FINSIGHT

Verus Securitization Trust

Deals

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	399.951	2.04	-	-	AAA	-	AAA	34.05%	-	Fixed	I-Curve	175a	170	5.81%	5.672%	99.99842
A-2	USD	58.523	2.04	-	-	AA	-	AA+	24.40%	-	Fixed	I-Curve	210-215	200	6.12%	5.972%	99.99915
A-3	USD	43.057	2.04	-	-	A	-	A+	17.30%	-	Fixed	I-Curve	230-235	220	6.32%	6.172%	99.99930
M-1	USD	35.174	4.01	-	-	BBB-	-	BBB+	11.50%	-	Fixed	I-Curve	400a	380	7.40%	7.368%	99.99783
B-1	USD	39.419	4.01	-	-	NR	-	BB	5.00%	-	Fixed	I-Curve	625a	610	8.23%	9.668%	95.31837

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2023-06-26; Registration: 144A/Reg S; A-2: First Pay: 2023-06-26; Registration: 144A/Reg S; A-3: First Pay: 2023-06-26; Registration: 144A/Reg S; M-1: First Pay: 2023-06-26; Registration: 144A/Reg S; B-1: First Pay: 2023-06-26; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: Earlier of 3 years and 30% UPB

Risk Retention

EU: The Sponsor has structured this transaction with the intention of enabling Affected Investors to satisfy their applicable DD requirements under the securitization regulations. Please review the Term Sheet (page 14) for additional information

Pricing Speed

25% CPR to 4 year call (step up date)

Invictus Capital Partners

,,,,