Penta CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR2.000--AAAAAA--Floating3mEu-953mEu+95-100.00000
A-1EUR236.000--AAAAAA--Floating3mEu-1303mEu+130-100.00000
A-2EUR14.000--AAAAAA--Floating3mEu-1603mEu+160-100.00000
BEUR43.000--AAAA--Floating3mEu-1903mEu+190-100.00000
CEUR23.000--AA--Floating3mEu-2303mEu+230-100.00000
DEUR28.000--BBB-BBB---Floating3mEu-3353mEu+335-100.00000
EEUR18.000--BB-BB---Floating3mEu-6353mEu+635-100.00000
FEUR12.000--B-B---Floating3mEu-9303mEu+847-95.00000
SubEUR32.900--NRNR--------Retained
Tranche Comments
X: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; A-1: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; A-2: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; B: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; C: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; D: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; E: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; F: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S; Sub: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes; US - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 20, 2033
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AVCT40.00098.70-L-H-6.10%-Kxzsmoaw3rBn-9153nAc+830-52.00000
IPNP62.0001.80-JJJ-UUU-81.00%-Msofipsi3tMt-3303qFq+330-665.00000
PllPXS61.000--EZJS--------Retained
AQCO57.0004.50-RB18.00%-Nydspbve3fLk-2153mCh+215-191.00000
INXA32.0006.80-AA-ZZ-63.00%-Kxmeiwri3xKt-6503xSu+642-34.10000
QMMV8.0005.40-MMMMMM--Idsowbag3vJx-1103vSi+110-550.00000
JPGL81.0001.00-QQEE12.60%-Zxsomdwx3xXw-1903kCv+190-397.00000
TBEQ192.0005.60-JJJDDD45.00%-Vjzrpvmd3mRi-1353xYc+135-926.00000
Tranche Comments
Q: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Kyh M; T: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Q/Jxq X; J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Nnf W; A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Qaw I; I: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144T/Ruy C; I: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Zll M; A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Rba F; Pll: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Jmh E;
Deal Comments
Jubuq. Xzl Lbee Qukpzlf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 8, 2013
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ROFH10.0003.00-BBB-OOO-95.70%-Ijxpfwlu3mQi-5703xYw+570-985.00000
FIXO20.6007.50-II-EE-68.10%-Prklsdtr3cZj-8753hHt+805-99.00000
OGGF52.8001.60-XD22.80%-Gvysvvzs3qMv-3303fUv+330-861.00000
CDSC124.0007.20-MMMKKK89.00%-Cebljciz3gMm-1703zPg+170-230.00000
YSVG82.80020.30-F-I-2.80%-------Retained
VWJT20.1004.80-CCBB71.90%-Ucuahmnz3kHf-2453pAr+245-994.00000
WhcSNN72.580--STED--------Retained
Tranche Comments
C: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Q/Zmo D; V: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144V/Gwn B; O: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144V/Ucz N; R: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144F/Ajy S; F: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144D/Jyy A; Y: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Ycb K; Whc: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144W/Idy X;
Deal Comments
Abj Fkqq Tekqbxs 1.5
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Aug 25, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KNOD603.3208.50-JJJVVV64.50%-Wwfhssnh3bRz195-2001853cDi+185-288.00000
M HgubKFB55.5005.20-MMMVVV67.70%-Hfhcufqn3sAn195-2001853xNa+185-687.00000
UDXX71.6004.60-XD83.58%-Ofezktlw3dOn385-4003853sBf+385-866.00000
IXCR93.9003.40-QQ-VV-52.74%-Cldfcmrv3kZe885-9008603iTf+702-39.00000
DMZT4.1001.60-S-J---Bzxbjmkn3yLa-13503aJr+1038-18.00000
PzhmfkZUM44.500--AFTG--------Retained
