Vermilion Bond Trust

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1-ALATQ563.6008.50-FFF-87.90%-Jhmuhcil1qDDXB1401401nHHZV+140--
Q2YCQ39.1001.40-JJJ-36.76%-Nmmxkqtl1uNNMU160-1651601vAAMQ+160--
MAON40.1004.00-RRR-7.87%-Ypruxaup1qIINC260-2702551pBBXB+255--
CFZK83.8007.00-BB-18.76%-Bpycdhbb1wKKDM1901851bVVJE+185--
B1-VVVKI665.3005.20-SSS-61.50%-Xqjfltnf1nNNSI90851hDDGJ+85--
IJAR65.7006.00-D-1.70%-Wvwjhzjt1dXXJI215-2252101mDDKE+210--
GAIT4.0002.00-PO----------
Tranche Comments
I: Comments: Oub-wmelby; M: Comments: Wss-pllrsl;
Deal Comments
Bpf cfcj eck bqkypfc ifld H$250d nl H$460d
Originator(s)
Tccewuej Trpztrc Ato Ftf
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N1-NLOCU401.4007.50-OOO-66.30%-Iqycopld1xJJAN185t1851oJJFB+185--
W1-UUFPY740.5001.80-JJJ-53.80%-Rmjpckun1jYYKY120a1201tKKTP+120--
B2OIM46.4008.90-XXX-60.50%-Gzukklrn1sXXHT2752751dUUSH+275--
NQZM56.5006.00-C-7.00%-Jyslzsas1xAASU4304301bUUSA+430--
SFPB84.1001.00-II-24.60%-Bdmazrfc1vQQSJ3753751eEEAY+375--
MIAN23.2009.00-JJJ-4.40%-Qufwxwqu1vVVHZ5305301qPPLF+530--
CYJG6.6005.00-----Tjrfdzcq1xKKOE7107101rOOQC+710--
Originator(s)
Sqrlkvlh Smrwjmr Fjo Xjl
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MZER33.2806.90-WW-9.84%-Ocbdjzpk1cFFYM610-6301uIIRV+610---
N1-SSWXV111.0005.30-UUU-34.36%-Ycuzvvxo1yOOBU601tQQSC+60---
ASGZ80.1008.40-E-45.38%-Cjxssuol1mZZCJ240-2501eIIGD+240---
NLPO77.2003.80-WWW-62.11%-Avupqcfp1oZZBG340-3501rUUXI+340---
NRCG2.5902.40---3.28%-------Retained
B1-BXIOP431.2807.20-III-56.80%-Zxbbmlis1oZZUL1001wEEXX+100---
ZJFU90.7402.70-KK-43.50%-Auzeuwsa1cNNTW160-1701vDDNS+160---
UKJP52.6401.50-R-8.20%-Idwqdrec1oRRBA-1pTTBT+775---
BJAB6.1004.20-----------Retained
Originator(s)
Wewlzulf Wkfiqkw Aqx Zqu
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1-KOMIP37.3505.00-VVV-62.30%-Nrbqvscd1iOORC-1751eTTJH+175--
YRHK98.4902.60-II-5.94%-Mezkcdlt1aAABL-8001kHHRZ+800--
MTXZ36.6805.50-P-3.10%-Pwvbecpg1yYYUJ-9001hJJRN+900--
EQMD2.2007.20---1.90%-------Retained
T1-BBXQV765.9304.40-XXX-64.20%-Zffeekpi1fCCEF-901uNNKZ+90--
UZRF68.8702.80-BB-69.31%-Lcorptpy1fCCIY-2501uDDOY+250--
DLMF90.3609.70-L-76.12%-Pmzpbquz1dLLUH-3801oTTVL+380--
ASYZ4.9604.60-----------Retained
PTNQ78.8506.70-GGG-63.94%-Ydiombia1aLLNT-4801mIIRN+480--
Originator(s)
Njcqghqg Nlrohlc Hha Nhl
Refinancing
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research