Toro European CLO DAC (TCLO) 2(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR1.750-AaaAAA---Floating3mEu-303mEu+30-100.00000
AEUR244.000-AaaAAA-39.00%-Floating3mEu-993mEu+99-100.00000
B1EUR33.400-Aa2AA---Floating3mEu-1853mEu+185-100.00000
B2EUR10.000-Aa2AA-28.20%-FixedYLD--2.15%2.150%100.00000
CEUR26.900-A2A-21.40%-Floating3mEu-2453mEu+245-100.00000
DEUR25.700-Baa3BBB--15.00%-Floating3mEu-3553mEu+355-100.00000
EEUR21.700-Ba3BB--9.60%-Floating3mEu-6753mEu+647-98.00000
FEUR10.300-B3B--7.00%-Floating3mEu-9503mEu+904-97.00000
SubEUR52.250-NRNR---------Retained
Tranche Comments
X: First Pay: 2021-10-25; Redemption: 2023-01-25; A: First Pay: 2021-10-25; Redemption: 2023-01-25; B1: First Pay: 2021-10-25; Redemption: 2023-01-25; B2: First Pay: 2021-10-25; Redemption: 2023-01-25; C: First Pay: 2021-10-25; Redemption: 2023-01-25; D: First Pay: 2021-10-25; Redemption: 2023-01-25; E: First Pay: 2021-10-25; Redemption: 2023-01-25; F: First Pay: 2021-10-25; Redemption: 2023-01-25; Sub: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Reset. Non Call Period: 1.5
Risk Retention
EU - Vertical/Originator
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 25, 2026
Reset
Yes