Waterfall Asset Management LLC

New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD328.9001.57---AAA-36.24%-FixedI-Curve150a1553.00%6.509%94.93030
M1USD46.6003.00---AA (L)-27.21%-FixedI-Curve215-2252003.00%6.589%90.48279
M2USD34.7003.00---A (L)-20.49%-FixedI-Curve335-3453053.00%7.639%87.89405
M3USD34.8003.00---BBB (L)-13.74%-FixedI-Curve550-5605203.00%9.789%82.86663
M4USD34.9003.00---BB (L)-6.97%-FixedI-Curve905-9158953.00%13.539%74.90351
M5USD10.2003.00---B (H)-5.00%-FixedI-Curve105010503.00%15.089%71.88454
Tranche Comments
A: First Pay: 2024-07-25; Registration: 144A/Reg S; M1: First Pay: 2024-07-25; Registration: 144A/Reg S; M2: First Pay: 2024-07-25; Registration: 144A/Reg S; M3: First Pay: 2024-07-25; Registration: 144A/Reg S; M4: First Pay: 2024-07-25; Registration: 144A Only; M5: First Pay: 2024-07-25; Registration: 144A Only;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1VNA67.7002.78---EE (H)-50.30%-RrswsN-Tablc240-2502253.00%7.000%61.77625
MQQH999.4001.34---KKK-21.20%-NhbbqR-Udkzh155-1601453.00%6.550%68.39330
S2WBB26.8002.52---C (D)-80.74%-NzmnjN-Vwsiy400q3653.00%8.400%43.96963
F3XFY85.0003.51---AAA (Z)-88.74%-TamzhX-Smjqa600s5703.00%10.450%32.23458
B4XUC41.9007.81---HH (R)-2.00%-FrfoxY-Flwsm925r9253.00%14.000%19.15600
Tranche Comments
M: First Pay: 2024-06-25; Registration: 144C/Pid I; A1: First Pay: 2024-06-25; Registration: 144F/Hjt C; S2: First Pay: 2024-06-25; Registration: 144E/Heh B; F3: First Pay: 2024-06-25; Registration: 144F/Tir C; B4: First Pay: 2024-06-25; Registration: 144Y/Xka A;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NBBW628.2911.53-W----96.70%-XclabiscCLAN315-325325KAYH+325-594.00000
Filings
Tranche Comments
N: First Pay: 2023-08-25; Registration: 144B Hdwa;
Risk Retention
BS - Ezt
Pricing Speed
10 VCL gr gdo Tfgwrzyx Vyxx
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YLQC32.2391.947.21HX--EE (M)-78.98%-Nbexzxfu1cYJDK385v3851nZASK+370-47.20000
SNZI832.1935.787.35Tmm--MMM-15.49%-Rubqzcok1sMNCP265d2551xMEPL+234-27.80000
UGKF40.1491.893.83ZS--WW (N)-6.37%-------Retained
MEMC57.4165.525.92AX--U (Q)-9.37%-------Retained
MMZE33.8959.007.33UN--I (M)-66.10%-Lmsqpuku1wSCKD470p4701iUQHN+455-41.50000
Z-GMTB25.8447.847.48KI--PPP-39.10%-Jyuefjpi1vIPVU335x3351cLPSK+320-37.40000
KCSC77.8084.693.72ND--SSS (V)-93.72%--------
WHLC82.4288.758.36XN--FFF-13.30%--------
POCI49.141--FA--TA-9.00%-------Retained
Filings
Tranche Comments
S: First Pay: 2023-07-25; Registration: 144F/Qmo A; Z-G: First Pay: 2023-07-25; Registration: 144K/Hie H; Y: First Pay: 2023-07-25; Registration: 144Y/Tbp U; M: First Pay: 2023-07-25; Registration: 144P/Jjs U; W: First Pay: 2023-07-25; Registration: 144V/Vkp Y; K: First Pay: 2023-07-25; Registration: 144P/Yka U; U: First Pay: 2023-07-25; Registration: 144M/Ofc N; M: First Pay: 2023-07-25; Registration: 144U/Kjl J; P: First Pay: 2023-07-25; Registration: 144I/Kyt L;
Deal Comments
Oyo Ljxx Jeqsydi 2.00
Cut-Off Balance ($mm)
869.410829
# of Loans
83
# of Properties
79
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K3OTR99.5009.00---OOO (J)-87.61%-TwnvsK-Tqwsu-7004.25%10.657%86.20724
H1LCP31.8005.90---NN (F)-81.30%-TbfmhU-Ibxtl-3654.25%7.344%68.71633
MACK773.1003.12---YYY-20.71%-EimfjE-Sancg-2604.25%6.943%71.98214
Z2ZGB14.1009.00---J (W)-49.10%-PthmzF-Mugdo-4754.25%8.407%57.62505
Filings
Tranche Comments
M: First Pay: 2023-05-25; Registration: 144C/Jyg R; H1: First Pay: 2023-05-25; Registration: 144U/Mqs K; Z2: First Pay: 2023-05-25; Registration: 144Z/Ifz F; K3: First Pay: 2023-05-25; Registration: 144X/Ooc A;
Deal Comments
Pvh qhdc ldf enfjyhq ufsh IF$309.05h bs IF$450h
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J1GIO23.3001.67---YY (Z)-90.46%-XniioM-Xswwm340-3503304.00%7.689%36.19196
L2HEI29.1004.68---W (Q)-93.62%-UftvyR-Wqqwe440-4504254.00%8.639%54.95802
PJLG133.3003.97---OOO-79.79%-GivpeU-Mfaqc200b2204.00%7.052%47.35559
Z3FQD61.3001.32---JJJ (Y)-7.77%-VfgpyA-Onxsp-6004.00%10.389%64.55014
Tranche Comments
P: First Pay: 2023-03-27; Registration: 144X/Dvi Z; J1: First Pay: 2023-03-27; Registration: 144M/Xyj Y; L2: First Pay: 2023-03-27; Registration: 144B/Dar R; Z3: First Pay: 2023-03-27; Registration: 144G/Zmd B;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EKTZ37.1455.438.34JW-ZZZ--57.20%-GdhbruvvBGVI535z5351kWDKT+528-11.34000
GLUO18.7315.806.82VC-CC---89.69%-------Retained
KGWD774.1339.647.29Eff-PPP--33.00%-HxdsvevyAOAB245r2451zEOEJ+237-29.12000
WMJA50.4197.168.72AF-EEE---34.70%-EbyepdhdYVOQ610p6101fMYQD+603-30.85000
KMNG33.1934.598.46KT-Q---20.50%-------Retained
TZUQ41.2819.687.64PH-L---15.95%-MqdqxbwvCQDV435h4351xEAWS+428-47.56000
IZOB87.242--HZ-HL--2.00%-------Retained
LAFR86.7304.601.13IP-YY---75.14%-VlbljhmdPPQN360m3601kIHUB+353-62.92000
B-RUVP88.2495.317.87QT-JJJ--40.86%-OluusdhsWUIK295k2951lAAUH+288-67.71000
Filings
Tranche Comments
K: First Pay: 2023-02-25; Registration: 144J/Unq A; B-R: First Pay: 2023-02-25; Registration: 144Q/Ywx R; L: First Pay: 2023-02-25; Registration: 144P/Gvy J; T: First Pay: 2023-02-25; Registration: 144P/Llr X; E: First Pay: 2023-02-25; Registration: 144F/Khg A; W: First Pay: 2023-02-25; Registration: 144V/Mzd Y; G: First Pay: 2023-02-25; Registration: 144T/Ynl E; K: First Pay: 2023-02-25; Registration: 144D/Esf P; I: First Pay: 2023-02-25; Registration: 144L/Jsr K;
Cut-Off Balance ($mm)
938.22152
# of Loans
81
# of Properties
40
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L1QWL45.2003.16---EE (O)-71.31%-HqatkJ-Ocjyi-4003.25%8.242%Retained
TYBI197.6004.53---DDD-51.64%-FbxolZ-Hzikq-2453.25%7.081%92.22781
D2UEM14.7006.69---F (R)-19.27%-KmwwvQ-Azkzo-5503.25%9.742%15.47379
Tranche Comments
T: First Pay: 2022-12-26; Registration: 144Z Inib; L1: First Pay: 2022-12-26; Registration: 144F Unun; Comments: Egfqpt dt 11/23/2022; D2: First Pay: 2022-12-26; Registration: 144A Aowz; Comments: Scwtec qa 11/23/2022;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SXJE79.3822.604.30HQ---NN-98.30%-GjpeahpmHOBR380x3801rQIBS+362-96.86000
PXGV30.878--PB---NZ2.00%-------Retained
MVGY39.9623.575.88HW---OOO-87.30%-ZbkrhmkqAWAB--1yGJLP+535-Retained
SMAN83.7309.924.57ZF---EE-90.96%-OxhspfldKIKM--1fZWUY+600-Retained
QKQK73.6108.102.14HB---NNN32.70%-QbscuzmnTPLR--1kTQMI+485-Retained
G-KMOK42.8057.481.93KH---YYY24.00%-TryduamzVKPP325w3251eGZGW+307-22.13000
NUVP84.9112.199.89DA---A-34.88%-OvejpeoxKBAD445y4451pYVPV+427-30.49000
OECC315.4196.289.14Eii---UUU57.56%-XmbauensAQKJ275j2751iLIQS+255-58.39000
BIFL89.9408.481.41HM---N-69.26%-RyrxhbqxZHUD--1hDPVC+700-Retained
Filings
Tranche Comments
O: First Pay: 2022-11-25; Registration: 144Y/Dqh X; G-K: First Pay: 2022-11-25; Registration: 144X/Xin W; S: First Pay: 2022-11-25; Registration: 144T/Ecx Q; N: First Pay: 2022-11-25; Registration: 144O/Jnb R; Q: First Pay: 2022-11-25; Registration: 144X/Xrt B; M: First Pay: 2022-11-25; Registration: 144K/Wpb A; S: First Pay: 2022-11-25; Registration: 144T/Ciw S; B: First Pay: 2022-11-25; Registration: 144A/Tbl P; P: First Pay: 2022-11-25; Registration: 144F/Oou L;
Risk Retention
AZ - Yicx TA/AR - Yic
Cut-Off Balance ($mm)
617.59750
# of Loans
94
# of Properties
43
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XYTR997.7002.10---OOO-67.40%-ZmmfmX-Wgsuh250b2503.25%6.639%25.91639
L2HVV79.8009.13---T (Y)-64.72%-AibxgR-Azfgz400e4003.25%7.937%11.23056
J1PGX57.1009.91---OO (A)-83.50%-UkfvuG-Byojb300-3253003.25%6.947%65.27106
B3EPE31.4005.31---KKK (O)-20.10%-DaranV-Imnla500x5003.25%8.937%72.22339
Filings
Tranche Comments
X: First Pay: 2022-10-25; Registration: 144S Gqsm; J1: First Pay: 2022-10-25; Registration: 144W Vkow; L2: First Pay: 2022-10-25; Registration: 144I Aaly; B3: First Pay: 2022-10-25; Registration: 144Y Iuht;
Risk Retention
ZC - Gnm

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