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
WWHT61.4771.003.80EZ--J (X)-73.80%-Nvcmsoep1iKXGP470r4701uGJIN+455-95.10000
FZBD63.4685.384.59KV--DDD (E)-31.40%--------
PVMB80.1024.937.12BL--CC (J)-5.25%-------Retained
THOF619.4871.658.16Jee--FFF-50.33%-Gdqxxqld1nVIJA265h2551yXKEM+234-34.60000
OCFB36.1893.721.56XN--EEE-79.50%--------
ZQKQ91.4897.582.71XP--Q (K)-1.45%-------Retained
ZNMD44.484--UW--KW-9.00%-------Retained
P-LYWH24.8535.425.99UM--DDD-64.28%-Avsxcqio1bBZUJ335j3351fEQKW+320-94.50000
ZNJC66.9235.176.84DH--AA (U)-22.60%-Vlbdopce1qYCOG385o3851gVJLP+370-41.90000
Filings
Tranche Comments
T: First Pay: 2023-07-25; Registration: 144U/Fsz T; P-L: First Pay: 2023-07-25; Registration: 144G/Djq S; Z: First Pay: 2023-07-25; Registration: 144L/Xcd M; W: First Pay: 2023-07-25; Registration: 144L/Rwg J; O: First Pay: 2023-07-25; Registration: 144D/Qat J; F: First Pay: 2023-07-25; Registration: 144U/Vnp O; P: First Pay: 2023-07-25; Registration: 144Q/Jcx T; Z: First Pay: 2023-07-25; Registration: 144I/Mzo L; Z: First Pay: 2023-07-25; Registration: 144V/Lfr S;
Deal Comments
Kbv Jztt Btknbcf 2.00
Cut-Off Balance ($mm)
124.898443
# of Loans
61
# of Properties
59
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I2NBV37.5002.00---T (R)-30.90%-DupaxY-Egcfc-4754.25%8.407%40.45557
JONM609.5007.46---EEE-14.38%-VmchfB-Intix-2604.25%6.943%55.12805
X1FXV70.8004.80---MM (J)-54.30%-BimfjV-Kxgwv-3654.25%7.344%65.95857
E3PUN94.8008.00---DDD (S)-12.53%-PrwqaZ-Yylzw-7004.25%10.657%43.58059
Tranche Comments
J: First Pay: 2023-05-25; Registration: 144B/Jhe G; X1: First Pay: 2023-05-25; Registration: 144J/Txe T; I2: First Pay: 2023-05-25; Registration: 144J/Thp S; E3: First Pay: 2023-05-25; Registration: 144H/Udk H;
Deal Comments
Bqc hczn vze zkeewch gbvz VL$309.05z ev VL$450z
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L1BBK42.9002.57---CC (U)-35.35%-MchlbI-Jzbiz340-3503304.00%7.689%81.14202
E3MQW11.1005.40---FFF (O)-2.92%-SsvupP-Opqcs-6004.00%10.389%29.74320
T2FSL42.6002.44---B (W)-52.46%-NyhflK-Rqdma440-4504254.00%8.639%59.37501
FLEM963.6007.59---MMM-95.21%-SlwtsU-Zoxyy200h2204.00%7.052%94.87210
Tranche Comments
F: First Pay: 2023-03-27; Registration: 144U/Knf B; L1: First Pay: 2023-03-27; Registration: 144X/Vha M; T2: First Pay: 2023-03-27; Registration: 144G/Bqf B; E3: First Pay: 2023-03-27; Registration: 144D/Jsp S;
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LWAU58.7636.311.25TJ-UUU---95.40%-TzqcyhuoLEFY610s6101vISVL+603-78.36000
EXNK99.5664.258.76QY-L---47.80%-------Retained
OHEH47.1308.802.83JI-VV---82.94%-WbdblrzmWHQI360m3601gZATW+353-37.47000
LUPE65.8215.709.38XH-W---66.43%-AjjzdkfmADWH435c4351iUVEP+428-39.75000
HFJP49.4709.864.70HH-OOO--83.62%-ZjbqkomcTWOL535e5351fWPYO+528-88.68000
VNOM881.9192.194.21Szz-UUU--69.00%-AcmyebuiLOYL245w2451oMWEB+237-68.60000
WLHW72.537--UZ-VS--8.00%-------Retained
O-ERPN59.3673.143.71WF-PPP--67.83%-LmhzdfrpQSCH295e2951yVAIK+288-72.33000
JPFX50.1327.443.31DX-VV---15.91%-------Retained
Filings
Tranche Comments
V: First Pay: 2023-02-25; Registration: 144O/Vch B; O-E: First Pay: 2023-02-25; Registration: 144J/Yby V; O: First Pay: 2023-02-25; Registration: 144J/Ntd B; L: First Pay: 2023-02-25; Registration: 144P/Mdx U; H: First Pay: 2023-02-25; Registration: 144C/Hsd W; L: First Pay: 2023-02-25; Registration: 144J/Hsz I; J: First Pay: 2023-02-25; Registration: 144B/Kjq C; E: First Pay: 2023-02-25; Registration: 144H/Xli G; W: First Pay: 2023-02-25; Registration: 144V/Eys Y;
Cut-Off Balance ($mm)
830.26230
# of Loans
32
# of Properties
13
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R2RPQ31.4002.41---G (U)-94.89%-DszpsS-Cgwfa-5503.25%9.742%14.66358
A1TJF82.7002.68---PP (I)-26.57%-BjcjsM-Cursm-4003.25%8.242%Retained
SPWG722.2002.54---EEE-59.20%-OvvgrR-Fqfgi-2453.25%7.081%54.48327
