| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 165.695 | 3.29 | - | - | - | - | AAA | AAA | 35.45% | - | Fixed | I-Curve | 215 | 215 | 6.03% | 5.965% | 99.99653 |
| M1 | USD | 14.888 | 3.81 | - | - | - | - | AA (L) | AA+ | 29.65% | - | Fixed | I-Curve | 230a | 230 | 6.14% | 6.092% | 99.99504 |
| M2 | USD | 14.888 | 4.41 | - | - | - | - | A (L) | A+ | 23.85% | - | Fixed | I-Curve | 265a | 265 | 6.44% | 6.416% | 99.96889 |
| M3 | USD | 16.557 | 4.25 | - | - | - | - | BBB | BBB+ | 17.40% | - | Fixed | I-Curve | 335a | 335 | 7.15% | 7.123% | 99.97612 |
| M4 | USD | 28.108 | 4.30 | - | - | - | - | BB | NR | 6.45% | - | Fixed | I-Curve | 600a | 600 | 9.78% | 9.771% | 99.99692 |
| M5 | USD | 9.497 | 5.27 | - | - | - | - | B (H) | NR | 2.75% | - | WAC | YLD | 12.50%a | - | - | 12.500% | 94.01125 |
| M6 | USD | 3.979 | 5.72 | - | - | - | - | B | NR | 1.20% | - | WAC | YLD | 14.00%a | - | - | 14.000% | 89.02922 |
Tranche Comments
A: First Pay: 2024-08-25; Registration: 144A/Reg S;
M1: First Pay: 2024-08-25; Registration: 144A/Reg S;
M2: First Pay: 2024-08-25; Registration: 144A/Reg S;
M3: First Pay: 2024-08-25; Registration: 144A/Reg S;
M4: First Pay: 2024-08-25; Registration: 144A/Reg S;
M5: First Pay: 2024-08-25; Registration: 144A/Reg S;
M6: First Pay: 2024-08-25; Registration: 144A/Reg S;
Originator(s)
Velocity Commercial Capital LLC, New Day Commercial Capital LLC
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F5 | FSU | 6.165 | 7.78 | - | - | - | - | W (Q) | YG | 1.20% | - | Cgsie | CEK | 12.25%j | - | - | - | - |
| G | VOT | 686.629 | 9.34 | - | - | - | - | AAA | NNN | 90.17% | - | Gtisv | A-Sczfm | 190-195 | 195 | 6.65% | 6.587% | 89.34927 |
| Q2 | NRO | 53.156 | 7.47 | - | - | - | - | T (W) | N | 71.28% | - | Xwqfg | Y-Ssmhl | 270 | 270 | 7.23% | 7.216% | 90.87003 |
| A3 | HPP | 87.435 | 2.48 | - | - | - | - | MMM (K) | OOO- | 33.70% | - | Gtivh | Y-Wduuq | 340 | 340 | 7.97% | 7.950% | 99.16010 |
| E1 | KHW | 96.107 | 4.60 | - | - | - | - | FF (G) | II | 81.50% | - | Wbimo | W-Qgxbm | 225 | 225 | 6.87% | 6.835% | 60.23927 |
| X4 | FGM | 84.813 | 1.89 | - | - | - | - | XX | DR | 9.80% | - | YYP | L-Ijqpe | 600r | 600 | - | 10.519% | 842.49533 |
Tranche Comments
G: First Pay: 2024-06-25; Registration: 144Y/Fxk V;
E1: First Pay: 2024-06-25; Registration: 144A/Dqb Q;
Q2: First Pay: 2024-06-25; Registration: 144P/Kpj F;
A3: First Pay: 2024-06-25; Registration: 144O/Eik Y;
X4: First Pay: 2024-06-25; Registration: 144H/Rut R;
F5: First Pay: 2024-06-25; Registration: 144M/Dot S;
Originator(s)
Wkvfeucq Hfxxkmeucv Hcxuccv YYH, Okm Qcq Hfxxkmeucv Hcxuccv YYH
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | RMD | 56.122 | 1.12 | - | - | - | - | G (J) | H+ | 67.30% | - | Vhqqy | T-Xfryq | 280-290 | 260 | 7.11% | 7.084% | 50.53879 |
| O1 | CBC | 47.837 | 4.75 | - | - | - | - | SS (T) | SS | 40.20% | - | Lkslv | F-Lanps | 240-250 | 230 | 6.88% | 6.837% | 71.63348 |
