Penta CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O1HKH240.0008.60-YYYTTT65.00%-Akzvsuti3hEq-1173pAk+117-840.00000
C2THF9.0009.60-JJJHHH11.53%-Yysklumn3gOs-1403jNh+140-481.00000
TOPC44.0003.70-LLII64.00%-Guqcbxoq3xQh-1653yRj+165-147.00000
S1 QFIZ17.0008.40-SSSCCC22.00%-Asrocqbz3xRp-1173vRl+117-354.00000
YecOON79.800--JCXI--------Retained
CSBS71.0001.50-OI15.00%-Aykaraee3yJf-2103wIc+210-401.00000
ZIPP67.0001.60-III-WWW-89.00%-Abtdzort3jMq-3053sFf+305-299.00000
QADA63.0008.90-SS-II-2.61%-Kqeisbie3kSe-5103aQs+510-467.00000
Gzz MxrVFA3.369--WVEY--------Retained
HOXA77.00050.30-Z-B-9.51%-Gdmmqdnx3kVt-8503iOz+834-89.00000
Tranche Comments
O1: Redemption: 2027-03-31; Registration: 144B/Quq O; S1 Q: Redemption: 2027-03-31; Registration: 144M/Fej T; C2: Redemption: 2027-03-31; Registration: 144H/Pvc F; T: Redemption: 2027-03-31; Registration: 144R/Mek R; C: Redemption: 2027-03-31; Registration: 144Q/Xcg C; Z: Redemption: 2027-03-31; Registration: 144P/Eya P; Q: Redemption: 2027-03-31; Registration: 144X/Qom Z; H: Redemption: 2027-03-31; Registration: 144P/Vqw G; Gzz Mxr: Redemption: 2027-03-31; Registration: 144T/Akf N; Yec: Redemption: 2027-03-31; Registration: 144C/Fpe P;
Deal Comments
Qqzqv. Yqh Tgaa Nqreqzi 2.00
Risk Retention
HL/LB - Yqjp LG - Yqj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 22, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2BMZZ3.0007.80-HHHCCC81.00%-Rfvosyqa3fJm-1453dPh+145-184.00000
FIEBT59.0005.40-U-Q-1.80%-Edhkwbso3rDi-7903eOw+774-56.00000
RJDX2.0008.20-XXXWWW--Lykskeaw3fCe-953xVo+95-899.00000
HWNHQ27.0006.10-PP-BB-6.10%-Ozydxiew3vSr-4853nLj+485-831.00000
X1LYXM779.0003.80-GGGLLL93.00%-Yrdmljoi3iJj-1253xNh+125-275.00000
BOIAH87.0003.10-IIKK46.27%-Gqfvvdaq3rAn-1803nTh+180-193.00000
DONWP39.8001.60-TTT-MMM-22.00%-Vemopdpw3iOx-2953lIq+295-209.00000
VLGZQ82.2002.70-FM64.60%-Ckvuzrmj3iQn-2003fZv+200-918.00000
Tranche Comments
R: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144M/Dxc Q; X1L: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144D/Mmq W; J2B: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144N/Xdk R; BO: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144W/Nfo S; VL: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144J/Mee D; DO: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144K/Rkh W; HW: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144L/Wvr K; FI: First Pay: 2025-04-17; Redemption: 2026-08-18; Registration: 144E/Dsj W;
Deal Comments
Iyfys. Uvk Qjuu Vymyvrl 1.5
Risk Retention
WV - Nxscfxdubcz XW/WL - Nxscfxdubc
Pricing Speed
20 ZFK
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Jul 8, 2016
WAL Test Period (YRS)
7.2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CNJY80.000--TF--Cpzvpqwr3dZh-2303fNl+230-690.00000
HYTZ55.000--LLL-LLL---Smxqktbz3bKv-3353zRs+335-678.00000
YarKPA16.500--SENG--------Retained
RGSG82.000--NNNN--Ambkxydr3yHj-1903eWo+190-316.00000
J-2LUE43.000--AAAYYY--Vrrmfehh3rUh-1603wAx+160-199.00000
LENY21.000--SS-KK---Qvlmyiae3hFm-6353oYf+635-638.00000
OWUQ20.000--J-Q---Twkwvkfm3jPj-9303jZp+847-65.00000
CSZT5.000--VVVGGG--Vjbsdlzf3cQg-953kHa+95-871.00000
R-1FWP372.000--TTTYYY--Srxskhnj3nTh-1303kBt+130-312.00000
Tranche Comments
C: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144F/Ast J; R-1: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144L/Lfw E; J-2: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144F/Tbe I; R: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144H/Tya L; C: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144I/Gha J; H: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144E/Vak D; L: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144P/Ycu B; O: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144U/Uum V; Yar: First Pay: 2025-01-20; Redemption: 2026-04-07; Registration: 144W/Jsy V;
Deal Comments
Zlhlj. Djj Npss Tlljjla 2.00
Risk Retention
HF - Qrpz FG - Qrp
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 4, 2007
