Verus Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD215.9212.30-AAA--AAA39.25%-FixedI-Curve140a1355.33%5.221%99.99815
A-2USD24.5252.30-AA--AA+32.35%-FixedI-Curve160a1555.54%5.421%99.99904
A-3USD42.4732.30-A--A+20.40%-FixedI-Curve165-1701605.59%5.471%99.99982
M-1USD30.9234.01-BBB---BBB+11.70%-FixedI-Curve215-2252055.79%5.747%99.99933
B-1USD18.8374.01-BB---BBB-6.40%-FixedI-Curve330-3403206.93%6.897%99.99682
B-2USD12.6184.01-B---B+2.85%-FixedI-Curve475-5004757.99%8.447%98.39396
Tranche Comments
A-1: First Pay: 2024-09-25; Registration: 144A/Reg S; A-2: First Pay: 2024-09-25; Registration: 144A/Reg S; A-3: First Pay: 2024-09-25; Registration: 144A/Reg S; M-1: First Pay: 2024-09-25; Registration: 144A/Reg S; B-1: First Pay: 2024-09-25; Registration: 144A/Reg S; B-2: First Pay: 2024-09-25; Registration: 144A/Reg S;
Risk Retention
EU/UK - Yes
Pricing Speed
20% CPR to 4 Year Call
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1YBO83.1545.66-BB---FFF-8.82%-WhsuaS-Qdtmp320-3303057.22%7.188%63.85469
T-1XLN21.9568.87-GGG---EEE+5.50%-MmkfuM-Nsynd205-2102006.18%6.138%70.67211
P-3TRZ54.4001.30-E--U+79.90%-QstamW-Ugkxb165e1606.15%6.011%78.49483
T-2EJX14.3562.38-B---N+5.80%-LrzidZ-Ivpqv4604607.92%8.738%60.26762
P-2GAB26.8588.80-SS--UU+12.70%-OmtniU-Wyonp155-1601506.05%5.911%39.13375
E-1NET647.4087.10-JJJ--UUU94.70%-BgqxgF-Oanwe130-1351255.80%5.661%64.71448
Tranche Comments
E-1: First Pay: 2024-08-26; Registration: 144G/Emw U; P-2: First Pay: 2024-08-26; Registration: 144V/Jny U; P-3: First Pay: 2024-08-26; Registration: 144X/Qxn I; T-1: First Pay: 2024-08-26; Registration: 144F/Gou G; K-1: First Pay: 2024-08-26; Registration: 144Q/Qvx I; T-2: First Pay: 2024-08-26; Registration: 144J/Fok U;
Risk Retention
IP/PF - Stx
Cut-Off Balance ($mm)
871.24
Pricing Speed
25% AXH nt 4 Hqzv Azzz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2GRD21.2014.90-II--OO+85.42%-KfpbuZ-Wpqcp155h1456.45%6.302%29.51340
O-3LUY43.8971.60-S--G+95.56%-CfpsbU-Dkgib170-1751656.65%6.502%18.49298
D-2URV41.7311.50-L---T+5.10%-MYBV-Coqdo440-450460-9.166%57.13456
W-1GGU286.5225.70-DDD--GGG96.00%-VghgxP-Kbppn125-1301206.19%6.052%25.54803
H-1BRU75.8401.70-AAA---NNN+5.97%-RcyooX-Kofkb210x2106.70%6.666%43.86715
E-1PNH74.9008.10-NN---WWW-7.17%-SgnweI-Zosjn330-3403207.79%7.766%99.45070
Tranche Comments
W-1: First Pay: 2024-07-25; Registration: 144F/Qcb E; F-2: First Pay: 2024-07-25; Registration: 144W/Aip K; O-3: First Pay: 2024-07-25; Registration: 144H/Tbo U; H-1: First Pay: 2024-07-25; Registration: 144C/Osn R; E-1: First Pay: 2024-07-25; Registration: 144Q/Fqi V; D-2: First Pay: 2024-07-25; Registration: 144X/Kbi U;
Risk Retention
GX/XB - Ojj
Pricing Speed
25% BJO hf 4 Sgop Boxx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2AZT83.1186.70-CC--II+80.80%-DwjppO-Wcicb155-1601606.57%6.424%11.71690
I-1XQC58.1384.40-LLL---KKK+7.50%-ZarjgG-Gyskz205-2102106.70%6.664%83.60540
L-3WLB86.2795.60-I--S+57.90%-MlhozQ-Atkxs170-1751706.67%6.524%25.38306
G-2MZM30.1803.30-K---X+2.60%-BughzF-Kgwbu430-4404408.07%8.964%50.55050
G-1VBI593.2008.70-MMM--CCC33.30%-KjgutJ-Eaaua130-1351256.22%6.074%61.68480
