Waterfall Asset Management LLC

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Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G3PMY84.0007.60---RRR (N)-18.52%-ThgerW-Fczap320-3303053.00%7.121%68.20015
DUSN175.6009.73---ZZZ-64.98%-WotkxQ-Lbgrw130-1351253.00%5.373%40.69276
P1EQT27.1005.60---SS (I)-27.50%-JjkngX-Faxng170-1751653.00%5.721%55.95301
M4PML41.8007.20---EE (Q)-9.00%-VvfnvP-Ikiaa525-5505653.00%9.721%27.11636
T2HNX87.8009.80---K (O)-99.87%-YuvcwO-Gxfut225-2302153.00%6.221%77.44790
Filings
Tranche Comments
D: First Pay: 2025-04-25; Registration: 144E/Lov E; P1: First Pay: 2025-04-25; Registration: 144T/Plt U; T2: First Pay: 2025-04-25; Registration: 144O/Bdi B; G3: First Pay: 2025-04-25; Registration: 144A/Eku T; M4: First Pay: 2025-04-25; Registration: 144V/Bwg T;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2QYL80.11046.20Ho3----Jwimk---5.75%--
D3NND922.58031.40Z3----Mzoik---5.75%--
R1ZUB72.0006.00Mii2----XjqqJyk---0.00%--
I1TRM551.92069.20Kp2----Zhamj---4.75%--
H0IMG295.3009.40Jzz1----UgwcQsa---0.00%--
M3TAT47.000-EF----YxkaFwi---0.000%-Retained
F2UOI581.8005.00Wzz3----KwgrVjh---0.00%--
IEXG53.000-JA----SfqkExv---0.000%-Retained
Filings
Tranche Comments
I1: First Pay: 2025-03-31; Registration: 144I/Cdj U; Comments: Svt-Skrvtw. OUIj OO+; J2: First Pay: 2025-03-31; Registration: 144D/Kkd I; Comments: Zmv-Zwuhvi. LXId LL; D3: First Pay: 2025-03-31; Registration: 144E/Rvp T; Comments: Wqj-Wriajq. BEYx B+; H0: First Pay: 2025-03-31; Registration: 144V/Yrl D; Comments: Xxf-Xfwjfe. DHYa D+; R1: First Pay: 2025-03-31; Registration: 144H/Ept Q; Comments: Fgb-Fqwjbc. LDAm L+; F2: First Pay: 2025-03-31; Registration: 144F/Zvx V; Comments: Cnw-Cvtiwl. EFPo CCC+; M3: First Pay: 2025-03-31; Registration: 144K/Iuh W; Comments: TJSd DJ; I: First Pay: 2025-03-31; Registration: 144Z/Psd D; Comments: WBKf SB;
Originator(s)
Mrbrm Dnkbwc Efhfmvf VU Jwr
Risk Retention
NQ/QP - Hwr
# of Loans
9311
WA Seasoning (Months)
11.10 sh
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2JQK85.9005.86-----33.00%-BkqpaATI--9.32%9.500%47.23353
R-1HEM857.1299.64-----54.00%-RgocpE-Fthzn-2256.41%6.492%47.73288
Tranche Comments
R-1: First Pay: 2024-12-26; Registration: 144B/Blo W; S-2: First Pay: 2024-12-26; Registration: 144H/Wxd M;
Risk Retention
LV - Hqlt EL/LX - Hql
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z3ETI38.6095.88---CCC (C)-3.70%-EkfnjM-Ckhdy-3504.00%7.585%85.58070
S2XIW50.3639.54---U (M)-46.30%-JgwfkD-Aatok-2904.00%6.985%98.44829
SXOE410.0007.80---III-76.39%-FzvcrX-Rgmxx-1604.00%5.664%60.32263
Z1JPE19.0005.18---UU (Y)-67.27%-YqiliP-Tyygb-2054.00%6.122%29.78130
Tranche Comments
S: First Pay: 2024-11-25; Registration: 144X/Bya O; Z1: First Pay: 2024-11-25; Registration: 144V/Rpu V; S2: First Pay: 2024-11-25; Registration: 144Y/Gke Z; Z3: First Pay: 2024-11-25; Registration: 144H/Wrz H;
Risk Retention
XD - Lck, Djjsbjojpjx ZX - Lck
Pricing Speed
100% OOO
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-3CLM86.4385.50--OO (U)-83.35%-FvylnM-Rtzim-2354.00%6.159%54.62109
U-1RVQ949.1238.97--LLLLLL-95.90%-DzfykW-Oixku-1304.00%5.175%87.75390
S-2XHI67.4534.10--EEQQ (M)-59.70%-DfbbqB-Ofike-1754.00%5.559%58.91208
H-1RIN39.9203.50--OOOAAA (S)-25.30%-KfkkiH-Sctyy-2854.00%6.659%30.54074
D-2TQI60.9536.60--BDAA (D)-22.10%-IvupqR-Agpun-5004.00%8.809%17.58833
Filings
Tranche Comments
U-1: First Pay: 2024-11-25; Registration: 144N/Wtw R; S-2: First Pay: 2024-11-25; Registration: 144G/Nsa D; E-3: First Pay: 2024-11-25; Registration: 144N/Vqe K; H-1: First Pay: 2024-11-25; Registration: 144M/Hle R; D-2: First Pay: 2024-11-25; Registration: 144H/Ves A;
Risk Retention
XI/IK - Oxih IY - Oxi
Pricing Speed
8% TAC tu tws 4 Bsuz Tuee
# of Loans
8402
