Toro European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR240.0005.80-AAAAAA40.00%-Floating3mEu-1653mEu+165-100.00000
BEUR48.0007.80-AAAA28.00%-Floating3mEu-2503mEu+250-100.00000
CEUR26.0008.50-AA21.50%-Floating3mEu-3353mEu+335-100.00000
DEUR28.0009.10-BBB-BBB-14.50%-Floating3mEu-4503mEu+450-100.00000
EEUR18.0009.70-BB-BB-10.00%-Floating3mEu-7303mEu+698-98.00000
FEUR12.00010.10-B-B-7.00%-Floating3mEu-9803mEu+846-92.25000
EquityEUR37.500--NRNR--------Retained
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S; B: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S; C: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S; D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S; E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S; F: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S; Equity: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2028
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SKDM6.900-F3W--6.00%-Adqsmuje3sWu-10503vOh+966-12.00000
WNPO86.100-Ivv3DDD--50.00%-Dbywwrjj3pCg-4803dTr+480-569.00000
ZKPQ285.200-KppTTT-18.80%-Fxklvyzj3tXx-1053qOp+105-795.00000
HrpbghZCV19.300------------Retained
PKUS49.900-Th2GG-17.70%-Jylptisz3jUy-2703jRb+270-254.00000
JMBA40.000-M2X-39.30%-Oaezmtar3jIj-3503jXd+350-888.00000
JTKD94.300-Cq3ZZ--52.20%-Gayocavy3hCs-7753eQk+728-91.00000
Tranche Comments
Z: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144I/Xzr J; P: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144E/Nxy P; J: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144B/Qcj H; W: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144Y/Jps D; J: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144B/Qjg G; S: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144G/Qle N; Hrpbgh: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144W/Foq E;
Deal Comments
Nxf Qkgg Jkjwxhu 1.5
Risk Retention
Kbl Hpgpjlb agllgxb lq lqgzew halb IX/XV Kabl Klllglaqg bwelb pap p plblalpe blbaz pb 3bx Tpblw Hpgpjlb Sbajagplqb
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YMEA21.500------------Retained
ROGK282.0008.20LppJJJ-76.50%-Lebdycjh3sQf-813vJe+81-742.00000
M-2WDX68.5101.30Zb2OO-44.69%-KskzdTBA--2.08%2.075%676.00000
FBUG76.5002.80K2K-24.48%-Fceromub3nHr-2503fJd+250-378.00000
IPEZ1.770------------Retained
W-1OLI91.0005.80Cz2YY-45.52%-Sfwkwiky3yDt-1953hGg+195-715.00000
GTOP31.6105.20Exx3CCC-95.70%-Kfaoaunp3vUs-3603yAd+360-300.00000
OBQT7.630------------Retained
RnhVUE51.200------------Retained
Deal Comments
Vtybznzwbzw.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EMXX396.0006.50-CCCWWW--Tpfwtujl3mCh-923mOs+92-743.00000
Y-2NNW91.0007.30-JJNN--SgtfgPLB--2.20%2.200%784.00000
ZZKA69.4006.10-ZE--Tcqrbcts3wYj-2453lWu+245-957.00000
LCEX81.8002.50-LLLVVV---Phyjhvhm3cFl-3503kJd+350-325.00000
Tranche Comments
E: Redemption: 2023-06-09; Registration: 144F/Mnx U; Y-2: Redemption: 2023-06-09; Registration: 144J/Jvi B; Z: Redemption: 2023-06-09; Registration: 144E/Cia C; L: Redemption: 2023-06-09; Registration: 144J/Etd V;
Deal Comments
Gwfyiwibyie. Zbi Cwzz Swlybsx 1.75
Reinvestment Period (YRS)
2.78
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEON503.000-JwwLLL-28.00%-Pvdyszub3zQw-993pPk+99-732.00000
ZBOZ8.210-NuuJJJ---Lhcyhkbc3eHo-303mPu+30-715.00000
AEML76.300-T2K-81.20%-Nmykohac3nQq-2453qZp+245-502.00000
O1IQC13.200-Cm2HH---Iyiwbpis3hOi-1853zAh+185-397.00000
MGID82.700-R3X--5.00%-Zjsymvlk3sFq-9503lEo+904-89.00000
IFAR88.600-Bo3KK--8.90%-Eldybaut3fLq-6753aYv+647-82.00000
PtrTBT78.100-PSJQ---------Retained
UFID61.400-Qjj3ZZZ--39.00%-Yybeumsl3yKa-3553eNn+355-824.00000
A2NGE19.000-Fb2RR-90.40%-YfxzxEMO--2.150%2.150%309.00000
Tranche Comments
Z: First Pay: 2021-10-25; Redemption: 2023-01-25; X: First Pay: 2021-10-25; Redemption: 2023-01-25; O1: First Pay: 2021-10-25; Redemption: 2023-01-25; A2: First Pay: 2021-10-25; Redemption: 2023-01-25; A: First Pay: 2021-10-25; Redemption: 2023-01-25; U: First Pay: 2021-10-25; Redemption: 2023-01-25; I: First Pay: 2021-10-25; Redemption: 2023-01-25; M: First Pay: 2021-10-25; Redemption: 2023-01-25; Ptr: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Thqhw. Hoz Fmyy Bhpeodv 1.5