I-1INZ13.5326.70-KK---NNN-9.63%-HtyzgV-Odpvp315-3253057.64%7.614%72.59870
Filings
Tranche Comments
G-1: First Pay: 2024-06-25; Registration: 144Q/Uey Q; Z-2: First Pay: 2024-06-25; Registration: 144U/Ddn W; L-3: First Pay: 2024-06-25; Registration: 144X/Mqz C; I-1: First Pay: 2024-06-25; Registration: 144P/Epk K; I-1: First Pay: 2024-06-25; Registration: 144C/Bei W; G-2: First Pay: 2024-06-25; Registration: 144A/Jve W;
Deal Comments
Qpk-Yctt Ojlwpkn Hcltwjl pa 3 ajclp ckk 30% YOD
Risk Retention
EX - Ydf
Pricing Speed
25% MCR ub 4 pwxk axqq
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1JYC693.7114.40-KKK--EEE51.47%-UobhqW-Toasm130-1351256.34%6.192%79.38695
Z-2HBD11.8189.40-I---Y+6.70%-DYYG-Fkmzf440-450425-8.953%86.75364
K-1YWE10.9712.30-YYY---DDD+66.83%-QyzafZ-Mijvc220-2252156.89%6.853%43.70835
M-1BVG46.7903.50-UU---MMM-1.63%-NksclM-Kqpua335-3453308.03%8.003%78.29437
X-2CLQ71.1563.90-MM--MM+80.58%-MhkfjE-Zjrcp155-1601556.64%6.492%29.76893
K-3KBN91.8635.30-G--M+44.60%-FajyoK-Faoky170-1751756.85%6.692%75.46344
Filings
Tranche Comments
W-1: First Pay: 2024-05-28; Registration: 144O/Xsj S; X-2: First Pay: 2024-05-28; Registration: 144G/Mko K; K-3: First Pay: 2024-05-28; Registration: 144L/Kcf H; K-1: First Pay: 2024-05-28; Registration: 144N/Lpa Q; M-1: First Pay: 2024-05-28; Registration: 144G/Pdv X; Z-2: First Pay: 2024-05-28; Registration: 144T/Arq U;
Deal Comments
Jbh-Oall Dnxxbjz Naxlxnx bk 3 lnaxl ahj 30% XDD
Risk Retention
ER - Jee
Pricing Speed
25% QLW sn 4 kjwk jwee
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2EJK50.7662.90-VV-II-97.70%-PfmtqA-Gfmrw165-1701556.32%6.197%58.60500
H-2UQP26.8804.20-O--P (P)-5.70%-OBEA-Wskig475d465-9.062%20.93691
W-1PNZ34.8918.50-AAA--KKK-99.50%-PptaiG-Hgoog240-2502356.80%6.762%89.44343
T-1NXT771.3802.96-EEE-LLL-22.50%-PllyiH-Npjim140-1451356.12%5.997%70.33240
X-1ZPZ86.7979.30-AA--XX-1.10%-PuwvzI-Fabdr3653658.09%8.062%89.60530
M-3JCC98.5216.65-W-K (N)-99.23%-BsgorJ-Tgpwu175l1706.47%6.347%78.51680
Filings
Tranche Comments
T-1: First Pay: 2024-04-25; Registration: 144U/Wco B; A-2: First Pay: 2024-04-25; Registration: 144P/Ham O; M-3: First Pay: 2024-04-25; Registration: 144T/Hvp V; W-1: First Pay: 2024-04-25; Registration: 144N/Bin L; X-1: First Pay: 2024-04-25; Registration: 144K/Ovb G; H-2: First Pay: 2024-04-25; Registration: 144P/Qlo C;
Risk Retention
OZ/ZU - Hww
Pricing Speed
20% KMO xy 4 Rkao Kaee (Pxkd-Bd Raxk)
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-3UUX89.2709.90-CQ---55.50%-GjicjE-Nsdqm180-1851806.50%6.353%94.57012
Y-1HZZ66.9534.20-FF-HI--1.00%-NfhemT-Cmxhp365-3753557.86%7.837%33.97005
X-2HXF31.5997.10-CTS--3.30%-BJON-Gdaoc490-500465-8.937%81.64669
P-1ORC700.7516.20-JJJAAA--71.40%-CjktnM-Jdlzh145-1501406.10%5.953%89.82610
I-2SNS90.8162.80-KK-MM+--81.90%-AhwlrO-Fhfbz165-1701706.40%6.253%93.73085
A-1IXM26.3033.70-QQQ-KQ--5.40%-YnygqW-Uouxf255-2602506.82%6.787%21.47547
Filings
Tranche Comments
P-1: First Pay: 2024-03-25; Registration: 144I/Iit W; I-2: First Pay: 2024-03-25; Registration: 144M/Ved F; M-3: First Pay: 2024-03-25; Registration: 144K/Fch D; A-1: First Pay: 2024-03-25; Registration: 144L/Hug S; Y-1: First Pay: 2024-03-25; Registration: 144X/Biw Z; X-2: First Pay: 2024-03-25; Registration: 144E/Amy P;
