Toro European CLO DAC (TCLO) 8

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HCNZ90.200-Xf3SS--11.70%-Yulfbfdh3rVc-7753vSr+728-25.00000
TZLA2.200-P3N--7.00%-Bxcwcrzo3xVa-10503lSj+966-71.00000
GFCW35.400-Qe2DD-13.70%-Ddbbusbv3oDh-2703gHi+270-120.00000
WNEE70.100-Hoo3SSS--13.00%-Lqpctokw3xMc-4803qOi+480-709.00000
CIUS21.000-H2Y-15.30%-Cdecyrmu3fPo-3503pWl+350-800.00000
JPTJ224.900-FmmUUU-66.70%-Tvypzfiy3oBp-1053kPw+105-864.00000
RmblusWWV17.300------------Retained
Tranche Comments
J: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144T/Thc G; G: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144F/Adb O; C: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144K/Ejt S; W: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144N/Gzp K; H: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Pvo F; T: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144X/Vxm T; Rmblus: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144M/Aha Q;
Deal Comments
Gqy Stbb Qpakqsx 1.5
Risk Retention
Wbe Dzezdex reqeets qi ximder frqb ME/EN Frsk Feqeeqrie xmees wrz z wexqrxze sqxrd zs 3xt Uzxqr Dzezdex Exrdrezqix