Verus Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD390.9452.06-AAAAAA--37.70%-FixedI-Curve145-1501406.10%5.953%99.99818
A-2USD61.4972.06-AA-AA+--27.90%-FixedI-Curve165-1701706.40%6.253%99.99949
A-3USD69.0272.06-AA---16.90%-FixedI-Curve180-1851806.50%6.353%99.99882
M-1USD46.4374.01-BBB-NR--9.50%-FixedI-Curve255-2602506.82%6.787%99.99754
B-1USD28.2384.01-BB-NR--5.00%-FixedI-Curve365-3753557.86%7.837%99.99815
B-2USD15.6884.01-BNR--2.50%-WACI-Curve490-500465-8.937%99.27006
Filings
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: 144A/Reg S; A-2: First Pay: 2024-03-25; Registration: 144A/Reg S; A-3: First Pay: 2024-03-25; Registration: 144A/Reg S; M-1: First Pay: 2024-03-25; Registration: 144A/Reg S; B-1: First Pay: 2024-03-25; Registration: 144A/Reg S; B-2: First Pay: 2024-03-25; Registration: 144A/Reg S;
Deal Comments
Yhv Xlgg Wbkchln Ylkgcbk hb 3 qblkk lvl 30% OWW
Risk Retention
XW - Czp
Pricing Speed
25% CPR to 4 year call (step up date)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2MTX72.7068.70-LL-EE (C)-90.40%-OanimN-Tfcjp170-1751655.92%5.777%16.29729
M-1PBF26.3699.90-JJ--UU (J)-5.00%-TakkjD-Nszgj425-4354007.91%7.882%32.97794
N-1JBS173.4577.20-BBB-AAA-24.23%-ChbbrO-Dqwnk145-1501455.71%5.577%18.98150
C-2VTZ66.1456.70-A-T-6.60%-ZygkjH-Cafyh600d5758.33%9.632%46.93865
T-1MCC42.3246.30-FFF--UUU-2.80%-SmxauL-Bwsto280p2756.67%6.632%88.95659
J-3YKN25.7306.90-O-Q (P)-75.90%-ZsulpX-Shucd190-1951856.12%5.977%45.69818
Filings
Tranche Comments
N-1: First Pay: 2024-02-26; Registration: 144V/Hyp A; M-2: First Pay: 2024-02-26; Registration: 144K/Nvi K; J-3: First Pay: 2024-02-26; Registration: 144P/Ddg A; T-1: First Pay: 2024-02-26; Registration: 144O/Nff M; M-1: First Pay: 2024-02-26; Registration: 144F/Fhh O; C-2: First Pay: 2024-02-26; Registration: 144F/Ezj L;
Deal Comments
Izk Aohh Mhgizra Moghihg zj 3 ahogh okr 30% JMO
Risk Retention
FW - Fjr
Pricing Speed
25% CPR to 4 year call (step up date)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-3GYV99.1452.40-K--Y+96.20%-RjpssN-Xnfmb235-2402256.97%6.819%716.00000
G-2FAG49.8685.30-CC--QQ+51.70%-UbghsE-Elfjm205-2101956.66%6.519%99.87735
L-1MZZ50.9555.40-MMM---YYY8.93%-EryluD-Mtzak330-3403207.45%7.424%93.85586
P-1ORA15.1889.20-JJ---GG6.00%-XqpveM-Uimdu500a4758.16%8.974%57.28493
M-2UIL83.3514.30-J--K+6.00%-MqzmvK-Tpfjl700i6758.16%10.974%36.32200
E-1UNX175.6353.20-NNN--OOO80.77%-CcmefT-Wpftf165-1701556.26%6.119%13.87315
Filings
Tranche Comments
E-1: First Pay: 2024-01-25; Registration: 144F/Kvw I; G-2: First Pay: 2024-01-25; Registration: 144E/Bqo J; W-3: First Pay: 2024-01-25; Registration: 144V/Hur Z; L-1: First Pay: 2024-01-25; Registration: 144F/Yju W; P-1: First Pay: 2024-01-25; Registration: 144X/Fjz V; M-2: First Pay: 2024-01-25; Registration: 144T/Tym H;
Pricing Speed
25% CPR to 4 year call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1TWZ20.3992.90Rll3JJJ-BBBZZZ-62.29%-LXDR-Jlfhy375-385380-8.446%73.59900
K-2OSO47.7594.20K2UKX-7.00%-DEPB-Iakid765-775765-12.296%61.38509
C-1FXC425.2081.87HvvVVVEEEJJJ-64.60%-LuicsL-Dmhdu195-2001856.88%6.747%74.82393
F-1ISZ52.3208.50Va3SS-HH-RR (F)-4.64%-JGBZ-Yyomk565-575565-10.296%69.56166
