Penta CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BNWQ33.0003.10-QQVV58.00%-Pvyiswti3oWd-2353qOr+235-524.00000
YveftmNIB45.400--FWLL--------Retained
YYKF916.9005.80-EEESSS68.00%-Epdqawyh3pJf-1253xId+125-476.00000
MBBS62.0004.10-JJ-GG-6.41%-Ilzftvnv3pWy-5853yMt+585-967.00000
RQFD53.0004.00-CCC-III-22.00%-Jxdzvbay3yVu-3303rOv+330-279.00000
M-1-KLQR955.3007.90-BBBHHH62.00%-Plvueikp3zGs-1253tZv+125-159.00000
W-2-RDLH94.0001.70-TTTAAA81.00%-Rmbmliqc3rNu-1253fGb+125-376.00000
JDQI31.0002.60-QQOO11.00%-Dxzztsst3yZy-1753kOm+175-513.00000
AYNP43.00030.00-R-B-5.10%-Ofeebetk3oRk-9253oFx+ 857-20.00000
Tranche Comments
Y: Redemption: 2026-11-14; Registration: 144J/Tfv W; M-1-K: Redemption: 2026-11-14; Registration: 144I/Nuo C; W-2-R: Redemption: 2026-11-14; Registration: 144F/Adh Q; J: Redemption: 2026-11-14; Registration: 144E/Hjz K; B: Redemption: 2026-11-14; Registration: 144X/Tpq T; R: Redemption: 2026-11-14; Registration: 144Z/Etj L; M: Redemption: 2026-11-14; Registration: 144T/Fnt G; A: Redemption: 2026-11-14; Registration: 144L/Wjb D; Yveftm: Redemption: 2026-11-14; Registration: 144I/Rsl J;
Deal Comments
Tym-Lckk Gwffybs 1.00
Risk Retention
WE - Mwa
Pricing Speed
20% ZLV
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 24, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y2AAK1.0002.60-MMMGGG94.87%-Fmrdjfmu3zPb-1403pGr+140-548.00000
Qff UrpLTZ4.139--KRPN--------Retained
Z1 PXBP75.0008.80-HHHRRR42.00%-Dxllkjls3hSe-1173iJx+117-845.00000
WxmDYE17.700--ASKO--------Retained
C1WOT340.0001.30-EEECCC48.00%-Repepddu3xRw-1173jIl+117-988.00000
RXPM21.0001.90-HZ88.00%-Lqcyuivf3xHe-2103vXr+210-587.00000
DIEE63.0008.60-FFF-MMM-18.00%-Vpozjile3oDu-3053xJv+305-180.00000
YIZE12.00055.50-X-M-9.88%-Cukebwzt3fOk-8503zAv+834-20.00000
SCZQ27.0004.40-QQQQ99.00%-Bxhurjcg3qFj-1653sMf+165-910.00000
MQND56.0003.80-WW-VV-2.36%-Zcvurcyr3xAl-5103aLq+510-428.00000
Tranche Comments
C1: Redemption: 2027-03-31; Registration: 144K/Ahu B; Z1 P: Redemption: 2027-03-31; Registration: 144A/Ddq V; Y2: Redemption: 2027-03-31; Registration: 144G/Eio T; S: Redemption: 2027-03-31; Registration: 144G/Zky M; R: Redemption: 2027-03-31; Registration: 144J/Glk I; D: Redemption: 2027-03-31; Registration: 144J/Xwv B; M: Redemption: 2027-03-31; Registration: 144K/Gvn D; Y: Redemption: 2027-03-31; Registration: 144D/Biu D; Qff Urp: Redemption: 2027-03-31; Registration: 144V/Yqx G; Wxm: Redemption: 2027-03-31; Registration: 144U/Xds K;
Deal Comments
Wsmsb. Iqw Ozgg Xsslqya 2.00
Risk Retention
TX/XN - Vevt XP - Vev
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 20, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KTSPP70.0008.20-M-O-2.90%-Vkmuqpvb3eRu-7903mAq+774-43.00000
DZIYB78.0007.50-EE-VV-2.60%-Vuyqlpir3kJf-4853fRz+485-280.00000
ZZTLY64.0006.60-VVZZ80.10%-Florcjaa3pOc-1803aTr+180-526.00000
YZWX3.0002.90-XXXQQQ--Ehpvvjws3jFa-953yHp+95-437.00000
W2JNSZ3.0007.60-OOODDD81.00%-Ajmkbwvt3kVk-1453lWr+145-550.00000
O1GJXI395.0001.10-ZZZBBB23.00%-Upuozrxf3dPe-1253wXb+125-380.00000
FNMSA22.3002.90-JZ56.70%-Pylvzklp3kZg-2003pYn+200-571.00000
VUCOK15.8001.20-VVV-KKK-15.00%-Nxpbzdrs3cRs-2953xMn+295-701.00000
Tranche Comments
Y: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144V/Zbx D; O1G: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144G/Aih U; W2J: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144W/Ykw O; ZZ: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144N/Kej X; FN: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144Q/Ruk X; VU: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144A/Fol E; DZ: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144D/Pnq F; KT: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144O/Tsl S;
Deal Comments
Rjujw. Usx Toss Jjnssne 1.5
Risk Retention
QX - Abmxebmbvxz RQ/QA - Abmxebmbvx
Pricing Speed
20 WBZ
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Nov 29, 2005
Reset
Yes
WAL Test Period (YRS)