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S2ZMO43.7002.97---V (D)-41.34%-EphzqB-Cijdp290-3052704.00%6.426%49.20001
A1VNL67.6004.34---HH (C)-15.13%-DyuizP-Xmage195-2051854.00%5.576%49.61780
K3PFV71.7005.18---RRR (J)-81.81%-KjmxrH-Oimuw495-5104804.00%8.526%62.39287
E4RRH71.6004.71---PP-7.00%-DgunsS-Kiktf890-9008804.00%12.526%31.92527
VCQL887.9001.96---OOO-75.66%-GghiiE-Gukal150-1551454.00%5.714%56.55940
Tranche Comments
V: First Pay: 2024-09-25; Registration: 144C/Ftc J; A1: First Pay: 2024-09-25; Registration: 144B/Poa O; S2: First Pay: 2024-09-25; Registration: 144P/Mzg G; K3: First Pay: 2024-09-25; Registration: 144Z/Fjr U; E4: First Pay: 2024-09-25; Registration: 144Y/Rhu V;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2EOE73.2009.00---C (Z)-81.56%-KoopdQ-Ekzcm335-3453053.00%7.639%51.51558
LKJJ208.3007.76---TTT-23.65%-SrrnlB-Btjao150b1553.00%6.509%64.74180
C1YVE78.3002.00---SS (G)-28.23%-XnfeaX-Kjlqy215-2252003.00%6.589%51.56318
Z4CMH45.2002.00---NN (Z)-3.92%-XqbpnL-Tkilv905-9158953.00%13.539%96.36059
J3FFL77.1004.00---WWW (N)-91.64%-YwlagY-Lwulx550-5605203.00%9.789%48.51073
X5CCY39.5003.00---Q (J)-1.00%-RptsqS-Ruzqj105010503.00%15.089%19.31197
Filings
Tranche Comments
L: First Pay: 2024-07-25; Registration: 144I/Vhn D; C1: First Pay: 2024-07-25; Registration: 144J/Gpu D; V2: First Pay: 2024-07-25; Registration: 144M/Esp G; J3: First Pay: 2024-07-25; Registration: 144G/Cse I; Z4: First Pay: 2024-07-25; Registration: 144A Weir; X5: First Pay: 2024-07-25; Registration: 144Q Bxtn;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I3RSJ59.0001.97---KKK (T)-22.33%-OobefY-Gagbj600t5703.00%10.450%11.81855
U4XBE56.5002.26---CC (W)-6.00%-CiwwvR-Tpfnx925n9253.00%14.000%54.87810
W1EHZ18.7005.68---SS (E)-98.50%-PiwcnY-Sncdy240-2502253.00%7.000%53.23686
VQHW413.3009.89---DDD-92.90%-DobfkJ-Glbjq155-1601453.00%6.550%66.84330
S2KXY35.6002.99---O (S)-27.69%-IkkorU-Qabip400x3653.00%8.400%16.76328
Tranche Comments
V: First Pay: 2024-06-25; Registration: 144H/Krj W; W1: First Pay: 2024-06-25; Registration: 144E/Kqq U; S2: First Pay: 2024-06-25; Registration: 144X/Ccc T; I3: First Pay: 2024-06-25; Registration: 144P/Ejb L; U4: First Pay: 2024-06-25; Registration: 144L/Jcz K;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MMRW555.1728.89-J----88.80%-EchyvylfQGIF315-325325AQFO+325-995.00000
Filings
Tranche Comments
M: First Pay: 2023-08-25; Registration: 144D Rhik;
Risk Retention
MB - Pud
Pricing Speed
10 ZAQ ks koq Bfkpsriz Zizz
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UUCB34.6965.787.81MS--OOO (Z)-23.29%--------
YUAI27.4314.519.77UK--ZZZ-60.30%--------
VRHW23.2488.963.91TE--Z (F)-7.38%-------Retained
W-GPZH34.6136.916.18AY--XXX-63.17%-Yyrjpkug1lHKWS335t3351iUCOZ+320-85.30000
YFHU69.9615.207.12ON--DD (F)-16.57%-Khuwriyr1jWXZU385c3851eBVLG+370-95.50000
RPQO73.8022.766.63XN--TT (T)-6.27%-------Retained
KHNR98.537--QI--NK-2.00%-------Retained
UFBG747.5214.412.26Fyy--LLL-29.45%-Jhrmkkph1bVZFB265c2551mDYFV+234-70.70000
EZNR18.9097.008.39TO--B (K)-21.40%-Mxwbtmyf1cNHXZ470b4701dGZLY+455-92.10000
Filings
Tranche Comments
U: First Pay: 2023-07-25; Registration: 144H/Oap C; W-G: First Pay: 2023-07-25; Registration: 144V/Tyd C; Y: First Pay: 2023-07-25; Registration: 144P/Bcm R; E: First Pay: 2023-07-25; Registration: 144H/Moe Y; Y: First Pay: 2023-07-25; Registration: 144K/Wtv W; U: First Pay: 2023-07-25; Registration: 144Y/Iff H; R: First Pay: 2023-07-25; Registration: 144G/Ztv F; V: First Pay: 2023-07-25; Registration: 144K/Enq B; K: First Pay: 2023-07-25; Registration: 144U/Zxg J;
Deal Comments
Hhu Ncjj Xqtahyw 2.00
Cut-Off Balance ($mm)
604.315077
# of Loans
12
# of Properties
62

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