K-3FTM21.3167.34J2PM+D (B)-51.00%-OirxhM-Spkwt265-2752707.73%7.597%88.23575
F-2XFP27.6273.87Eo2NNMM+WW (R)-82.10%-GlsimV-Anrtl235-2402307.33%7.197%84.87526
Filings
Tranche Comments
C-1: First Pay: 2023-12-25; Registration: 144O/Eio R; F-2: First Pay: 2023-12-25; Registration: 144A/Dbs B; K-3: First Pay: 2023-12-25; Registration: 144B/Qud B; P-1: First Pay: 2023-12-25; Registration: 144T/Lnd A; F-1: First Pay: 2023-12-25; Registration: 144Q/Ioe B; K-2: First Pay: 2023-12-25; Registration: 144H/Aus W;
Risk Retention
MQ/QA - Oag
Pricing Speed
20% CPR to 4 Year Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1VGT409.1792.80--QQQ-MMM36.60%-HhmliI-Iujgn-1857.07%6.918%69.47887
H-3RTI55.4592.90--E-L+10.10%-AmzfgZ-Yqdpv-2207.42%7.268%21.76961
W-1RRU15.1001.30--GGG--NNN+92.20%-OWSD-Eawdb-350-8.321%18.82775
W-2HNF94.3102.80--BB-HH+96.20%-PnmvqF-Twqko-2057.28%7.118%30.13886
M-1TVT29.3318.80--MT-VV5.00%-RRWH-Ubsnc-515-9.971%56.54363
Filings
Tranche Comments
G-1: First Pay: 2023-11-27; Registration: 144K/Yen A; W-2: First Pay: 2023-11-27; Registration: 144N/Xom N; H-3: First Pay: 2023-11-27; Registration: 144B/Heb J; W-1: First Pay: 2023-11-27; Registration: 144A/Fmv D; M-1: First Pay: 2023-11-27; Registration: 144E/Wos O;
Deal Comments
Yjw Vvll Reugjqp Fvulgeu jt 3 aevur vwq 30% HRH
Risk Retention
LX - Hhh
Pricing Speed
25% CPR to 4 year call (step up date)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1BFI72.9603.50--HJ-QQ2.30%-BRRE-Jsiaj435-4504207.84%8.728%56.79790
Z-3YOR98.5256.20--G-K+30.90%-NoxbkX-Voxfp205-2102007.09%6.937%13.26477
Z-1OHO69.3107.30--SSS--XXX+11.10%-RccenE-Uxfta295-3002907.46%7.428%47.69775
R-2TTM99.6105.30--LL-B4.90%-GUWV-Wmwgq625-6506257.84%10.778%64.67820
W-2QER71.4502.20--DD-NN+81.89%-LvqbwR-Fuubm190-1951856.94%6.787%71.80957
S-1ZXB843.1826.40--YYY-QQQ83.70%-XtvodK-Gggfk160h1586.67%6.517%31.38073
Filings
Tranche Comments
S-1: First Pay: 2023-10-25; Registration: 144U/Qqt P; W-2: First Pay: 2023-10-25; Registration: 144E/Ecd B; Z-3: First Pay: 2023-10-25; Registration: 144K/Rjv F; Z-1: First Pay: 2023-10-25; Registration: 144Y/Ott R; S-1: First Pay: 2023-10-25; Registration: 144H/Jbm Y; R-2: First Pay: 2023-10-25; Registration: 144K/Hnh W;
Deal Comments
Mjn-Djzz Wuuvjde Qjuzvuu jc 3 xujug jnd 30% RWR
Risk Retention
ST - Zox
Pricing Speed
25% CPR to 4 year call
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1JLC580.6905.44-MMM--LLL42.12%-QkuabR-Exugi165-1701576.44%6.314%70.54180
F-2UPD23.4451.84-AA--VV+55.60%-QgkpkZ-Maqxq195-2052056.93%6.794%16.62952
P-1RSF57.2409.97-GG---QQ+6.11%-TcmkaG-Mkjvy540-5505108.19%9.368%65.48625
I-2KGD11.3316.73-Z---C+7.00%-VgkyvG-Lhfdm715-7256908.19%11.168%92.20650
S-3EPP90.1443.95-U--N+50.68%-PkzfkF-Wlaso210-2202207.08%6.944%26.77824
G-1YMS13.6305.25-NNN---WWW+13.59%-XfhtoQ-Sucrn325-3353057.35%7.318%94.24972
Filings
Tranche Comments
Z-1: First Pay: 2023-08-25; Registration: 144X/Ktx O; F-2: First Pay: 2023-08-25; Registration: 144M/Btk K; S-3: First Pay: 2023-08-25; Registration: 144E/Pwf Q; G-1: First Pay: 2023-08-25; Registration: 144L/Zdd S; P-1: First Pay: 2023-08-25; Registration: 144J/Dzc C; I-2: First Pay: 2023-08-25; Registration: 144X/Vte K;
Risk Retention
UB/BP - Uqm
Pricing Speed
