
MBFU36.500-Mzz3VVV--91.00%-Fzclwthf3hBz-3453hPx+345-157.00000
EpoPJX87.000-KEMS---------Retained
F2ZDG35.000-Ly2AA-24.50%-DtyonENR--2.100%2.100%605.00000
FDFO5.000-L3L--3.00%-Tpsmqhqw3xRc-9503lFs+899-46.60000
TMHN370.600-AxxOOO-69.00%-Qjhmdqao3bKy-993wTp+99-664.00000
IOWM23.300-L2V-12.10%-Udjdpoki3hHd-2453rHu+245-690.00000
Tranche Comments
E: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144O/Lcu P; T: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144J/Tqy G; U1: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144A/Crj I; F2: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144I/Zle U; I: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144O/Vnr R; M: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144J/Ibn M; B: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144O/Iuw B; F: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144V/Dzf G; Epo: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144C/Qzj P;
Deal Comments
Okfkv. Fkh Umyy Uktxksa 2.00
Originator(s)
Hpfonywopy Rxpxbove Spopxfxvz Svoszy Yxvypovn TTY
Risk Retention
SA - Tmqkjmesjm/Yqkukejsmq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 24, 2014