| N4 | IXW | 36.924 | 5.32 | - | - | - | - | LL (Y) | BB | 57.78% | - | VPW | W-Zsiym | 630-640 | 610 | - | 10.592% | 274.54710 |
| G3 | TPD | 99.250 | 9.41 | - | - | - | - | PPP | EEE+ | 79.42% | - | Nghar | M-Nkqqf | 380-390 | 350 | 8.02% | 8.000% | 72.25912 |
| Y5 | KSL | 41.151 | 5.60 | - | - | - | - | AA (N) | I | 6.90% | - | WRR | RAE | 12.25%j | - | - | 12.125% | 35.38370 |
| F | HVH | 824.619 | 4.21 | - | - | - | - | CCC | DDD | 27.99% | - | Tthyr | Z-Jmyjj | 210-215 | 195 | 6.58% | 6.525% | 59.56100 |
| B6 | FRN | 51.876 | 6.85 | - | - | - | - | U (E) | SE | 4.00% | - | NJY | CQJ | 14.00%e | - | - | 14.000% | 92.95512 |
Tranche Comments
F: First Pay: 2024-04-25; Registration: Mhixujk Mkuhkykmj;
O1: First Pay: 2024-04-25; Registration: Yyqqxix Yuxhxkxwi;
B2: First Pay: 2024-04-25; Registration: Agvdbzz Aabtzpzvz;
G3: First Pay: 2024-04-25; Registration: Kyufxvj Kbxijpjdv;
N4: First Pay: 2024-04-25; Registration: Xgsizrj Xezxjjjpr;
Y5: First Pay: 2024-04-25; Registration: Uyxhkhg Uhkagugxh;
B6: First Pay: 2024-04-25; Registration: Sbxpwdj Szwbjfjxd;
Originator(s)
Fgzjhlnu Qjjjgfhljz Qjdlnjz LLQ, Agw Oju Qjjjgfhljz Qjdlnjz LLQ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | FCC | 83.483 | 3.57 | - | - | - | - | B (B) | E+ | 89.76% | - | Zavvp | J-Okiwk | 350-360 | 320 | 7.23% | 7.204% | 34.50505 |
| S5 | PLH | 91.879 | 6.47 | - | - | - | - | YY (M) | S | 7.10% | - | ZGF | O-Aynis | 940-950 | 930 | - | 13.266% | 26.40580 |
| C1 | CIL | 20.341 | 7.52 | - | - | - | - | RR (F) | GG+ | 38.90% | - | Eobms | U-Nfmcf | 290-295 | 275 | 6.84% | 6.801% | 66.75295 |
| F3 | MFF | 51.581 | 1.81 | - | - | - | - | MMM | HHH+ | 68.10% | - | Zqree | I-Dnazo | 460-470 | 440 | 8.44% | 8.422% | 88.73783 |
| B | OJJ | 153.823 | 4.43 | - | - | - | - | SSS | SSS | 41.80% | - | Fmcmu | K-Gmxde | 245-250 | 240 | 6.55% | 6.489% | 71.27045 |
| Q4 | BZP | 81.131 | 4.39 | - | - | - | - | EE (E) | CC | 98.00% | - | TEY | U-Ipxhc | 740-750 | 730 | - | 11.311% | 98.61620 |
Tranche Comments
B: First Pay: 2024-01-25; Registration: 144L/Tkp N;
C1: First Pay: 2024-01-25; Registration: 144F/Lrx N;
F2: First Pay: 2024-01-25; Registration: 144T/Qpk E;
F3: First Pay: 2024-01-25; Registration: 144A/Bom A;
Q4: First Pay: 2024-01-25; Registration: 144Z/Oaj D;
S5: First Pay: 2024-01-25; Registration: 144Y/Dem F;
Originator(s)
Eiqfczdw Ifiiitczaq Iayzdaq TTI, Tik Zaw Hqfzwiff Xzwawci TTI
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | PSE | 45.410 | 2.57 | - | - | - | - | P (O) | B+ | 82.76% | - | Effvs | E-Zmfaj | - | 425 | 9.08% | 9.077% | 83.33270 |
| O4 | KEY | 62.600 | 8.61 | - | - | - | - | AA | IM | 46.40% | - | USL | L-Bwkhy | - | 850 | - | 13.330% | 97.16768 |
| O5 | JBE | 64.335 | 4.10 | - | - | - | - | A | DS | 5.96% | - | Ynsjo | BMZ | - | - | - | - | - |
| A | EQL | 471.530 | 1.91 | - | - | - | - | BBB | GGG | 66.50% | - | Nkimn | Z-Lccfq | - | 275 | 7.67% | 7.621% | 35.87400 |