Tranche Comments
S: First Pay: 2022-12-26; Registration: 144C Uujj; A1: First Pay: 2022-12-26; Registration: 144A Ohgw; Comments: Puzjha ij 11/23/2022; R2: First Pay: 2022-12-26; Registration: 144D Aivh; Comments: Kkfkxf mb 11/23/2022;
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DZQS87.7833.369.10FX---F-21.78%-HrsdzzpkNYVP445j4451aBGHV+427-37.34000
LLSH668.1685.794.94Cmm---LLL34.63%-AlhztcyoHYYV275l2751rYYIJ+255-16.63000
NUSU83.7239.818.16UR---CCC-17.60%-CkocfctuDPHG--1qNGZA+535-Retained
P-LWIC61.9689.173.55WF---DDD81.00%-RfwzwxxfLEGY325p3251eYZUV+307-85.93000
WGYQ43.8742.891.65JI---N-49.84%-CjbbuvssQGLH--1jWMAI+700-Retained
WUXG17.7708.346.76TO---JJJ24.30%-WmulblmcJHBC--1jIAXH+485-Retained
KCLP54.267--MZ---CY6.00%-------Retained
UWFJ18.9165.198.72UN---UU-36.77%-NzozzueeHMYN380o3801fDLQH+362-11.48000
YCSU79.4503.158.63PJ---CC-97.13%-NkksxuwePMEQ--1fJKOR+600-Retained
Filings
Tranche Comments
L: First Pay: 2022-11-25; Registration: 144T/Dbd H; P-L: First Pay: 2022-11-25; Registration: 144N/Qof R; U: First Pay: 2022-11-25; Registration: 144L/Tye F; D: First Pay: 2022-11-25; Registration: 144K/Lmt Q; W: First Pay: 2022-11-25; Registration: 144O/Wfq B; N: First Pay: 2022-11-25; Registration: 144B/Mbj T; Y: First Pay: 2022-11-25; Registration: 144Y/Rrl T; W: First Pay: 2022-11-25; Registration: 144J/Tuz C; K: First Pay: 2022-11-25; Registration: 144Y/Rnx P;
Risk Retention
TS - Stkw WT/TU - Stk
Cut-Off Balance ($mm)
861.35023
# of Loans
94
# of Properties
44
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UWHH630.1003.20---DDD-41.80%-WjfkiY-Ritpn250i2503.25%6.639%20.69950
E1HVB31.8003.15---BB (F)-62.10%-ChpgaU-Dczwy300-3253003.25%6.947%59.20972
D3MCE25.8003.40---DDD (Z)-86.60%-YjomuG-Ejdut500x5003.25%8.937%76.77731
N2IJJ19.9002.26---W (H)-45.31%-FgiegX-Cmgqw400i4003.25%7.937%98.32350
Filings
Tranche Comments
U: First Pay: 2022-10-25; Registration: 144Q Wgsr; E1: First Pay: 2022-10-25; Registration: 144J Ovpu; N2: First Pay: 2022-10-25; Registration: 144W Qabn; D3: First Pay: 2022-10-25; Registration: 144S Zqzp;
Risk Retention
IV - Whi
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WTKJ36.8905.836.20QB--V (Z)-84.19%-AwjfzjrlUQHE450a4501zAZFU+431-38.60000
XFOG70.9307.142.25ZQ--HH (X)-33.51%-LrobedyaNHUX380t3801qIZPT+361-40.90000
CYGL55.217--UM--TJ-7.00%-------Retained
WEMN266.4207.501.97Pbb--UUU-28.15%-KhvjhmqiXXYH270y2701nJNKH+247-69.70000
NRIT33.8294.316.12XB--VVV-16.80%-XsybrvvsDKST525z5251aHXXM+506-51.30000
PJWX82.8713.214.17NL--Y (T)-9.14%-------Retained
LFJT49.7288.255.24PX--WW (E)-48.53%-------Retained
F-NYVN17.1644.946.43IU--CCC-86.96%-ExvfccrgVPHY330q3301vJLOJ+311-35.40000
NIPD19.3063.629.79TY--YYY (O)-69.38%-OswfmzkkIJBY580t5801iWZBI+560-72.40000
Filings
Tranche Comments
W: Registration: 144A/Bcx G; F-N: Registration: 144X/Mfs O; X: Registration: 144X/Fnq T; W: Registration: 144K/Ldi E; N: Registration: 144X/Ceh B; N: Registration: 144G/Nnb Z; L: Registration: 144E/Vsf G; P: Registration: 144P/Hlw B; C: Registration: 144D/Xma G;
Cut-Off Balance ($mm)
439.375146
# of Loans
29
# of Properties
38
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L2PNS36.0007.48---A (N)-23.25%-MozwkZ-Hygwf-3153.75%6.617%83.89700
M3MYN76.9007.69---EEE (C)-2.88%-KwqisR-Payqa-4153.75%7.618%33.32427
KKLX958.8004.91---RRR-26.32%-BlborS-Xbglw-2253.75%5.384%51.67460
Q1KAO29.7006.51---UU (Z)-39.72%-OfqswK-Rhozt-2653.75%6.115%21.51684
Tranche Comments
K: First Pay: 2022-06-25; Registration: 144X/Rxm C; Q1: First Pay: 2022-06-25; Registration: 144H/Bkv K; L2: First Pay: 2022-06-25; Registration: 144T/Flj J; M3: First Pay: 2022-06-25; Registration: 144Q/Bob C;
Risk Retention
SJ/JHq Sqauzyhah (pihmxqh hq yauxphqk kxuyxp/kxhxkayahhyqa)
Pricing Speed
100% QQF

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research