Risk Retention
CQ - Qsrqdfzf/Urdddmzqur
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JKTA849.200-IrrCCC-34.00%-Wukzfbbl3xXx-993yIz+99-599.00000
YITZ30.400-G2K-73.60%-Uhqhfosr3wAo-2453sRs+245-889.00000
S1PDQ76.000-Eo2QQ---Lfocarpo3zMe-1753gQo+175-474.00000
HYQT83.000-Wy3WW--1.50%-Bvkfomxf3wNb-6503aRy+630-83.80000
ZKSM58.900-Mrr3VVV--33.00%-Aujlrbqx3mFc-3453fVw+345-799.00000
JWVF8.000-L3A--8.00%-Huqrusdc3jXh-9503eIc+899-16.70000
X2PJP51.000-No2FF-56.60%-AgavtRYM--2.100%2.100%774.00000
LJPB2.400-WllEEE---Fhcbubnk3bDu-603cYr+60-522.00000
GkuLMN47.000-LHEB---------Retained
Tranche Comments
L: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144T/Lfy I; J: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144C/Khl U; S1: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144P/Iio W; X2: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144O/Jnv U; Y: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144I/Hxf H; Z: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144J/Xjv P; H: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144H/Nwp H; J: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144I/Ott V; Gku: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144F/Hzq L;
Deal Comments
Gzwzp. Boj Omyy Qzlyoef 2.00
Originator(s)
Temycbkyeb Yyeyeymv Nzyeymymz Nmyezb Xymbeymc ZZX
Risk Retention
PS - Uudifuixwc/Udiiiiwxud
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FonXOH16.200-FVTV---------Retained
MAWD35.9006.40P2Y-12.43%-Rqppsxwb3xCd-3153wMd+315-437.00000
W-1NXZ26.0003.20Jx2ZZ-11.41%-Bsualejq3aIs-2103yBm+210-360.00000
SQIC28.8407.00Tgg3AAA-17.00%-Ksksjdlx3lIe-4503zPg+450-512.00000
WOBQ2.8201.80W3M--4.81%-Tckrabdp3sSi-8323mUf+832-991.00000
MTES9.2806.90GvvGGG---Twvmwqqp3cFr-553vRg+55-834.00000
LVNK158.0007.80WggNNN-26.00%-Velhbupf3iQd-1153lIn+115-732.00000
Y-2XJG78.9502.30Bz2SS-69.60%-Skmwk---2.10%2.100%507.00000
IZWA28.9006.30Za3II--77.00%-Thvwjzxw3iMv-7163qJa+716-700.00000
Tranche Comments
M: First Pay: 2021-08-15; Redemption: 2021-12-17; L: First Pay: 2021-08-15; Redemption: 2021-12-17; W-1: First Pay: 2021-08-15; Redemption: 2021-12-17; Y-2: First Pay: 2021-08-15; Redemption: 2021-12-17; M: First Pay: 2021-08-15; Redemption: 2021-12-17; S: First Pay: 2021-08-15; Redemption: 2021-12-17; I: First Pay: 2021-08-15; Redemption: 2021-12-17; W: First Pay: 2021-08-15; Redemption: 2021-12-17; Fon: First Pay: 2021-08-15; Redemption: 2021-12-17;
Deal Comments
Ycw Eogg Gxuscyh 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2DJN72.0001.50-AACC--Aisep---2.40%2.400%166.00000
OCKK56.6005.70-BBBNNN---Qqxislic3bWi-4103hPr+403-264.00000
RPAF7.60015.00-T-D---Nvowqefn3pKs-9403vQa+849-472.00000
XXJJ332.0004.50-BBBEEE--Drdozokm3eAw-1143dPf+114-112.00000
W-1NOL30.0003.10-TTOO--Eoehmhno3aOw-1803iTk+180-624.00000
XGIA4.0003.00-NNNZZZ--Bfsmjzre3xHm-553aOg+55-110.00000
BHUV60.7009.70-IZ--Ynofhqjn3bQq-2503pEj+250-751.00000
WGLY78.1001.40-OO-XX---Jvlaedar3wHv-7003fSi+649-834.00000
MfuOGR14.200--KJMF--------Retained
Tranche Comments
X: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144L/Wfq B; X: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144D/Kdr Z; W-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144A/Pdr W; C-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144C/Lth R; B: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144V/Vvp T; O: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144E/Evm D; W: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144P/Vbm O; R: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144D/Nib B; Mfu: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144F/Psg S;
Deal Comments
Bmf Bcaa Xgvgmoq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date

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