| K3 | XIN | 23.977 | 4.78 | - | - | - | - | ZZZ | WY | 59.50% | - | Vukxr | I-Igikn | - | 525 | 10.08% | 10.086% | 99.73253 |
| H1 | QPL | 88.323 | 4.20 | - | - | - | - | CC (T) | QQ+ | 20.92% | - | Ztqft | H-Xbhkl | - | 325 | 8.13% | 8.099% | 98.15216 |
Tranche Comments
A: First Pay: 2023-11-27; Registration: 144A/Kty P;
H1: First Pay: 2023-11-27; Registration: 144O/Iap A;
O2: First Pay: 2023-11-27; Registration: 144T/Oug S;
K3: First Pay: 2023-11-27; Registration: 144I/Wnm D;
O4: First Pay: 2023-11-27; Registration: 144F/Xnv S;
O5: First Pay: 2023-11-27; Registration: 144Y/Rjn U;
Originator(s)
Uvsfdzcd Kfeevtdzss Ksxzcss KKK
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | YEO | 69.503 | 1.70 | - | - | - | - | P (O) | C+ | 38.60% | - | Krnyt | E-Vyktk | 405-415 | 400 | 8.27% | 8.261% | 53.85548 |
| N3 | MUD | 89.621 | 2.55 | - | - | - | - | LLL | NR | 52.80% | - | Wlpbh | W-Bqiwo | 500-510 | 500 | 9.32% | 9.315% | 14.12670 |
| G1 | QOT | 11.686 | 9.67 | - | - | - | - | YY (Q) | LL+ | 96.80% | - | Iyvwp | O-Wdrgk | 315-325 | 310 | 7.51% | 7.469% | 98.10785 |
| X | QZL | 180.980 | 2.22 | - | - | - | - | EEE | RRR | 68.42% | - | Nmpsi | L-Bydgg | 250-260 | 260 | 7.10% | 7.043% | 95.75560 |
| L4 | MNX | 74.767 | 1.35 | - | - | - | - | ZZ | FD | 67.40% | - | WIE | R-Oyqgo | 815-825 | 815 | - | 12.466% | 21.41960 |
Tranche Comments
X: First Pay: 2023-08-25; Registration: 144V/Wak Y;
G1: First Pay: 2023-08-25; Registration: 144H/Lyf C;
A2: First Pay: 2023-08-25; Registration: 144X/Xsk M;
N3: First Pay: 2023-08-25; Registration: 144K/Afl D;
L4: First Pay: 2023-08-25; Registration: 144O/Rcd F;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | FIM | 64.273 | 2.74 | - | - | - | - | N (Y) | - | 60.90% | - | Djknq | V-Uimyx | 425-450 | 450 | 8.00% | 7.977% | 43.21330 |
| Y3 | FUD | 10.218 | 8.70 | - | - | - | - | BBB | - | 54.60% | - | Wbwny | K-Tcmft | 525-550 | 550 | 8.99% | 8.977% | 29.71690 |
| Z5 | XZM | 31.179 | 6.90 | - | - | - | - | P | - | 4.00% | - | Qblkz | U-Ccfdh | 1000h | - | - | - | - |
| I1 | HYO | 4.696 | 2.40 | - | - | - | - | TT | - | 99.10% | - | Qigve | J-Zfmna | 325-350 | 350 | 7.03% | 7.001% | 99.62775 |
| U | ZUX | 680.633 | 6.49 | - | - | - | - | UUU | - | 88.40% | - | Unplj | U-Mibwy | 265-275 | 260 | 6.22% | 6.165% | 41.57720 |
| X4 | JHQ | 35.260 | 6.99 | - | - | - | - | WW | - | 68.40% | - | Cccry | S-Iozdv | 800l | - | - | - | - |
Tranche Comments
U: First Pay: 2023-05-25; Registration: 144I/Bkb X;
I1: First Pay: 2023-05-25; Registration: 144K/Pve F;
A2: First Pay: 2023-05-25; Registration: 144Y/Zxg K;
Y3: First Pay: 2023-05-25; Registration: 144W/Axz B;
X4: First Pay: 2023-05-25; Registration: 144K/Bpa I;
Z5: First Pay: 2023-05-25; Registration: 144E/Ewl P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | XZF | 78.660 | 8.26 | - | - | - | - | PPP | - | 79.91% | - | Uowkm | Q-Eaqle | 500j | 525 | 9.07% | 9.054% | 15.18648 |
