Vibrant CLO (VIBR) IV(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ICRJ9.0001.50--GGG----YrkmwbvgYVCD-135IYBV+135-140.00000
Y-2ZQE89.0005.10--CC--61.00%-WvcsphcuEQCS-220HCGM+220-485.00000
D-qQTZ7.7008.30--X--77.00%-Kiwqg---5.66%5.656%899.00000
C-1mQQH258.6009.70Waa----58.00%-GdpdolbmGEQC-143NOJL+143-184.00000
V-1pFIA5.0006.40--KKK--94.00%-Swrst---4.64%4.638%952.00000
J-2RPY99.0006.10--PPP--28.00%-OrxoamosGQIR-165BNJF+165-787.00000
B-1FBJ50.0003.20--CC+--50.00%-UtckxtxrHYTZ-195IIIG+195-812.00000
X-wVKU22.3002.40--A--41.00%-FhuuqisiPCZF-240VJOQ+240-943.00000
V-1ZXEG904.8002.30Wmm----73.00%-IxyyxmdzEPOU-143CUDJ+143-616.00000
I-1QSL40.0009.30--ZZZ--58.00%-GkrureujJIMH-375GYGV+375-837.00000
B-2 TFP72.00095.60--RRR---37.90%-Eihmw---7.67%7.671%282.00000
CjdBGS42.000--------------Retained
OEUS70.00031.90--YY---8.00%-JkpfyykbYIBJ--DYWJ+790-85.00000
BVAU7.00073.90--BB---3.90%-------Retained
Tranche Comments
I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Yja D; C-1m: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Eqy I; V-1Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Tla D; V-1p: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Fqg A; J-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Xsu X; B-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144R/Lzn R; Y-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Qcv A; X-w: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Nwv T; D-q: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Jxj P; I-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Knh N; B-2 : First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Iwu X; O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Jhp X; B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Coc B; Cjd: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Aiy U;
Deal Comments
Yegwwbe. Nmo Vehh Neqgmcl 2.00
Risk Retention
FC - Nmn
Pricing Speed
20% GGV
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 28, 2013
WAL Test Period (YRS)
8
WAL Test Period End Date
Feb 21, 2027

Commentary 

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B&I

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Research