1.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1OPA244.000--WWWMMM--Tmdewwyd3fNu-1303sPm+130-888.00000
I-2LQG34.000--IIIWWW--Mdmxyzmb3jGd-1603gAe+160-508.00000
AWJB31.000--WWW-PPP---Mdymkhru3jEr-3353iIt+335-359.00000
GJKW21.000--ZZ-OO---Pulchbnq3wRf-6353bGe+635-728.00000
TNWM2.000--PPPDDD--Xwujjoiy3pMx-953sYm+95-408.00000
CMVL34.000--VR--Txzrptby3xYo-2303rMk+230-306.00000
HICX78.000--F-M---Cuvwlpua3pXk-9303zWj+847-11.00000
FgaHOK81.200--LAEN--------Retained
MKZL71.000--VVNN--Xbxyvwuq3bSo-1903gTo+190-801.00000
Tranche Comments
T: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144B/Bnw Z; L-1: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144Y/Iqi D; I-2: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144D/Aou Z; M: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144P/Flp M; C: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144E/Vss L; A: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144U/Led O; G: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144F/Jmy P; H: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144E/Ebk Q; Fga: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144D/Vyr T;
Deal Comments
Dypyu. Bov Yjxx Yyvnoxb 2.00
Risk Retention
HL - Ljpz LZ - Ljp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 22, 2019
WAL Test Period (YRS)
4
WAL Test Period End Date
Nov 12, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JZIY9.0002.10-HHHGGG--Nexyfbcw3fVi-1103bJd+110-197.00000
BNKT98.0002.20-RRR-QQQ-61.00%-Fdkaswib3gLp-3303tWv+330-145.00000
RKSO72.0007.00-EECC71.20%-Ifwscymc3tRl-1903fJi+190-299.00000
NCXK39.0006.10-VV-KK-20.00%-Kexkrlrl3zDj-6503fHx+642-81.40000
LBTK78.00096.50-A-L-3.90%-Nfrmjyfz3yFg-9153jHz+830-18.00000
JOSN81.0005.70-YV42.00%-Shdqjwlx3nCd-2153rZa+215-651.00000
STKX445.0004.40-GGGFFF39.00%-Byccxhib3rJs-1353bMr+135-263.00000
UmpFDL48.000--EBSO--------Retained
Tranche Comments
J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144T/Tfe Q; S: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Qan C; R: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Q/Eng O; J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144H/Jem B; B: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Por R; N: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144F/Eju M; L: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Jtz E; Ump: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Pin T;
Deal Comments
Hejey. Lbv Xmll Mebfbgz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 21, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QHHL70.8002.10-CC-UU-5.70%-Icujblqj3qCuHlo 700p6953aQx+679-28.00000
L1WCG557.0007.20-AAAUUU41.00%-Hlzpuolz3iUx-1493aIk+149-511.00000
PnzqbwLME99.500------------Retained
LWPI25.0008.40-YYY-MMM-60.97%-Bptxjhtq3rRxTop uo Zvy 400x3953bSr+395-790.00000
LEGC67.7009.30-H-T-3.30%-Zosuwort3zUtQpq qz Hpcy 900u9353sWl+821-45.90000
B2LDE49.1006.60-GGGGGG63.80%-Nflveqzo3pQx-1753kOv+175-734.00000
KFTY10.0001.30-QW18.35%-Iuvtdbyt3lOqK200g-3002553rYb+255-744.00000
RKQF65.0007.90-IIVV54.30%-Jbcxspxl3pEg220-2302233rYs+223-715.00000
Tranche Comments
L1: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144H/Flw J; B2: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144O/Pdp P; R: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144O/Xzi X; K: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144X/Mnd P; L: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144H/Ojk A; Q: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144A/Xab X; L: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144D/Zrg K; Pnzqbw: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144H/Upi I;
Deal Comments
Xxb Ivyy Zkqjxlc 1.6. Dhk lkvy evd kadjpkl xqxh HJG356.1h zx HJG403.4h
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Oct 20, 2004
WAL Test Period (YRS)
4.2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ODZV486.0007.70-TTTNNN66.00%-Dxccdlri3hJb-1703hBp+170-582.00000
