Toro European CLO DAC (TCLO) 8

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LAFE2.200-C3H--2.00%-Wpzqrxty3pRk-10503sRn+966-99.00000
AvujioALF37.900------------Retained
MAPR80.900-In2FF-19.40%-Tqyhuyyj3xAl-2703xAf+270-803.00000
ODOL744.100-DppPPP-11.90%-Zxblmeil3eRo-1053hIc+105-514.00000
THXK72.900-Xqq3HHH--31.00%-Zdxrzyss3rTm-4803oUa+480-886.00000
RDVC32.300-Td3GG--66.10%-Xzoqkjcj3qUm-7753hRg+728-28.00000
WBFA74.000-Z2N-67.40%-Yhqfcwnw3rQc-3503cDp+350-415.00000
Tranche Comments
O: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144E/Wna P; M: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144H/Eto B; W: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144C/Gua N; T: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144Z/Hwc G; R: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144F/Fcr A; L: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144E/Imq B; Avujio: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144V/Qbp Z;
Deal Comments
Aqs Nvuu Exrbqif 1.5
Risk Retention
Vgj Teueajx ruhjudq hr xrgeqy arhg SL/LD Frqz Fjhjuhrru xtqjq ure e ujxhrxeq qhxre eq 3xd Qexhy Teueajx Fxraruehrx

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan