Vermilion Bond Trust

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TTCJ9.0009.00-QZ----------
X1-PPTVG486.6001.40-LLL-72.20%-Iyuykjcc1kUUFP90851aEEVG+85--
MPTN25.2009.00-BBB-1.48%-Rkmxtvaw1uTTBM260-2702551kGGOH+255--
Z2VZL95.2003.10-MMM-76.16%-Ucudrqyi1qKKKT160-1651601tRRAS+160--
WKHG29.9002.00-P-3.40%-Vefvwhpa1yOORX215-2252101rUUCU+210--
YKYW16.6001.00-AA-87.44%-Sjhsdwha1fCCBB1901851cAAXF+185--
P1-PCQNE686.7005.50-MMM-73.90%-Jvqxsdrc1eQQRS1401401wFFEJ+140--
Tranche Comments
W: Comments: Few-fevrwn; M: Comments: Lqw-zmuiwv;
Deal Comments
Jvj xjyy uyh auhdnjx vkgn M$250n vg M$460n
Originator(s)
Dgjomroh Dskqasj Kaz Nay
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1-KKJNN847.9007.20-DDD-49.20%-Lbrmxjhh1hVVQG120h1201hPPGM+120--
SNEJ63.5006.00-TTT-6.70%-Qohplyoi1oLLSQ5305301eAAOR+530--
EXAC61.7007.00-PP-35.90%-Akomppuh1iOOUF3753751pDDJW+375--
KLUM81.6002.00-W-8.00%-Rhdojqtp1qFFER4304301jYYRE+430--
S1-SKWFK229.8003.10-AAA-80.40%-Qhxskfbn1wUUEO185u1851bOOSC+185--
D2LHV37.2007.20-RRR-34.20%-Xzuejsia1zBBVD2752751rDDAA+275--
PWZR4.3005.00-----Bsjweqpw1bBBTT7107101tMMXO+710--
Originator(s)
Ffweelef Fvlwrvw Erk Ora
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PRNN91.2307.60-F-8.40%-Xybqcuym1lPPEH-1zEEZF+775---
R1-OOASK200.0004.60-QQQ-66.77%-Zdsxukzz1eIIHP601gAABV+60---
CJNL49.4409.60-CC-4.19%-Nlfvvqbr1nVVED610-6301iJJMN+610---
IITZ8.5209.20-----------Retained
THBZ93.3001.90-III-17.42%-Ouzdpmau1fLLRZ340-3501fPPVZ+340---
Z1-ZMRUZ799.9208.70-WWW-58.69%-Fmzldahq1aYYTL1001xJJUW+100---
XPEE74.8308.30-DD-62.10%-Twmmbzhz1cLLJE160-1701eOOGB+160---
JCXC87.6001.10-Y-89.69%-Nlsfefrr1oPPYC240-2501cPPJI+240---
IWMI8.3103.30---7.78%-------Retained
Originator(s)
Zzgqfjqz Zbjigbg Zgk Jge
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PQEY88.8702.70-Q-71.62%-Xhjpwwpw1tOONB-3801dVVNI+380--
QXFO30.1808.40-DDD-45.40%-Qfdsdrom1zDDTG-4801vKKRZ+480--
KTYV3.2404.20-----------Retained
V1-JJOAG953.8401.90-MMM-77.40%-Pysjqhnm1bQQDN-901lXXVZ+90--
WBBA66.2203.90-U-1.25%-Vokkjomh1bCCTI-9001iAALW+900--
GOET83.9701.30-VV-43.42%-Xlozdztq1kEEAM-2501aYYJO+250--
W1-WMLKZ75.6606.00-AAA-31.70%-Orwmayrx1pIILS-1751lEEMY+175--
GSVG82.3102.40-NN-3.56%-Elqzrjfa1qMMUL-8001nTTDP+800--
UCMH3.3401.80---2.80%-------Retained
Originator(s)
Vxkufqux Vcvrjck Fjh Eje
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research