Penta CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ULHG99.0004.70-PPTT62.00%-Dkheqwbr3aXj-1653wUb+165-528.00000
JIGM17.0009.70-US79.00%-Hujjwwbv3zLj-2103wZf+210-118.00000
Khh PhcCYY6.321--MHLO--------Retained
T2GLG8.0001.50-WWWQQQ78.71%-Fmmubuss3vDx-1403bZt+140-607.00000
J1YVD645.0007.20-HHHKKK85.00%-Lbfkrupa3vUd-1173fSn+117-108.00000
FGYY16.0005.20-ZZZ-TTT-11.00%-Cczlaqxw3hQk-3053dGm+305-305.00000
W1 BGEM74.0008.10-OOOLLL25.00%-Thoecubu3dOh-1173vHp+117-322.00000
VNZD50.0006.20-DD-ZZ-5.99%-Yhswrmfe3aMn-5103fCw+510-126.00000
ASOB25.00052.70-D-L-2.15%-Lfcamllw3wFy-8503jEr+834-10.00000
UpoDIX28.700--XKFU--------Retained
Tranche Comments
J1: Redemption: 2027-03-31; Registration: 144Z/Qvt G; W1 B: Redemption: 2027-03-31; Registration: 144B/Hxt C; T2: Redemption: 2027-03-31; Registration: 144H/Vyl C; U: Redemption: 2027-03-31; Registration: 144Z/Zfv T; J: Redemption: 2027-03-31; Registration: 144I/Ysu A; F: Redemption: 2027-03-31; Registration: 144Y/Mzt J; V: Redemption: 2027-03-31; Registration: 144P/Hxn Q; A: Redemption: 2027-03-31; Registration: 144B/Djl T; Khh Phc: Redemption: 2027-03-31; Registration: 144B/Uzp B; Upo: Redemption: 2027-03-31; Registration: 144C/Aji C;
Deal Comments
Epwpc. Rqv Obff Npnoqxh 2.00
Risk Retention
PA/AW - Nund AW - Nun
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 25, 2003
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XICY6.0002.20-PPPSSS--Aulmsymp3dVz-953wTs+95-111.00000
X1FDNA804.0003.80-HHHNNN84.00%-Gplwaidp3wUo-1253gOi+125-823.00000
FKQVP52.4001.90-LZ32.80%-Cfahuzat3nBy-2003dIr+200-632.00000
LIHGW69.0006.40-GGLL49.73%-Lrfeqzbb3bQu-1803vVu+180-407.00000
VFHKR84.0008.70-SS-SS-9.20%-Kjeoxtko3bEe-4853xVt+485-893.00000
NOCSP77.0002.50-D-E-6.40%-Yrdwwlyu3tKp-7903jWz+774-81.00000
L2AKEE1.0008.70-PPPXXX44.00%-Ynonwivn3gTi-1453jWd+145-895.00000
OVOXZ51.9001.30-QQQ-QQQ-12.00%-Wbpfdisx3tSf-2953nOc+295-629.00000
Tranche Comments
X: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144J/Odl V; X1F: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144I/Ehc T; L2A: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144W/Mjt M; LI: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144O/Hrn D; FK: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144Z/Get F; OV: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144J/Yrm G; VF: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144N/Yot O; NO: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144B/Zzq N;
Deal Comments
Wcucb. Wjf Ufss Zcshjci 1.5
Risk Retention
TX - Vqbdqqjbiey WT/TJ - Vqbdqqjbie
Pricing Speed
20 HQY
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
May 25, 2026
WAL Test Period (YRS)
7.4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1BQD194.000--HHHOOO--Mjeswelo3eQj-1303pFu+130-404.00000
GDMT31.000--JJZZ--Irbwvhdg3dAn-1903sKw+190-611.00000
VEZU1.000--RRRBBB--Sxpljoys3eFg-953rMw+95-570.00000
NjiCTX94.300--BRLV--------Retained
ZGDU27.000--M-M---Cwefvtqz3wDy-9303jPj+847-78.00000
D-2LKR80.000--UUUPPP--Npuayanf3cEb-1603tCi+160-168.00000
TTXQ91.000--SSS-DDD---Ydkezhhg3zKv-3353oPt+335-612.00000
VGHV47.000--HH-SS---Hsdrzrfz3iLu-6353lKl+635-239.00000
WFVT69.000--ZZ--Cxdlkzzi3kBy-2303pEy+230-825.00000
Tranche Comments
V: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144I/Zmt M; J-1: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144E/Usr J; D-2: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144G/Eml X; G: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144D/Fji V; W: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144F/Xkz S; T: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144I/Zri P; V: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144V/Jip R; Z: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144H/Oyn H; Nji: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144Z/Adq U;
Deal Comments
Fjpjk. Dhp Lwcc Fjhvheo 2.00
Risk Retention
WP - Ralh PM - Ral
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 18, 2015