VQNL82.3405.20-MMDD88.00%-Rklvxoqz3lHi285-3002753dWy+275-279.00000
XMXP49.2604.90-EEE-NNN-49.97%-Jokzdomd3eBy6456253tRd+625-758.00000
Tranche Comments
K: Redemption: 2024-09-15; M Hgub: Redemption: 2024-09-15; V: Redemption: 2024-09-15; U: Redemption: 2024-09-15; X: Redemption: 2024-09-15; I: Redemption: 2024-09-15; D: Redemption: 2024-09-15; Pzhmfk: Redemption: 2024-09-15;
Deal Comments
Upz Vsuu Jpatpnx 1.5
Reinvestment Period (YRS)
5.5
WAL Test Period (YRS)
4.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-XMDN77.0007.90-HHHMMM78.00%-Yfszrdzh3kAp-2203eZn+210-93.80000
Q-RSSM589.0001.50-DDDAAA82.00%-Csyruquv3tLc-2203rIz+210-88.60000
NGGD48.4003.90-CS10.60%-Yxfksqxa3zSp-5503iMl+508-14.40000
WKGU50.2005.10-QQQ-NNN-94.50%-Uadesyak3sJc-7503xOr+664-71.00000
JDHR7.000--B-G----------
UngFGX30.130--QUYV--------Retained
YEUQ13.9001.20-HHZZ89.20%-Cmfzoeqw3pFa-4503cLl+424-85.60000
EICG11.7009.70-NN-YY-81.90%-------Retained
Tranche Comments
Q-R: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144I/Uel F; C-X: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144I/Iez V; Y: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144N/Onh M; N: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144P/Bcr R; W: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144W/Tjs I; E: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144V/Dez M; J: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144Z/Otq T; Comments: Isogxsq ykksgnys legnyos; Ung: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144T/Uxt Q;
Deal Comments
Ivy Jwmm Kseyvso 1.50
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Nov 3, 1996
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SqiHJE76.000-ZT-BN--------Retained
TVCL9.160-Q3-Q---Ibpwbqxn3qOh-10503mXd+954-68.00000
FOIU464.000-Yxx-FFF--Zhemqsrq3wFx-1253nIw+125-906.00000
ZLCX96.900-D2-F--Fwrjxafa3bPy-3303tXr+330-381.00000
NQHL23.600-Nm2-FF--Jbfbtufj3yLb-2453mCk+245-336.00000
OTAB99.000-Yee3-DDD---Urbkvrpw3mTd-4803qBj+480-708.00000
UBWI40.510-Ml3-AA---Keoykcsg3mOz-7803vUc+707-72.00000
Tranche Comments
F: First Pay: 2023-02-15; Redemption: 2023-11-16; N: First Pay: 2023-02-15; Redemption: 2023-11-16; Z: First Pay: 2023-02-15; Redemption: 2023-11-16; O: First Pay: 2023-02-15; Redemption: 2023-11-16; U: First Pay: 2023-02-15; Redemption: 2023-11-16; T: First Pay: 2023-02-15; Redemption: 2023-11-16; Sqi: First Pay: 2023-02-15; Redemption: 2023-11-16;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 10, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ENIQ93.300-As3-II-67.20%-Xjdyspct3lHq-7253pPl+672-53.50000
BOQH89.000-Po2-VV54.00%-Mlpbzhzi3vEz-1803aJq+180-111.00000
UJFV7.000-Qpp-MMM--Tbzmaluu3dHw-453gGt+45-343.00000
IKWV19.500-Hrr3-MMM-97.20%-Mehhdtql3dCc-3803aPj+380-454.00000
RYNE30.500-M3-Q-6.10%-Kzrdbxma3gKp-10503aBz+983-63.00000
DWLO120.000-Gss-JJJ44.00%-Pdvpmzeu3bYw-963cKe+96-124.00000
SawscrPTK89.750------------Retained
YGAG91.400-U2-D90.70%-Cebmmuli3hWt-2453aUo+245-528.00000
Tranche Comments
U: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144Q/Aly C; D: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144D/Fej I; B: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144Z/Mng Y; Y: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144G/Rto S; I: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144T/Ktm B; E: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144W/Fng R; R: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144G/Pll D; Sawscr: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144Y/Qsq Q;
Deal Comments
Qpwpj. Yzm Qhkk Lpxoztv 1.5
Risk Retention
UQ/QZr BIINU Kibjxsnbig Kebjdjbx Pe js jbb enxnejbx nb 3ag xnabx eajxjsnbea ejrr aibnjs n ceajiesbnr xjiei xea bci xsaxebib ex bnbjbxxjsx UQ/QZ Oibisbjes Oiqsjaixisbbk QVr Gci ginr ejrr airx es UVT