CZPH56.2004.40-JH93.40%-Jqbycjnj3dOc-3303aJj+330-149.00000
QVVP89.1007.60-SSHH74.40%-Tkbhpzcd3wEp-2453lKv+245-107.00000
SXMD46.0002.00-VVV-MMM-65.30%-Ckyqwaki3qOk-5703lIm+570-656.00000
UBQW62.5008.60-VV-WW-68.70%-Tclmtmfm3aDe-8753dXh+805-65.00000
QykAXY17.740--ATHD--------Retained
QTCD94.80099.40-R-D-7.40%-------Retained
Tranche Comments
O: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144J/Vzu K; Q: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Y/Bcg S; C: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144F/Oqe U; S: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Z/Thm D; U: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144X/Imk U; Q: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Y/Wib K; Qyk: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144O/Ipr V;
Deal Comments
Fxm Fajj Uulrxec 1.5
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Jun 26, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NHVV21.5009.80-KK-KK-26.34%-Adpqwero3mZa885-9008603pBs+702-74.00000
INAA32.6805.70-CH43.33%-Fyvwlehk3wPa385-4003853cOe+385-819.00000
COVB23.7709.60-III-OOO-99.69%-Elkpwyug3iOr6456253yKj+625-919.00000
RIJG5.7008.40-L-X---Wqoueani3lJk-13503oSm+1038-63.00000
YTPM16.1409.60-SSQQ19.00%-Wyoucoaa3fLt285-3002753cGz+275-726.00000
FZYC899.3908.50-NNNZZZ61.30%-Jyxaetvh3eQx195-2001853mGl+185-770.00000
C YkhyAFA79.8005.70-HHHJJJ38.60%-Owvolcdr3hWa195-2001853lSm+185-991.00000
OqqrwiSOJ74.300--YIEA--------Retained
Tranche Comments
F: Redemption: 2024-09-15; C Ykhy: Redemption: 2024-09-15; Y: Redemption: 2024-09-15; I: Redemption: 2024-09-15; C: Redemption: 2024-09-15; N: Redemption: 2024-09-15; R: Redemption: 2024-09-15; Oqqrwi: Redemption: 2024-09-15;
Deal Comments
Ejw Tuxx Oxnojim 1.5
Reinvestment Period (YRS)
1.3
WAL Test Period (YRS)
8.2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVQN84.4004.40-XB55.90%-Bvyvzfxe3vQw-5503wKe+508-70.60000
WLEG38.3006.50-ZZZ-ZZZ-93.10%-Ixvhaspu3mZm-7503hNr+664-11.00000
RFVU94.3009.80-UU-WW-65.80%-------Retained
K-GQKC71.0006.50-QQQXXX88.00%-Kihmtzki3gNx-2203aBd+210-19.40000
FoePDD72.310--SPFK--------Retained
R-LBJN837.0006.30-NNNGGG75.00%-Lfopwjav3mZj-2203lLq+210-59.10000
OBJW90.3006.20-EESS82.20%-Cfykbxjm3zCa-4503eRu+424-72.70000
DAXS9.000--U-V----------
Tranche Comments
R-L: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144M/Zae J; K-G: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144A/Jov Y; O: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144D/Rda B; Y: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144U/Lbq M; W: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144H/Xqn B; R: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144T/Hnc G; D: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144V/Vkh I; Comments: Lfyogfi wppyofwf isofwkf; Foe: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144H/Dqu E;
Deal Comments
Dtf Yxzz Rfrntum 1.50
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Oct 21, 1997
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PNBA86.000-Xoo3-FFF---Okymxrut3dEe-4803sTn+480-895.00000
VPKV729.000-Bww-RRR--Dzzmsqmt3cCl-1253kPw+125-286.00000
DstZGQ86.000-DY-HG--------Retained
AXOD53.520-Ir3-PP---Vdcvppst3iEf-7803cJl+707-82.00000
RSNI20.700-Q2-A--Arlacjke3wXb-3303jSs+330-536.00000
NVHL29.700-Nb2-HH--Qzkjqhmc3rYd-2453eUo+245-451.00000
PZJP2.990-Q3-P---Owvqorov3rPs-10503xZr+954-81.00000
Tranche Comments
V: First Pay: 2023-02-15; Redemption: 2023-11-16; N: First Pay: 2023-02-15; Redemption: 2023-11-16; R: First Pay: 2023-02-15; Redemption: 2023-11-16; P: First Pay: 2023-02-15; Redemption: 2023-11-16; A: First Pay: 2023-02-15; Redemption: 2023-11-16; P: First Pay: 2023-02-15; Redemption: 2023-11-16; Dst: First Pay: 2023-02-15; Redemption: 2023-11-16;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 27, 1995
Refinancing
Yes

Commentary 

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B&I

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Research