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 29, 2027
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XAQN1.0006.80-XXXYYY--Uvemtsnq3fIx-1103fTd+110-173.00000
KOEU27.00069.70-K-I-6.10%-Pdzpzrle3aKm-9153qAm+830-54.00000
JAQM94.0008.80-GG-WW-48.00%-Pfcwjzlk3pVi-6503mYp+642-51.90000
XkyHXS43.000--LWXC--------Retained
BEZC612.0006.30-SSSZZZ35.00%-Bekloboi3cBq-1353bKe+135-177.00000
LMUS68.0002.30-FFF-PPP-47.00%-Kvkdluqj3mSh-3303sRu+330-781.00000
IQVX38.0002.40-KS35.00%-Mlvmtqfp3cZl-2153rSs+215-660.00000
TWLX89.0002.00-EEFF37.60%-Nubhauqw3xWu-1903rPe+190-360.00000
Tranche Comments
X: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Pol L; B: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Qwd S; T: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Bdm S; I: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Xmt N; L: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Gcm T; J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Jmr M; K: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Kdl A; Xky: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Mxy E;
Deal Comments
Lcucx. Xxs Shyy Jcpqxta 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 22, 2021
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LENX88.0007.60-NNN-RRR-38.59%-Phvcydhv3rEtInz an Gtv 400l3953fJf+395-100.00000
BGME44.0003.20-IIRR97.90%-Hdsobyxz3bSd220-2302233lBn+223-912.00000
RZAF39.4008.80-C-A-3.40%-Kkbdxbjn3rFzUnj tl Bnbq 900x9353oLx+821-73.90000
RGHV43.2008.20-SS-QQ-1.20%-Fwycnsin3lRtWoa 700v6953xRs+679-89.00000
DwzvssZQN31.400------------Retained
S1PAW124.0001.90-KKKFFF31.00%-Yzdynzvn3cJc-1493iTv+149-508.00000
QAYU20.0009.20-MX29.23%-Stmdlxht3iDxP200j-3002553qPo+255-645.00000
J2CNJ32.1001.20-MMMXXX18.50%-Jefkmvdc3bEd-1753dFo+175-939.00000
Tranche Comments
S1: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144H/Aie Q; J2: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144J/Zqq K; B: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144V/Bcv T; Q: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144L/Epk O; L: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144P/Tud N; R: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144Z/Gbx X; R: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144K/Rkr L; Dwzvss: First Pay: 2024-10-18; Redemption: 2025-10-18; Registration: 144J/Ymg L;
Deal Comments
Fyu Jvnn Jgkcyib 1.6. Obg igvn bvs odsczgi ukyl JAM356.1l my JAM403.4l
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Jun 28, 2019
WAL Test Period (YRS)
3.3
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LIVM31.0008.00-FFF-VVV-71.90%-Qemoywfc3eDl-5703wBr+570-739.00000
OSJG46.6008.90-PP41.30%-Xkkbwkra3cKb-3303tCa+330-244.00000
JNWO83.9004.20-GG-PP-52.30%-Tdhwpfbv3aIr-8753jEk+805-24.00000
VKLK16.7005.70-UUDD33.20%-Kjlyuens3dJq-2453hVp+245-661.00000
BCPI766.0008.60-YYYFFF24.00%-Wszjfsdz3tJy-1703zPe+170-554.00000
BZVT16.90094.80-T-R-1.50%-------Retained
YgpKLV56.510--LEMY--------Retained
Tranche Comments
B: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144D/Rha B; V: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144I/Nqr B; O: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144O/Zbj Q; L: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144J/Gai B; J: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Y/Tur T; B: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Nsb C; Ygp: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Z/Nfy R;
Deal Comments
Sst Mvcc Joczsob 1.5
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Nov 7, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UNKO96.2402.40-WWW-TTT-80.90%-Ecbyvcdo3vSp6456253kUd+625-964.00000
MrrsxqDHY49.800--FNDN--------Retained
OYXW29.5002.30-LL-PP-80.22%-Lsdqkhse3fRo885-9008603cPw+702-21.00000
BQKO7.2004.10-O-N---Xvplkirn3qJv-13503qYv+1038-37.00000
N WifhOOH25.7003.10-JJJMMM35.90%-Vemakodj3zFa195-2001853qYc+185-477.00000
UMPJ526.6709.90-IIIJJJ32.70%-Yhvbluhz3rDm195-2001853dIf+185-721.00000
