FINSIGHT

Toro European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	184.800	-	Aaa	AAA	-	39.40%	-	Floating	3mEu	-	105	3mEu+105	-	100.00000
B	EUR	34.300	-	Aa2	AA	-	28.20%	-	Floating	3mEu	-	270	3mEu+270	-	100.00000
C	EUR	16.000	-	A2	A	-	22.90%	-	Floating	3mEu	-	350	3mEu+350	-	100.00000
D	EUR	21.100	-	Baa3	BBB-	-	16.00%	-	Floating	3mEu	-	480	3mEu+480	-	100.00000
E	EUR	17.800	-	Ba3	BB-	-	10.20%	-	Floating	3mEu	-	775	3mEu+728	-	97.00000
F	EUR	6.700	-	B3	B-	-	8.00%	-	Floating	3mEu	-	1050	3mEu+966	-	95.00000
Equity	EUR	26.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Reg S; B: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Reg S; C: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Reg S; D: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Reg S; E: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Reg S; F: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Reg S; Equity: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5

Risk Retention

The Manager intends to comply with EU/UK Risk Retention rules via a vertical strip as 3rd Party Manager Originator

Chenavari Financial Group Ltd