Toro European CLO DAC (TCLO) 2(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q2IIE57.000-Ll2SS-86.90%-VqbltJLC--2.150%2.150%857.00000
RMNR58.200-Baa3KKK--19.00%-Lpmsfxll3hRz-3553aXm+355-607.00000
PrsGAH31.490-PPLC---------Retained
NCSZ48.700-Q2J-26.50%-Dwfzuxkg3aZq-2453iNt+245-835.00000
JZGW23.700-Ey3ZZ--4.30%-Uyzfhvqf3vXu-6753aHu+647-35.00000
A1FJS46.400-Hz2KK---Ykejrpuy3aWn-1853tGx+185-741.00000
NYSO8.210-ZccEEE---Lzcrkwct3cGg-303yQz+30-686.00000
GIGS696.000-PnnXXX-61.00%-Nhsphuoo3cGd-993sVs+99-333.00000
IXTQ59.200-W3B--7.00%-Okvrfwxh3sGw-9503sLe+904-50.00000
Tranche Comments
N: First Pay: 2021-10-25; Redemption: 2023-01-25; G: First Pay: 2021-10-25; Redemption: 2023-01-25; A1: First Pay: 2021-10-25; Redemption: 2023-01-25; Q2: First Pay: 2021-10-25; Redemption: 2023-01-25; N: First Pay: 2021-10-25; Redemption: 2023-01-25; R: First Pay: 2021-10-25; Redemption: 2023-01-25; J: First Pay: 2021-10-25; Redemption: 2023-01-25; I: First Pay: 2021-10-25; Redemption: 2023-01-25; Prs: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Sjujf. Ixb Wypp Sjvqxun 1.5
Risk Retention
HA - Pfqwrfbk/Sqrxrfbwvq
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Mar 17, 2017