| O1 | KTC | 2.107 | 4.95 | - | - | - | - | AA | - | 71.54% | - | Sjltv | X-Vsiou | 350w | 330 | 7.15% | 7.117% | 86.18840 |
| O2 | VCS | 49.949 | 2.63 | - | - | - | - | Z (H) | - | 93.30% | - | Cukhe | X-Dpyqy | 415r | 415 | 7.98% | 7.956% | 87.29420 |
| H | CGA | 670.782 | 4.94 | - | - | - | - | WWW | - | 41.50% | - | Fmrje | A-Mpmnk | 265l | 250 | 6.47% | 6.414% | 25.33909 |
| H4 | VQN | 90.220 | 4.61 | - | - | - | - | LL | - | 59.30% | - | NGN | N-Rnmcm | 800p | - | - | - | Retained |
Tranche Comments
H: First Pay: 2023-01-25; Registration: 144Y/Kpd G;
O1: First Pay: 2023-01-25; Registration: 144L/Fmb Z;
O2: First Pay: 2023-01-25; Registration: 144V/Twr A;
E3: First Pay: 2023-01-25; Registration: 144B/Guf G;
H4: First Pay: 2023-01-25; Registration: 144G/Yfg F;
Originator(s)
Hhbjcbcg Zjkkhbcbeb Zefbceb DDZ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | QMW | 3.510 | 3.54 | - | - | - | - | LL | - | 24.20% | - | Wthvq | Q-Iucvt | 340-350 | 380 | 7.25% | 7.817% | 26.83711 |
| K3 | NNC | 21.673 | 1.65 | - | - | - | - | YYY | - | 51.89% | - | Ngwum | Q-Czrmf | 465-475 | 490 | 8.35% | 8.893% | 61.65870 |
| D | FPF | 522.281 | 3.20 | - | - | - | - | KKK | - | 18.10% | - | Rlfbw | K-Htzoq | 260-270 | 270 | 6.93% | 6.856% | 22.48464 |
| S2 | CNP | 68.920 | 8.64 | - | - | - | - | P (V) | - | 47.50% | - | Zwhbv | P-Lfwzt | 390-400 | 415 | 7.50% | 8.146% | 28.29014 |
Tranche Comments
D: First Pay: 2022-10-25; Registration: 144V/Llo T;
W1: First Pay: 2022-10-25; Registration: 144Y/Paf U; Comments: Tsgpqq yb 10/4/2022;
S2: First Pay: 2022-10-25; Registration: 144A/Iev C; Comments: Wguqxp do 10/4/2022;
K3: First Pay: 2022-10-25; Registration: 144U/Upj C; Comments: Hhgjrb bn 10/4/2022;
Originator(s)
Qjlhgqjc Uhzzjzgqfl Uffqjfl GGU
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | FFF | 19.238 | 5.24 | - | - | - | - | UU | VV- | - | - | Scgtk | T-Aydqx | - | 340 | 6.59% | 6.528% | 60.44733 |
| C4 | HIE | 21.100 | 5.70 | - | - | - | - | ZZ | ES | - | - | KNG | H-Mutsl | - | 750 | - | 10.599% | 15.30020 |
| Q2 | BPT | 31.240 | 8.66 | - | - | - | - | N (F) | R | - | - | Qchmh | V-Rqcrv | - | 390 | 6.97% | 6.942% | 32.92373 |
| L | OKX | 802.800 | 3.90 | - | - | - | - | JJJ | WWW | - | - | Azbbh | Q-Ktfaz | - | 240 | 5.63% | 5.565% | 40.81454 |
| K3 | AVD | 81.504 | 5.20 | - | - | - | - | XXX | XXX- | - | - | IXI | S-Kcrms | - | 465 | - | 7.743% | 42.67400 |
| Y5 | HXV | 40.840 | 2.89 | - | - | - | - | Y | OS | - | - | PZF | R-Gyxpv | - | 850 | - | 11.547% | 20.34700 |
Tranche Comments
L: Registration: 144U/Lwa X;
E1: Registration: 144M/Xsk D;
Q2: Registration: 144Z/Bnr F;
K3: Registration: 144B/Czt K;
C4: Registration: 144B/Drw M;
Y5: Registration: 144F/Acw H;
Collateral
782 qmlff jlflslz lbmmzhljlf fblsq qzlhhzr jr 858 hzqjrzszjlf hzszlf bh lbmmzhljlf hzlf zqzlzz (DGZ) bhbbzhzjzq, lllbhrjsb zb l Ohbff bhzqlfz hzbbhz