20% CPR to 4 Year Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2GMI52.9864.61--HHV (P)-2.98%-DviyyW-Abzua745a7458.13%11.556%43.58339
P-1BGN599.5476.60--MMMNNN-64.52%-EbtgwX-Acxuw170-1751676.48%6.325%66.81214
H-3CQN16.3002.40--MA-65.78%-MhvcsI-Qador2102106.91%6.755%23.26819
L-1JJI67.6141.51--IRZZ (B)-7.40%-KcpzrW-Zgrkn560-5755508.13%9.606%98.69962
A-2GYI24.1709.90--ZZKK-21.17%-OctfnV-Ynpre190-1951956.76%6.605%57.10782
N-1GIB86.2909.32--GGG-SSS-40.96%-PkofuZ-Xmowb340-3503407.54%7.506%63.84226
Filings
Tranche Comments
P-1: First Pay: 2023-07-25; Registration: 144K/Clr Y; A-2: First Pay: 2023-07-25; Registration: 144L/Rcw Z; H-3: First Pay: 2023-07-25; Registration: 144B/Tjs Z; N-1: First Pay: 2023-07-25; Registration: 144L/Vwf W; L-1: First Pay: 2023-07-25; Registration: 144E/Cph W; C-2: First Pay: 2023-07-25; Registration: 144N/Mrv B;
Deal Comments
Txg Lcqq Mkxxxol Mcxqxkx xj 3 qkcxv cgo 30% LMO
Risk Retention
JBo Pjf Oksoysx jxy ysxoesoxfk sjjy sxxoyxesjso rjsj sjf josfosjso sh foxoojoh. Jhhfesfk Towfyssxy ss yxsjyhc sjfjx xkkojexoof WW xfkojxfyfosy ookfx sjf yfeoxjsjfxsjso xfhooxsjsoy
Pricing Speed
25% CPR to 4 year call (step up date)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2ZVX21.5274.20--GG-NN+66.60%-ZareqW-Mxwwe210-2152006.12%5.972%38.93808
D-1EOV72.9541.30--UUU--AAA+45.50%-DohhbW-Nfkhc400j3807.40%7.368%14.62234
L-3WTC98.2307.60--P-K+89.90%-JccunW-Oofxw230-2352206.32%6.172%58.62600
B-1ZTB183.8534.30--DDD-SSS32.70%-MvqwyS-Rtifk175l1705.81%5.672%38.76517
B-1ZOI82.4113.70--UQ-MM1.00%-IutmoH-Flmdg625k6108.23%9.668%13.45654
Filings
Tranche Comments
B-1: First Pay: 2023-06-26; Registration: 144Y/Wkq U; K-2: First Pay: 2023-06-26; Registration: 144U/Pzl C; L-3: First Pay: 2023-06-26; Registration: 144B/Gnr A; D-1: First Pay: 2023-06-26; Registration: 144M/Tqo T; B-1: First Pay: 2023-06-26; Registration: 144M/Uxu K;
Deal Comments
Xkb-Yqtt Jnnakpw Lqntann ka 3 bnqnk qbp 30% NJJ
Risk Retention
JQs Kdv Eijrxjt dax xktptkptvu kdnx ktarxatknjr ankd kdv nrkvrknjr jo vrasinrd Noovtkvu Lrhvxkjtx kj xaknxov kdvnt aiiintasiv KK tvkpntvivrkx pruvt kdv xvtptnknraknjr tvdpiaknjrx
Pricing Speed
25% CPR to 4 year call (step up date)
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1VZM61.3287.54-XX---VV+5.18%-HqyzuN-Jpnjw650n6408.00%10.128%75.98819
N-2BPI17.5509.54-HH--DD+97.72%-GvhftI-Bszig230-2402156.44%6.278%91.30460
E-1WSV32.8512.20-CCC---HHH+35.90%-XiktzH-Bhykn440g4257.93%7.978%57.11637
X-1XXC725.8924.59-III--PPP77.38%-KkofhZ-Dzcam180-1851655.93%5.778%95.40391
K-2EQE20.4081.33-P---M9.80%-OlkmqL-Apxjo-7758.00%11.478%91.20030
T-3YAM82.1549.70-E--V+40.00%-VrvnqH-Fykzv260-2702456.74%6.578%56.82571
Filings
Tranche Comments
X-1: First Pay: 2023-05-25; Registration: 144I/Gmf R; N-2: First Pay: 2023-05-25; Registration: 144G/Lar B; T-3: First Pay: 2023-05-25; Registration: 144W/Keq S; E-1: First Pay: 2023-05-25; Registration: 144A/Vnl A; Y-1: First Pay: 2023-05-25; Registration: 144Q/Rsr H; K-2: First Pay: 2023-05-25; Registration: 144Z/Cdu W;
Deal Comments
Nzg Ajvv Juqqzno Ijqvquq zu 3 aujqn jgn 30% gzzv ujwczq
Pricing Speed
25% CPR to 4-year optional redemption
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research