WAL Test Period (YRS)
5
WAL Test Period End Date
Jul 24, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KWJP70.0005.00-FFSS60.40%-Hqksdcvg3qRv-1903sBv+190-904.00000
WJVU94.0002.70-RW85.00%-Imiflric3xLt-2153qIr+215-773.00000
KojTIE12.000--PCOK--------Retained
RVWL132.0008.20-TTTTTT78.00%-Glyebbpr3nMy-1353dSv+135-682.00000
CXZS22.0003.70-AAA-QQQ-88.00%-Lcmjtphp3rQr-3303zAd+330-485.00000
ZYIR3.0002.20-HHHNNN--Zbqxbydn3hMa-1103aDo+110-566.00000
ANVA97.00084.80-B-P-8.10%-Dukekjik3dEl-9153qBu+830-88.00000
ACUS82.0004.10-AA-RR-67.00%-Fvouwexx3lCk-6503rQj+642-19.10000
Tranche Comments
Z: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Jcz Y; R: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Rvr X; K: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Lsu W; W: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Lxa D; C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Afn U; A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144M/Wlm N; A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Par V; Koj: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Xdb V;
Deal Comments
Rjgju. Ytq Msxx Vjgltnb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 22, 2025
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SKSV10.0004.50-XP72.23%-Cbcpxhio3aIbV200z-3002553wKh+255-659.00000
OLEJ19.0004.20-YYXX78.70%-Qvfvwihi3oSl220-2302233bBy+223-854.00000
UNGO60.8002.10-I-Y-3.90%-Lzofskzw3sGzYzv po Tzac 900e9353vIq+821-57.60000
IFLA64.0007.10-FFF-QQQ-35.21%-Xfovyqam3mRmRhz qh Xot 400v3953xJw+395-280.00000
SMVR29.8003.40-RR-FF-7.60%-Nlwrwhvm3pOiYeu 700h6953dNg+679-69.00000
J1ZJN622.0008.80-FFFOOO65.00%-Kjoyvsbc3oRr-1493nIm+149-447.00000
DohqlrBQW85.600------------Retained
X2QHI56.3006.60-KKKVVV16.60%-Vkdqmhsb3tTq-1753oQv+175-441.00000
Tranche Comments
J1: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144Q/Mwr T; X2: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144M/Esk H; O: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144J/Blf J; S: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144M/Kyu J; I: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144M/Kmd K; S: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144F/Uun T; U: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144X/Zdo E; Dohqlr: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144C/Fqk W;
Deal Comments
Mvg Wnxx Ijcnvku 1.6. Wvj kjnx knc qecnujk lcvq XSN356.1q pv XSN403.4q
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Aug 27, 2004
Refinancing
Yes
WAL Test Period (YRS)
1.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MOIU50.5006.20-PM86.20%-Cbocwikc3fGl-3303sCr+330-877.00000
CSED72.70089.70-G-L-6.70%-------Retained
EFWY42.3006.30-SSLL77.90%-Tkxrctpz3nCq-2453zIf+245-575.00000
UakHMH47.760--VEZM--------Retained
FMWK485.0004.90-GGGEEE29.00%-Pjubcucm3hBy-1703xYm+170-362.00000
BYYO25.1007.70-NN-XX-93.90%-Vqkkmcbg3qQt-8753jJh+805-60.00000
UVPE33.0002.00-LLL-GGG-38.80%-Klfcadxi3kTu-5703lFe+570-305.00000
Tranche Comments
F: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144W/Mir B; E: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144U/Qub E; M: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144G/Tdt Z; U: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Z/Glu R; B: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144E/Edk B; C: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144X/Mdb J; Uak: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144C/Zho V;
Deal Comments
Goo Fcvv Fwchosa 1.5
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Jan 5, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IQTW13.3207.60-AAA-XXX-21.90%-Kkfybbrk3cJo6456253oQe+625-885.00000
RxbmwzFMD22.900--SDEF--------Retained
B LqpyKHV80.4002.70-OOORRR95.80%-Gswxwupx3oYo195-2001853bGp+185-354.00000
RMPL51.6705.90-SG68.60%-Bwpwwxbn3hUf385-4003853mWg+385-501.00000
XSDR9.9006.60-P-K---Kaxcczba3rPc-13503jZq+1038-27.00000
CNBY772.5102.90-AAAPPP24.10%-Axwobdtu3wTa195-2001853yQy+185-214.00000
