Toro European CLO DAC (TCLO) 2(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YFNT110.000-WvvBBB-14.00%-Xdwkzafk3aXk-993xQf+99-574.00000
UIHF63.500-R2K-35.10%-Xhwjjflg3vZc-2453jKp+245-382.00000
LAUA53.800-Ggg3OOO--72.00%-Oyqpodnf3oRo-3553qZh+355-279.00000
JBWT9.980-JooDDD---Gjubdkxx3dTh-303bVp+30-876.00000
CVYG20.800-Ik3KK--4.80%-Ftpruttx3lGu-6753oQd+647-27.00000
ICQG21.800-L3K--6.00%-Mudppbjr3oWr-9503pMg+904-24.00000
N2AEG88.000-Jj2XX-14.50%-LywlvCNU--2.150%2.150%742.00000
TvjBDM44.700-MTDN---------Retained
J1ZES48.500-Tn2VV---Wuowvrxz3oDs-1853lKi+185-999.00000
Tranche Comments
J: First Pay: 2021-10-25; Redemption: 2023-01-25; Y: First Pay: 2021-10-25; Redemption: 2023-01-25; J1: First Pay: 2021-10-25; Redemption: 2023-01-25; N2: First Pay: 2021-10-25; Redemption: 2023-01-25; U: First Pay: 2021-10-25; Redemption: 2023-01-25; L: First Pay: 2021-10-25; Redemption: 2023-01-25; C: First Pay: 2021-10-25; Redemption: 2023-01-25; I: First Pay: 2021-10-25; Redemption: 2023-01-25; Tvj: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Twews. Spt Oebb Nwjepol 1.5
Risk Retention
QL - Pqvjhrci/Avhchrcjrv
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Jul 11, 1998

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan