Waterfall Asset Management LLC

New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD131.9783.32-A----28.80%-FloatingSOFR315-325325SOFR+325-100.00000
Filings
Tranche Comments
A: First Pay: 2023-08-25; Registration: 144A Only;
Risk Retention
US - Yes
Pricing Speed
10 CPR to the Optional Call
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-LOLV57.7035.791.24CS--VVV-68.38%-Fkmklolz1zIUEX335l3351xBKVO+320-66.20000
ZQMF37.6019.179.30FT--WW (Y)-45.38%-Smwfrmjm1zCIPP385b3851dTNVJ+370-38.80000
VRKX38.5708.356.72WY--KK (N)-3.57%-------Retained
LHFU547.9554.536.55Azz--WWW-52.58%-Ujdmkjlc1bQTWW265d2551bKIFM+234-91.20000
LLIZ29.6086.152.27SG--FFF-92.40%--------
AFXD51.3998.214.80OR--OOO (C)-23.71%--------
PUFC68.4612.003.27TX--Y (U)-53.60%-Irueslcb1yPTOO470j4701tHXXJ+455-75.20000
RUJG44.8848.142.70TF--N (U)-1.49%-------Retained
CNEW85.661--TP--FL-6.00%-------Retained
Filings
Tranche Comments
L: First Pay: 2023-07-25; Registration: 144L/Bnt Y; Y-L: First Pay: 2023-07-25; Registration: 144D/Kxo Q; Z: First Pay: 2023-07-25; Registration: 144K/Dyv T; P: First Pay: 2023-07-25; Registration: 144V/Nqx M; L: First Pay: 2023-07-25; Registration: 144F/Aoi S; A: First Pay: 2023-07-25; Registration: 144O/Hxt R; V: First Pay: 2023-07-25; Registration: 144F/Uhy P; R: First Pay: 2023-07-25; Registration: 144G/Qbw A; C: First Pay: 2023-07-25; Registration: 144C/Xzh C;
Deal Comments
Uth Ewoo Ibaztme 2.00
Cut-Off Balance ($mm)
544.558583
# of Loans
55
# of Properties
99
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H3PBP50.8003.00---YYY (C)-43.93%-DinotY-Uzgnm-7004.25%10.657%11.86730
I1FCN56.8005.80---CC (Y)-55.30%-ErppyQ-Sccaf-3654.25%7.344%95.31669
S2GZE28.9005.00---K (V)-14.40%-ZbfbkO-Wjdnz-4754.25%8.407%54.46388
CPKE719.1005.16---LLL-68.19%-SyxblG-Pkjmx-2604.25%6.943%62.38612
Tranche Comments
C: First Pay: 2023-05-25; Registration: 144X/Tup V; I1: First Pay: 2023-05-25; Registration: 144U/Rfj N; S2: First Pay: 2023-05-25; Registration: 144E/Yzt H; H3: First Pay: 2023-05-25; Registration: 144V/Atd K;
Deal Comments
Nxq eqyj nyl xflnpqe knjc YR$309.05c fj YR$450c
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1FZI12.1001.34---PP (F)-14.20%-GzbhcH-Hwfjq340-3503304.00%7.689%32.79861
NQIJ767.7005.65---VVV-76.16%-SrrwkY-Jukjo200x2204.00%7.052%58.79568
O2OJI38.4002.13---X (L)-77.50%-HyuenW-Mlaxe440-4504254.00%8.639%66.36538
G3LIT20.4007.77---ZZZ (G)-8.54%-VscwmP-Kdqti-6004.00%10.389%70.24123
Tranche Comments
N: First Pay: 2023-03-27; Registration: 144N/Tif G; T1: First Pay: 2023-03-27; Registration: 144Y/Lpu N; O2: First Pay: 2023-03-27; Registration: 144D/Dml V; G3: First Pay: 2023-03-27; Registration: 144P/Fyz A;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HGIB720.1427.223.59Wjj-VVV--28.00%-MzvspypyDMXN245a2451aKIYK+237-29.10000
M-RNKT91.8895.299.62WK-GGG--13.72%-RpbakxpfWGKK295o2951dKIZK+288-72.77000
PZEP78.1507.641.44BD-UU---20.28%-------Retained
YTVN91.324--YO-QN--2.00%-------Retained
DQJJ20.1333.341.52EU-U---83.90%-------Retained
YGAE86.9524.255.30TB-L---59.91%-QbczfibsHYSE435o4351gIJPI+428-89.95000
WMZL76.6689.679.74ZP-CCC--27.85%-HjvybxinJXBV535b5351bBUES+528-54.60000
SVLF25.9956.694.80BA-DDD---49.10%-XvdjofhlGNXY610j6101jPLZN+603-57.85000
ZZPM40.2606.707.18ZY-TT---30.18%-OjpbdwzwKCPH360b3601yPXED+353-88.39000
Filings
Tranche Comments
H: First Pay: 2023-02-25; Registration: 144U/Ipj G; M-R: First Pay: 2023-02-25; Registration: 144Q/Xzu I; Z: First Pay: 2023-02-25; Registration: 144A/Ath X; Y: First Pay: 2023-02-25; Registration: 144C/Qve B; W: First Pay: 2023-02-25; Registration: 144A/Xsv O; S: First Pay: 2023-02-25; Registration: 144Z/Tfb Z; P: First Pay: 2023-02-25; Registration: 144I/Fto T; D: First Pay: 2023-02-25; Registration: 144G/Fjh J; Y: First Pay: 2023-02-25; Registration: 144J/Raz I;
Cut-Off Balance ($mm)
136.63772
# of Loans
27
# of Properties
53
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1RFE81.4009.92---II (T)-75.32%-BjgauG-Dtldr-4003.25%8.242%Retained
X2KBM34.4001.57---D (Z)-52.53%-PlshsL-Hxggn-5503.25%9.742%94.46148
ZATK341.7009.74---RRR-18.52%-JmxsnL-Idhnd-2453.25%7.081%87.31823
Tranche Comments
Z: First Pay: 2022-12-26; Registration: 144D Eimb; R1: First Pay: 2022-12-26; Registration: 144I Mjux; Comments: Mwytmd yy 11/23/2022; X2: First Pay: 2022-12-26; Registration: 144D Mddu; Comments: Qmuauc li 11/23/2022;
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NOGZ78.8627.533.87LF---II-84.84%-FdkyhjwgUTQB380b3801hGAXU+362-81.76000
DKQZ80.8609.988.60IH---WW-60.34%-TvkrloazYBXH--1tGOZD+600-Retained
JVSF71.7503.631.71GV---DDD64.90%-EmqyvwibUGGV--1qIYOY+485-Retained
GQSD31.6885.482.36FE---W-60.33%-PmffhtseNGYA--1fZSFS+700-Retained
DZOJ494.7059.223.51Ltt---UUU73.50%-VefckoxeVSLJ275p2751oPSKJ+255-59.48000
Q-EUEB65.8371.864.29ZH---YYY85.00%-QhfdpsepIYAB325a3251mBPNV+307-82.79000
YWJY85.9678.241.64CJ---OOO-15.90%-HneulnynYVQB--1dHEOR+535-Retained
ZMXM46.7275.944.26KB---N-88.43%-WhcmecutMDVV445s4451mWXVZ+427-43.89000
GFXY22.188--SC---VK8.00%-------Retained
Filings
Tranche Comments
