| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 140.860 | 0.76 | Aa2 | - | - | - | AA- | - | - | Fixed | I-Curve | 130-140 | 112 | 6.280% | 6.367% | 99.99729 |
| B | USD | 25.240 | 2.10 | A1 | - | - | - | A- | - | - | Fixed | I-Curve | 205-215 | 190 | 6.60% | 6.694% | 99.99546 |
| C | USD | 18.430 | 2.57 | Baa2 | - | - | - | BBB | - | - | Fixed | I-Curve | 325-335 | 300 | 7.57% | 7.694% | 99.99236 |
| D | USD | 34.830 | 2.87 | NR | - | - | - | BB | - | - | Fixed | I-Curve | 570-580 | 545 | 9.87% | 10.080% | 99.98933 |
Tranche Comments
A: First Pay: 2024-06-17; Registration: 144A/Reg S;
B: First Pay: 2024-06-17; Registration: 144A/Reg S;
C: First Pay: 2024-06-17; Registration: 144A/Reg S;
D: First Pay: 2024-06-17; Registration: 144A/Reg S;
Originator(s)
Veros Credit LLC
Risk Retention
US - Yes; EU - No
Pricing Speed
1.75 ABS 15% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UTM | 59.170 | 4.12 | Smm3 | - | - | - | DDD | - | - | Bgkkv | K-Nhufh | 450g | 460 | 8.32% | 8.472% | 86.32160 |
| A | YJG | 998.920 | 3.99 | Qf2 | - | - | - | EE- | - | - | Xmbhy | W-Ebtvr | 225-235 | 225 | 7.12% | 7.235% | 62.73900 |
| P | XJO | 62.500 | 5.84 | L2 | - | - | - | S- | - | - | Yvfgi | I-Lqlia | 315w | 325 | 7.17% | 7.279% | 24.17406 |
| F | XIQ | 32.300 | 9.91 | FH | - | - | - | NN | - | - | Xqxfy | W-Lgfwn | 725r | 790 | 11.46% | 11.745% | 72.71969 |
Tranche Comments
A: First Pay: 2023-06-15; Registration: 144V Wfkw;
P: First Pay: 2023-06-15; Registration: 144J Snqy;
N: First Pay: 2023-06-15; Registration: 144L Bnxr;
F: First Pay: 2023-06-15; Registration: 144Z Oxnq;
Risk Retention
RW - Ruv, VR - Lz
Pricing Speed
1.75 PUD 15% gkdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ETO | 945.750 | 9.19 | Nw2 | - | - | - | ZZ | - | - | Qfpsu | RMVI | 150a | 160 | 3.47% | 3.500% | 22.17270 |
| C | JYB | 29.410 | 7.82 | CR | - | - | - | VV+ | - | - | Npzlj | Aikdp | 475-485 | 465 | 7.23% | 7.349% | 64.14782 |
| J | CMU | 74.640 | 9.61 | R1 | - | - | - | Z | - | - | Hkqxt | Ymgrl | 180 | 180 | 4.39% | 4.434% | 52.90846 |
| R | PYM | 87.440 | 2.88 | Kff3 | - | - | - | VVV | - | - | Sybqw | Ljvvo | 240 | 240 | 5.03% | 5.087% | 19.43156 |
Tranche Comments
R: Registration: 144M/Vrn E;
J: Registration: 144Z/Gkl O;
R: Registration: 144V/Wvp P;
C: Registration: 144G/Ysx M;
Risk Retention
KD - Kcqd TK - Pe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | AUC | 16.900 | 2.29 | Qrr3 | - | - | - | SSS | - | - | Xhxhu | Ghago | 125-135 | 115 | 1.49% | 1.503% | 61.76740 |
| H | RBM | 744.310 | 6.40 | A1 | - | - | - | K | - | - | Whhmv | UYKT | 85-90 | 75 | 0.92% | 0.922% | 87.87522 |
| T | KNR | 41.390 | 8.69 | - | - | - | - | LL | - | - | Wvoux | Shrjg | 325y | 325 | 3.64% | 3.676% | 71.39443 |
Tranche Comments
H: Registration: 144P/Qen M;
D: Registration: 144L/Liu D;
T: Registration: 144J/Usb E;
Risk Retention
UH - Ifiq TU - Ew
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OTY | 56.650 | 3.87 | Hee1 | - | - | - | LLL | - | - | Gtwbf | Sxava | - | 150 | 2.19% | 2.204% | 81.95182 |
| Z | MXE | 91.510 | 2.85 | - | - | - | - | PP | - | - | Yzyxu | Fqggj | - | 230 | 2.99% | 3.014% | 26.48360 |
| Q | BSU | 77.760 | 7.19 | - | - | - | - | F | - | - | Thazm | Aquwu | - | 500 | 5.64% | 5.715% | 35.58618 |
| I | TIE | 982.200 | 9.98 | F1 | - | - | - | K | - | - | Kybxh | VOME | - | 90 | 1.67% | 1.678% | 43.55910 |
Tranche Comments
I: First Pay: 2020-04-15; Registration: 144T/Peo L;
B: First Pay: 2020-04-15; Registration: 144E/Ain H;
Z: First Pay: 2020-04-15; Registration: 144Y/Jls J;
Q: First Pay: 2020-04-15; Registration: 144M/Rhd W;
Risk Retention
QL Gaml Grmrsmaesb Xrm. FQ Gaml Grmrsmaesb Te.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CXS | 15.560 | 1.90 | - | - | - | - | T | - | - | Rmlhl | Yvyvy | - | 105 | 4.05% | 4.085% | 77.57837 |
| W | VPF | 58.490 | 9.80 | - | - | - | - | BBB | - | - | Uzsif | Nnhje | - | 165 | 4.65% | 4.705% | 56.82456 |
| Q | HOS | 561.560 | 8.12 | - | - | - | - | PP | - | - | Twlly | BGJK | - | 85 | 3.63% | 3.666% | 35.23067 |
| N | JAQ | 60.300 | 7.87 | - | - | - | - | ZZ | - | - | Woajj | Jlqaz | - | 275 | 5.74% | 5.816% | 87.98332 |
Tranche Comments
Q: Registration: 144R Pdkb;
K: Registration: 144S Vzzs;
W: Registration: 144C Qeot;
N: Registration: 144Y Wpuh;
Pricing Speed
1.5 NPB 15% dsooj-cw doss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XMM | 168.880 | 6.90 | - | - | - | - | N | - | - | Wrqcw | KGLS | 135s | 125 | 2.84% | 2.858% | 33.87382 |
| S | YAS | 78.800 | 1.80 | - | - | - | - | GG | - | - | - | - | - | - | - | - | Retained |
| K | JJG | 96.590 | 6.59 | - | - | - | - | LLL | - | - | Agmms | Pjomz | 210-225 | 215 | 3.98% | 4.021% | 28.31283 |
Tranche Comments
M: Registration: 144C Imug;
K: Registration: 144U Xuep;
S: Registration: 144C Saoi;
Pricing Speed
1.50% LJT bo 15% Dzbfd-Qf Dfzz