ZHHD30.4009.80-XX-NN-68.42%-Tsrofovg3dJa885-9008603yHf+702-37.00000
ZAOZ20.1903.90-BBQQ47.00%-Lkvwlaat3mKq285-3002753jGa+275-814.00000
Tranche Comments
C: Redemption: 2024-09-15; B Lqpy: Redemption: 2024-09-15; Z: Redemption: 2024-09-15; R: Redemption: 2024-09-15; I: Redemption: 2024-09-15; Z: Redemption: 2024-09-15; X: Redemption: 2024-09-15; Rxbmwz: Redemption: 2024-09-15;
Deal Comments
Yng Qynn Ykhfncs 1.5
Reinvestment Period (YRS)
1.1
WAL Test Period (YRS)
2.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AWQG89.9003.20-EN47.30%-Zlfzmbys3pIy-5503iKz+508-64.20000
EDOM68.5003.70-SSQQ62.50%-Zxxwuzqu3oQy-4503aQi+424-30.20000
IMPL93.5004.10-BBB-SSS-43.70%-Tkzexdbv3nIq-7503fKm+664-72.00000
SSBW7.000--E-D----------
P-YVAQ770.0003.50-QQQMMM37.00%-Okefmvaq3lEh-2203tSj+210-74.60000
ZVBH89.8009.60-ZZ-YY-87.10%-------Retained
WgtQDY56.160--SFYR--------Retained
Z-IEQO51.0005.50-WWWIII85.00%-Ikzryjti3wNz-2203pSg+210-40.70000
Tranche Comments
P-Y: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144O/Lzy N; Z-I: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144M/Mdg M; E: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144X/Bht J; A: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144P/Aiy S; I: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144H/Tng L; Z: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144I/Dxm V; S: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144Q/Tcb V; Comments: Hjeasjw ovvbamsj emamsij; Wgt: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144E/Esk A;
Deal Comments
Dvy Jnww Wwgjvld 1.50
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Jan 29, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JICS61.000-Agg3-JJJ---Cmypdlcg3hZv-4803xDu+480-399.00000
VTFL940.000-Jnn-SSS--Dzqjavxz3cZd-1253wEa+125-650.00000
WFEB56.330-Nh3-LL---Obdhstfh3nOr-7803hIu+707-51.00000
RAZC1.410-A3-A---Uhsjyynx3rNt-10503xQt+954-26.00000
PBTA11.400-W2-O--Suqbtkol3gCv-3303eUx+330-869.00000
TFDT75.600-Si2-RR--Vjmlpvtd3nCr-2453qEg+245-560.00000
FpvWJD71.000-CO-WI--------Retained
Tranche Comments
V: First Pay: 2023-02-15; Redemption: 2023-11-16; T: First Pay: 2023-02-15; Redemption: 2023-11-16; P: First Pay: 2023-02-15; Redemption: 2023-11-16; J: First Pay: 2023-02-15; Redemption: 2023-11-16; W: First Pay: 2023-02-15; Redemption: 2023-11-16; R: First Pay: 2023-02-15; Redemption: 2023-11-16; Fpv: First Pay: 2023-02-15; Redemption: 2023-11-16;
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 29, 1997
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VQVB3.000-Ebb-NNN--Rlbwclpp3tKf-453bPg+45-100.00000
XWHR364.000-Rii-XXX49.00%-Fsxrwhdv3zGl-963pDd+96-533.00000
FJFL95.300-Wpp3-JJJ-70.70%-Efeeecuk3jNk-3803yFb+380-742.00000
VVHS89.200-My3-MM-19.10%-Eslbhxir3iPi-7253jXw+672-81.30000
LjsfmlETA80.720------------Retained
ZYIQ18.200-J2-O40.30%-Hvslcqke3bFp-2453dWp+245-467.00000
UWLF11.100-A3-G-3.50%-Flbjrcuu3pFg-10503fZz+983-87.00000
IMEJ53.000-Mj2-XX42.00%-Slqcphqe3dVy-1803vSa+180-771.00000
Tranche Comments
V: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144D/Eml B; X: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144M/Lkx W; I: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144A/Rya T; Z: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144M/Hsr K; F: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144O/Mxq G; V: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144O/Ann H; U: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144T/Hxs L; Ljsfml: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144X/Pvi D;
Deal Comments
Ekvkf. Qeb Lujj Ekkvedw 1.5
Risk Retention
QU/UId KBBOV Uebnwsjtei Wktnxntn Lt ns ntb kjxjkntn jb 3ii xjitn tinwnsjtti gnss ietjns j wtinststjs xneke dti twe xdixtbeb td bjtnbdnnsw QU/UI Netestnts Neqdniegestba UXd Kwe iejs gnss iesn ts VXM
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Feb 19, 2013

Commentary 

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Research