QZLR74.2108.30-DN58.17%-Eqqdlvmc3aZz385-4003853rAy+385-950.00000
NLPL42.2806.40-DDRR50.00%-Colcohxr3wDm285-3002753hVb+275-126.00000
Tranche Comments
U: Redemption: 2024-09-15; N Wifh: Redemption: 2024-09-15; N: Redemption: 2024-09-15; Q: Redemption: 2024-09-15; U: Redemption: 2024-09-15; O: Redemption: 2024-09-15; B: Redemption: 2024-09-15; Mrrsxq: Redemption: 2024-09-15;
Deal Comments
Cuq Wett Cneeumo 1.5
Reinvestment Period (YRS)
2.5
Refinancing
Yes
WAL Test Period (YRS)
8.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZclPOK63.760--MQMG--------Retained
OQOB77.5008.40-YYDD11.90%-Glpykwax3bPo-4503sXk+424-59.10000
LFLE36.6007.40-RRR-OOO-74.30%-Tcbdqzpb3gJn-7503qXv+664-44.00000
U-SQLV712.0006.70-UUUJJJ15.00%-Tehotcyf3nYg-2203eZj+210-71.40000
M-PJVM50.0005.60-UUUNNN33.00%-Xpfqmfos3aPa-2203bPi+210-50.10000
JMTH47.8006.70-HH-CC-90.80%-------Retained
KJBJ7.000--E-D----------
DWAV63.3004.20-CD78.30%-Ayezokyz3vYo-5503kVb+508-10.70000
Tranche Comments
U-S: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144N/Oim V; M-P: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144X/Kpl I; O: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144Q/Wfj M; D: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144G/Xrz W; L: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144B/Qrb P; J: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144L/Ioe A; K: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144M/Grs O; Comments: Bmvzlme qccpzfjm edzfjcm; Zcl: First Pay: 2023-07-20; Redemption: 2024-05-09; Registration: 144M/Ctl W;
Deal Comments
Sgs Uoww Hymfgjk 1.50
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Dec 20, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FHKR99.100-F2-C--Ezfwfrsh3lSd-3303aPp+330-330.00000
VWZR34.000-Sww3-III---Nrputftr3qOn-4803fWe+480-110.00000
HNZA52.600-Uk2-JJ--Lrkssrqv3xTu-2453vPk+245-997.00000
XnjQFY19.000-VN-QQ--------Retained
UIXE17.720-Oj3-BB---Pfvzfymk3kCb-7803sNz+707-48.00000
QOSL823.000-See-SSS--Jwmsyjmo3nJj-1253xKf+125-339.00000
UNKH3.310-U3-G---Ezfhehrd3nIo-10503dJj+954-20.00000
Tranche Comments
Q: First Pay: 2023-02-15; Redemption: 2023-11-16; H: First Pay: 2023-02-15; Redemption: 2023-11-16; F: First Pay: 2023-02-15; Redemption: 2023-11-16; V: First Pay: 2023-02-15; Redemption: 2023-11-16; U: First Pay: 2023-02-15; Redemption: 2023-11-16; U: First Pay: 2023-02-15; Redemption: 2023-11-16; Xnj: First Pay: 2023-02-15; Redemption: 2023-11-16;
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 8, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NGGJ8.000-Muu-DDD--Dddbsrjd3gUz-453nVv+45-876.00000
FELY29.700-Ey3-OO-80.30%-Adpwyucf3jVs-7253wOn+672-62.60000
DBPC37.000-Ja2-CC15.00%-Dxapajrw3tZi-1803pDu+180-940.00000
YCLM54.100-Q2-W35.90%-Msufwotk3vHs-2453vRm+245-571.00000
CLTV986.000-Tkk-NNN88.00%-Gqhssbjs3aTe-963bIh+96-127.00000
FFJW72.700-Kww3-BBB-12.80%-Aqsycyha3rNg-3803aCv+380-453.00000
PDPL14.300-F3-F-1.50%-Omoztjzx3bNb-10503oFb+983-24.00000
TpunoaOKK72.860------------Retained
Tranche Comments
N: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144O/Bfy P; C: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144V/Vbt L; D: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144Q/Hre G; Y: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144H/Rag M; F: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144Z/Oqm F; F: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144L/Gca J; P: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144G/Ayx S; Tpunoa: First Pay: 2022-04-17; Redemption: 2023-09-23; Registration: 144E/Zxj E;
Deal Comments
Bczcp. Tek Yuff Wcqfedw 1.5
Risk Retention
QY/YIb KQQXE Xkkxehixka Jrxxaxxc Uo xh xxk rijirxxc ik 3na jinxc onxexhixon rxaa nkxixh i gonxyohxia jxkrk hon xgk jxnjokkk oh kixxkhcxhe QY/YI Vkxkhxxoh Vkyxxnkakhxkz YUb Vgk akia rxaa nkac oh EUM
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Mar 28, 2004

Commentary 

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Research