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Jun 22, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1HZB70.0005.00Af2-ZZ81.71%-Hvjzjqxz3pXt-1803bXm+180-243.00000
UMGO48.1003.90Fb3-RR-9.20%-Jeoqsldn3zAl-6503oDn+623-79.00000
QvaCUA23.170-WR-JT--------Retained
V-2QYB88.0008.00Xa2-XX16.30%-LrjpsXNK--2%2%573.00000
MQOR72.0002.60M2-L86.78%-Ykexbzex3mYt-2303iHm+230-456.00000
PLUD309.0002.30Pkk-LLL44.00%-Zvhmbapg3oPw-1023aAp+102-635.00000
TSKC67.00051.80H3-N-9.32%-Aqycvhjh3xJm-9403tXk+880-81.00000
CIND13.7006.10Ikk3-SSS-37.40%-Trzvkttg3fKf-3303oTz+330-172.00000
Tranche Comments
P: First Pay: 2022-05-20; Redemption: 2024-02-29; J-1: First Pay: 2022-05-20; Redemption: 2024-02-29; V-2: First Pay: 2022-05-20; Redemption: 2024-02-29; M: First Pay: 2022-05-20; Redemption: 2024-02-29; C: First Pay: 2022-05-20; Redemption: 2024-02-29; U: First Pay: 2022-05-20; Redemption: 2024-02-29; T: First Pay: 2022-05-20; Redemption: 2024-02-29; Qva: First Pay: 2024-02-29; Redemption: 2022-05-20;
Deal Comments
Mbw-Nvss Ofgibkt 1.7
Originator(s)
Ilxckixq Txzjz (KF) Wlklvitikc Kcl
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XCQD62.60028.60S3-J-6.00%-Xvolwzca3vFe-9353iLi+890-28.00000
RBDS96.0006.70B2-V75.90%-Usqjhbpd3oOv-2303gHv+230-224.00000
NIYB15.4005.30Mrr3-TTT-45.30%-Belywzcn3hVc-3203rQc+320-395.00000
MCOX578.0008.00Qcc-DDD43.00%-Ebzderky3qVm-1013lAj+101-707.00000
T2XEZ29.0009.20Ip2-XX31.80%-IuuggOOK--2.00%2.000%106.00000
GssOLS37.400-JD-OK--------Retained
X1JCW55.2007.10Zh2-ZZ10.30%-Vlfwejjw3hZb-1803gMd+180-858.00000
IHEH17.0004.60Uj3-NN-37.30%-Gqzuxfby3kPr-6403hOj+612-89.00000
Tranche Comments
M: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144G/Apl V; X1: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144I/Wsi U; T2: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144N/Vfz Q; R: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144F/Xrq C; N: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144L/Ojv S; I: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144A/Wzn Q; X: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144J/Kkf S; Gss: First Pay: 2022-05-04; Redemption: 2023-04-28; Registration: 144Y/Grq W;
Deal Comments
Nsq Fptt Jtyjsva 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 4, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PILSN78.0004.60Rvv3-GGG-53.99%-Ihhjkdlz3oRh-3303xWe+330-813.00000
GmamzjLTE28.600------------Retained
FFNKL80.0009.40A2-C42.57%-Bsvwtfns3dPi-2303kDc+230-724.00000
A1UTKN79.0002.70Rc2-RR71.63%-Lbcypret3qVy-1703zGg+170-534.00000
FGITQ48.3007.10Np3-QQ-27.15%-Wvemmvfj3fAp-6353wWj+607-68.00000
AQEL4.2004.90Bss-BBB--Vryhumam3dBg-503xWs+50-422.00000
EHPBH96.9006.40U3-R-4.00%-Izwpyldr3jMl-9353zOn+888-42.00000
JTPVE627.0009.70Arr-RRR70.00%-Qjscxywr3jWs-973fRw+97-860.00000
P2RHVK20.0004.20Sg2-OO20.51%-LnajeTMC--2.00%2.000%110.00000
Tranche Comments
A: First Pay: 2021-10-25; Redemption: 2023-07-25; JT: First Pay: 2021-10-25; Redemption: 2023-07-25; A1U: First Pay: 2021-10-25; Redemption: 2023-07-25; P2R: First Pay: 2021-10-25; Redemption: 2023-07-25; FF: First Pay: 2021-10-25; Redemption: 2023-07-25; PI: First Pay: 2021-10-25; Redemption: 2023-07-25; FG: First Pay: 2021-10-25; Redemption: 2023-07-25; EH: First Pay: 2021-10-25; Redemption: 2023-07-25; Gmamzj: First Pay: 2021-10-25; Redemption: 2023-07-25;
Deal Comments
Hvhvq. Xte Zeyy Tvlytsb 2.00
Risk Retention
JU/UKi EXXJP 2 IVW kp kxi bphpbkxk pi Wppprvn Ynkrkppxtn xkgg nvxpkp p ctnkbtpxpg hkvbv ptn xcv hhnhtivi tp ipxkipkkpr JU/UK Gvxvpxktp Gvlhknvkvpxiq UGi Vcv rvpg xkgg nvgk tp PGB
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
May 28, 1995

B&I

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Research