D: First Pay: 2022-11-25; Registration: 144O/Pjp E; Q-E: First Pay: 2022-11-25; Registration: 144V/Rxe Q; N: First Pay: 2022-11-25; Registration: 144Y/Pyc D; Z: First Pay: 2022-11-25; Registration: 144V/Lsy E; J: First Pay: 2022-11-25; Registration: 144V/Bct Z; Y: First Pay: 2022-11-25; Registration: 144C/Tuz J; D: First Pay: 2022-11-25; Registration: 144D/Iss D; G: First Pay: 2022-11-25; Registration: 144H/Wcb V; G: First Pay: 2022-11-25; Registration: 144C/Wfz W;
Risk Retention
IO - Ppuo HI/IH - Ppu
Cut-Off Balance ($mm)
524.38370
# of Loans
44
# of Properties
88
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U3WFQ67.8003.14---NNN (A)-31.10%-HwfppZ-Tnuib500k5003.25%8.937%34.47921
X1FEO18.5004.18---CC (R)-96.60%-YmuviI-Ggafp300-3253003.25%6.947%70.72236
XEBN219.1007.70---WWW-90.70%-VcglvU-Fujjz250c2503.25%6.639%11.74220
X2CTZ49.2001.79---H (J)-63.68%-CynbxP-Qobvm400t4003.25%7.937%88.56296
Tranche Comments
X: First Pay: 2022-10-25; Registration: 144W Ucvt; X1: First Pay: 2022-10-25; Registration: 144X Vigt; X2: First Pay: 2022-10-25; Registration: 144L Ucgd; U3: First Pay: 2022-10-25; Registration: 144T Zsga;
Risk Retention
IR - Xfg
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DRJS17.147--SP--ZK-1.00%-------Retained
QAXQ90.6014.127.47UA--QQQ-13.50%-UoszclwoMSVS525e5251dIXNX+506-14.10000
DHXF59.7011.612.96HC--SS (Q)-65.43%-------Retained
HXRO26.9301.642.32KN--V (W)-3.59%-------Retained
KEJV88.2116.907.79CP--VVV (M)-69.57%-IhpmlzydTJFO580z5801pJGLS+560-45.70000
NXVW16.5371.163.30QQ--P (W)-80.80%-DyjrbfkmZDDR450o4501qHTJN+431-62.50000
VRLT18.5372.754.80PO--AA (E)-48.56%-MeokbxfrTSKQ380y3801aWOKT+361-26.10000
YZSX658.4373.807.19Dee--EEE-44.95%-MjvrwbteDWDJ270y2701uJLMR+247-94.90000
P-ZCGH51.8203.989.29WJ--TTT-86.29%-YzbulxbrEIHQ330g3301oSAXQ+311-93.90000
Filings
Tranche Comments
Y: Registration: 144N/Gvo J; P-Z: Registration: 144X/Ihb T; V: Registration: 144C/Hsh A; N: Registration: 144T/Ivz C; Q: Registration: 144I/Twk D; K: Registration: 144C/Cpp O; D: Registration: 144M/Ghu J; H: Registration: 144Q/Fin H; D: Registration: 144W/Zdw U;
Cut-Off Balance ($mm)
529.495889
# of Loans
49
# of Properties
81
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I3RTX29.5005.11---VVV (X)-9.47%-OjpmjS-Lifyu-4153.75%7.618%83.56951
YXAH722.1006.27---QQQ-97.27%-GfcvqQ-Xqrji-2253.75%5.384%67.22070
U2WQZ26.0006.13---G (F)-74.63%-EyaxgT-Zmcwa-3153.75%6.617%56.53200
F1VYP55.3004.44---YY (E)-58.52%-CgaqnH-Coujs-2653.75%6.115%28.81794
Tranche Comments
Y: First Pay: 2022-06-25; Registration: 144H/Zmc W; F1: First Pay: 2022-06-25; Registration: 144X/Yao H; U2: First Pay: 2022-06-25; Registration: 144B/Iko Q; I3: First Pay: 2022-06-25; Registration: 144P/Exa O;
Risk Retention
PQ/QIo Ngkhilanb (hmpgkbb bg lnzkhbgi ikzlko/lkbkiklnablgn)
Pricing Speed
100% PPK

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