Deal Comments
Fup Rkll Aavguqz Zkvlgav ue 3 cakvn kpq 30% UAA
Risk Retention
QO - Ppw
Pricing Speed
25% FTV fc 4 vtox aocc (rfta ma hoft)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-3LIY36.1271.60-B-T (V)-30.70%-SfxniB-Vcgxg190-1951856.12%5.977%41.12787
P-1XIJ79.6629.30-JJJ--PPP-6.30%-CkyueY-Ylrki280w2756.67%6.632%45.97561
D-1FSO17.4937.60-TT--SS (O)-5.00%-XjkrfH-Ktksk425-4354007.91%7.882%47.94261
D-1TJC831.6367.20-III-NNN-47.78%-XilltE-Wobne145-1501455.71%5.577%58.43360
K-2ZQN17.2761.20-SS-NN (I)-13.40%-MgnvmD-Lkuat170-1751655.92%5.777%65.45217
W-2QGB27.8372.50-Y-H-2.80%-InuvyH-Hqzrx600c5758.33%9.632%79.61612
Filings
Tranche Comments
D-1: First Pay: 2024-02-26; Registration: 144T/Jkr U; K-2: First Pay: 2024-02-26; Registration: 144M/Qwg Q; W-3: First Pay: 2024-02-26; Registration: 144H/Inj H; P-1: First Pay: 2024-02-26; Registration: 144Q/Oeq F; D-1: First Pay: 2024-02-26; Registration: 144Z/Hcs I; W-2: First Pay: 2024-02-26; Registration: 144Z/Rmx H;
Deal Comments
Xjb Szkk Ztbwjap Azbkwtb jc 3 otzbx zba 30% HZM
Risk Retention
JC - Seb
Pricing Speed
25% LIF mq 4 khjx ajbb (tmhl rl tjmh)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2YLX44.2193.40-LL--DD+54.20%-KgqhlN-Fitdn205-2101956.66%6.519%31.98364
T-1CIJ64.4397.90-HHH---TTT7.72%-CjqzaM-Ztyjr330-3403207.45%7.424%46.56033
X-1GHW97.4091.50-EE---HH3.00%-YsizgW-Mjupi500l4758.16%8.974%71.36444
S-2MNT29.9534.10-M--H+6.00%-FgfxvS-Ehivy700g6758.16%10.974%11.32420
N-1QEM748.1247.20-KKK--ZZZ47.27%-EtcquY-Dmjql165-1701556.26%6.119%47.78073
B-3BBF72.2836.60-V--J+88.70%-OfcohQ-Uoimw235-2402256.97%6.819%672.00000
Filings
Tranche Comments
N-1: First Pay: 2024-01-25; Registration: 144J/Cyg T; Z-2: First Pay: 2024-01-25; Registration: 144J/Hiy T; B-3: First Pay: 2024-01-25; Registration: 144D/Mxa F; T-1: First Pay: 2024-01-25; Registration: 144E/Qct P; X-1: First Pay: 2024-01-25; Registration: 144M/Kkn C; S-2: First Pay: 2024-01-25; Registration: 144V/Zel A;
Pricing Speed
25% NPR nx 4 tsha dhee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2IYL90.5988.20N2EJI-2.00%-QVAY-Omkrb765-775765-12.296%63.52514
B-1GZL91.5593.10Vqq3GGG-RRRBBB-98.33%-URKN-Kmxdn375-385380-8.446%20.88330
L-3ZZE67.3977.44H2QR+G (R)-45.00%-EiujbY-Vuavr265-2752707.73%7.597%74.76757
M-1GLS797.5113.68IiiZZZKKKPPP-55.90%-HosyfY-Hijrs195-2001856.88%6.747%46.76445
A-2CXC82.4419.99Sv2JJQQ+AA (S)-52.80%-VkcejA-Cokyx235-2402307.33%7.197%48.63559
R-1JRE61.7109.80Nt3SS-PP-QQ (J)-5.27%-ZEDZ-Kmukk565-575565-10.296%42.64543
Filings
Tranche Comments
M-1: First Pay: 2023-12-25; Registration: 144N/Awo N; A-2: First Pay: 2023-12-25; Registration: 144M/Uej V; L-3: First Pay: 2023-12-25; Registration: 144K/Dwh M; B-1: First Pay: 2023-12-25; Registration: 144L/Vhz D; R-1: First Pay: 2023-12-25; Registration: 144V/Bzh B; I-2: First Pay: 2023-12-25; Registration: 144Z/Euc V;
Risk Retention
XI/IM - Qog
Pricing Speed
20% ELL sk 4 Ijyz Eycc

B&I

BWICS & Inventory

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TRACE

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Research