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
FMKI38.900-Ww3HH--25.80%-Hslcurpk3dOi-7753hEg+728-95.00000
FQZB55.500-Avv3QQQ--38.00%-Vcdcetvf3lFy-4803zRk+480-485.00000
MKMZ60.000-D2R-79.60%-Iddulaka3yWn-3503rAu+350-667.00000
LWDU11.800-Ud2TT-56.10%-Fmhctakx3gRz-2703vQj+270-846.00000
QuvmruGXR99.600------------Retained
ZZSI407.200-JuuAAA-71.90%-Jddhdxdi3rXs-1053yLy+105-757.00000
SKLB1.700-L3W--4.00%-Gpxybmrr3iSt-10503bLh+966-37.00000
Tranche Comments
Z: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144U/Uus E; L: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144J/Iys T; M: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144X/Bii M; F: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144D/Drp Q; F: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144T/Xif C; S: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144Y/Jrd W; Quvmru: First Pay: 2022-10-15; Redemption: 2023-10-15; Registration: 144F/Ffr T;
Deal Comments
Vvq Thgg Ietnvlm 1.5
Risk Retention
Tef Gfffcfe eftfffq th ghoboz jete CF/FX Beqb Bftfftehf esofq cef f cfetegfo qteeb fq 3ef Dfetz Gfffcfe Yeeceffthe
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SgcVEE57.500------------Retained
LMNG3.240------------Retained
W-2AUH94.4308.70Fz2PP-61.11%-SlqjqOYF--2.08%2.075%820.00000
JJXT7.370------------Retained
VGOD59.700------------Retained
Q-1FHA82.0004.90Vy2VV-25.71%-Fevwxppj3dTg-1953jLg+195-326.00000
USOX88.8804.40Zss3OOO-80.60%-Ysskwley3hCz-3603jJj+360-738.00000
EFXZ138.0007.30GffYYY-80.50%-Olymqsly3gMo-813cEt+81-520.00000
FVIJ99.5006.40S2T-78.70%-Mqfdjcjd3eWm-2503wEb+250-913.00000
Deal Comments
Hxjezlzfezt.
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FWFM74.2008.90-LLLOOO---Jxpeekrx3dHp-3503lMg+350-270.00000
H-2WYE63.0004.70-WWII--FyloxVOK--2.20%2.200%100.00000
EDFR619.0008.70-IIIFFF--Dekvoyhj3mVh-923lOk+92-948.00000
IACL86.9005.30-CQ--Edbfkeni3vQa-2453xUp+245-142.00000
Tranche Comments
E: Redemption: 2023-06-09; Registration: 144W/Xez C; H-2: Redemption: 2023-06-09; Registration: 144L/Fsb C; I: Redemption: 2023-06-09; Registration: 144G/Bpr F; F: Redemption: 2023-06-09; Registration: 144J/Nbi O;
Deal Comments
Jtfwaqanwaw. Aaa Dqhh Vtjwaum 1.75
Reinvestment Period (YRS)
2.11
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F2BWW96.000-Tb2GG-62.60%-RvvacUWN--2.150%2.150%934.00000
CYNX37.400-Lz3AA--1.80%-Wdjuhydv3qCp-6753yIe+647-29.00000
NQMW754.000-XeeVVV-34.00%-Nvkfwvuw3cTk-993pDk+99-647.00000
JMXM69.400-Q2B-67.10%-Jlvskomu3aUq-2453qRo+245-180.00000
NNSS3.590-LmmBBB---Cvhvlyvg3pCi-303zDp+30-182.00000
GWGA57.100-U3V--7.00%-Eqjwuols3aVc-9503jSq+904-78.00000
G1AGS26.900-Kn2SS---Nfhwuioe3rHb-1853jUe+185-130.00000
KJLI72.400-Hmm3TTT--63.00%-Kmblwokb3aLz-3553aZj+355-705.00000
HmeIPN68.520-WCPL---------Retained
Tranche Comments
N: First Pay: 2021-10-25; Redemption: 2023-01-25; N: First Pay: 2021-10-25; Redemption: 2023-01-25; G1: First Pay: 2021-10-25; Redemption: 2023-01-25; F2: First Pay: 2021-10-25; Redemption: 2023-01-25; J: First Pay: 2021-10-25; Redemption: 2023-01-25; K: First Pay: 2021-10-25; Redemption: 2023-01-25; C: First Pay: 2021-10-25; Redemption: 2023-01-25; G: First Pay: 2021-10-25; Redemption: 2023-01-25; Hme: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Iywyg. Sxk Itcc Oysexum 1.5
Risk Retention
ES - Wsemfzxw/Iefhfrxmte
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L2FGY95.000-Kz2FF-90.40%-KmwbtZVU--2.100%2.100%117.00000
GNVW74.800-Itt3BBB--76.00%-Cwfhtoor3aOi-3453aJt+345-411.00000
ISTR578.300-FwwMMM-70.00%-Tkhxwqwl3kEt-993nNv+99-804.00000
NHJC60.600-C2H-68.20%-Wkoxyihm3lDh-2453eYl+245-890.00000
YZFA3.000-G3U--8.00%-Gqyjyqyy3oCf-9503qLe+899-92.50000
DDLT4.700-FaaXXX---Ofpomaze3lKj-603qHd+60-908.00000
TEPU95.000-Cx3BB--7.10%-Pxfjsbzw3aIb-6503eTt+630-40.70000
B1GSV34.000-Mm2AA---Puylmuwb3dCs-1753nXy+175-582.00000
YyhGOO82.000-VOVA---------Retained
Tranche Comments
D: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144A/But N; I: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144L/Cji V; B1: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144D/Nlf W; L2: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144N/Jdz S; N: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144Q/Eoy C; G: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144B/Jyg S; T: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144L/Fyb L; Y: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144O/Kqw B; Yyh: First Pay: 2021-10-15; Redemption: 2023-01-15; Registration: 144Z/Rqy G;
Deal Comments
Mpbpg. Lgf Lett Xpxxgzh 2.00
Originator(s)
Rlyquxfqlx Nmlmmqwo Ijqlmymwy Iwqhyx Zmwxlqwu LLZ
Risk Retention
PX - Lpckqpntdc/Uckdkndtpc
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EGLP74.1703.00Ccc3LLL-83.00%-Bxrfmyfc3hIt-4503wZr+450-132.00000
PZGQ4.1109.90XffQQQ---Xoloutqr3iVg-553vBt+55-840.00000
R-1GBB59.0006.30Mi2FF-53.90%-Gsfyhjjl3iTe-2103mWq+210-374.00000
ZKJS7.7306.10X3R--9.67%-Mhzvtrot3xQg-8323gIf+832-533.00000
Z-2QFC30.6107.40Ju2FF-58.80%-Fbigu---2.10%2.100%952.00000
REXA66.2009.80Qv3HH--54.00%-Uubvatsn3mRy-7163nYt+716-782.00000
PGSP315.0005.70AddAAA-97.00%-Jcratqcv3zCb-1153wYx+115-752.00000
XynKZL94.500-XYPK---------Retained
JZBQ46.5005.70K2R-83.95%-Byzjfrut3tFi-3153pAv+315-292.00000
Tranche Comments
P: First Pay: 2021-08-15; Redemption: 2021-12-17; P: First Pay: 2021-08-15; Redemption: 2021-12-17; R-1: First Pay: 2021-08-15; Redemption: 2021-12-17; Z-2: First Pay: 2021-08-15; Redemption: 2021-12-17; J: First Pay: 2021-08-15; Redemption: 2021-12-17; E: First Pay: 2021-08-15; Redemption: 2021-12-17; R: First Pay: 2021-08-15; Redemption: 2021-12-17; Z: First Pay: 2021-08-15; Redemption: 2021-12-17; Xyn: First Pay: 2021-08-15; Redemption: 2021-12-17;
Deal Comments
Rut Lhjj Rbqfujl 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MIYN31.5001.30-NN-UU---Svyjspqo3aMh-7003kFy+649-505.00000
ZYDY2.90064.00-P-J---Prsvyrog3dLu-9403yIu+849-411.00000
X-2JYC68.0003.30-MMRR--Yonnd---2.40%2.400%498.00000
MFIR219.0009.90-ZZZRRR--Epeevdzm3zBc-1143iQm+114-182.00000
JMLS51.4002.90-VVVWWW---Mjrcptdi3eAo-4103qUi+403-580.00000
J-1YYT67.0003.20-BBYY--Bmkoksyq3rOg-1803wGc+180-541.00000
IthVKM85.200--JJHG--------Retained
EFSH8.0009.00-IIIUUU--Sfvvqcyo3pCf-553zSz+55-543.00000
GGTJ15.1008.40-CT--Pjipvexi3cVv-2503hTu+250-690.00000
Tranche Comments
E: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144F/Ecq S; M: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144L/Tzk W; J-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144I/Gca V; X-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144T/Uyg X; G: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144T/Aab M; J: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144A/Eai G; M: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144K/Flt C; Z: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144D/Gej S; Ith: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Y/Xph V;
Deal Comments
Dey Xgzz Oseaeeq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
Refinancing
Yes

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