Waterfall Asset Management LLC

New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD483.0002.20---AAA-25.84%-FixedI-Curve-1604.00%5.664%96.78211
M1USD46.0005.45---AA (L)-18.69%-FixedI-Curve-2054.00%6.122%90.54790
M2USD36.3245.74---A (L)-13.04%-FixedI-Curve-2904.00%6.985%86.51278
M3USD36.5245.74---BBB (L)-7.36%-FixedI-Curve-3504.00%7.585%84.05077
Tranche Comments
A: First Pay: 2024-11-25; Registration: 144A/Reg S; M1: First Pay: 2024-11-25; Registration: 144A/Reg S; M2: First Pay: 2024-11-25; Registration: 144A/Reg S; M3: First Pay: 2024-11-25; Registration: 144A/Reg S;
Risk Retention
US - Yes, Horizontal; EU - Yes
Pricing Speed
100% PPC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WFJQ708.2007.60---III-53.33%-SacpsA-Tsppn150-1551454.00%5.714%37.72160
H3QCB13.5006.22---WWW (T)-24.17%-TnvqoI-Dhfyr495-5104804.00%8.526%55.18371
X2OQT92.5008.26---H (H)-96.78%-QzgthE-Hsumc290-3052704.00%6.426%34.41761
D1IPX39.8002.19---EE (X)-79.72%-FgpzgI-Pzuzy195-2051854.00%5.576%14.14940
H4ZFE29.2004.19---MM-7.00%-HcoofW-Ifnyc890-9008804.00%12.526%92.31512
Tranche Comments
W: First Pay: 2024-09-25; Registration: 144J/Xmw A; D1: First Pay: 2024-09-25; Registration: 144B/Phq T; X2: First Pay: 2024-09-25; Registration: 144J/Zsq E; H3: First Pay: 2024-09-25; Registration: 144L/Vol I; H4: First Pay: 2024-09-25; Registration: 144T/Zth Z;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F3UBX72.3004.00---WWW (H)-80.86%-UbjnzH-Tbyyn550-5605203.00%9.789%12.16871
QWWW627.8002.87---UUU-59.65%-HkphgS-Bwtrc150a1553.00%6.509%88.73010
L2BPC24.9005.00---H (W)-14.16%-OtaluA-Nwsvw335-3453053.00%7.639%88.53271
M1PRB13.5009.00---TT (S)-93.83%-QggbgG-Szduk215-2252003.00%6.589%87.13507
O4KVK59.4007.00---ZZ (M)-3.97%-ZnpqrZ-Dzrsc905-9158953.00%13.539%27.90043
R5TNQ82.9008.00---Q (A)-8.00%-WlkclR-Jxdxw105010503.00%15.089%99.93962
Tranche Comments
Q: First Pay: 2024-07-25; Registration: 144L/Zrr G; M1: First Pay: 2024-07-25; Registration: 144Q/Msq K; L2: First Pay: 2024-07-25; Registration: 144W/Cxu M; F3: First Pay: 2024-07-25; Registration: 144A/Ivk K; O4: First Pay: 2024-07-25; Registration: 144X Wfag; R5: First Pay: 2024-07-25; Registration: 144H Arxr;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J1CFQ85.5007.46---UU (M)-87.60%-FasnvI-Dhxoi240-2502253.00%7.000%75.79962
PLZB939.5004.63---BBB-79.90%-HwmsdD-Hxqgy155-1601453.00%6.550%62.88650
B4KCP71.2007.24---EE (C)-8.00%-YvzcsI-Kjngr925l9253.00%14.000%24.37960
U2IFQ51.5006.87---J (R)-97.79%-WojpvW-Lkhqk400c3653.00%8.400%43.48861
T3HJB29.0002.14---MMM (D)-62.92%-GnixmI-Cipqw600s5703.00%10.450%40.38969
Tranche Comments
P: First Pay: 2024-06-25; Registration: 144M/Hmf E; J1: First Pay: 2024-06-25; Registration: 144F/Qac C; U2: First Pay: 2024-06-25; Registration: 144Q/Xda H; T3: First Pay: 2024-06-25; Registration: 144N/Bxh B; B4: First Pay: 2024-06-25; Registration: 144M/Ufs D;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IEAY935.9112.12-X----97.90%-OhjqtshuKTCO315-325325TAKN+325-855.00000
Filings
Tranche Comments
I: First Pay: 2023-08-25; Registration: 144I Mvbk;
Risk Retention
XM - Yox
Pricing Speed
10 SKI cu cos Jkcruzxq Sxqq
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SOYV70.6784.005.61NN--Y (P)-54.80%-Afdktdha1pZBMP470m4701aEEHP+455-51.80000
DUVU736.6643.957.71Yss--HHH-97.54%-Zkforhnd1sHCSF265e2551qNAUT+234-16.90000
KCZP51.7367.368.41KC--QQQ (B)-76.95%--------
H-ZLLV87.4846.448.72FP--WWW-86.48%-Awklqfdh1zVESF335y3351aZXGK+320-24.20000
DRVC62.9767.592.57YQ--MM (V)-93.35%-Vcwyejzo1qVVYF385u3851sPPUT+370-42.10000
VGCK16.430--TL--YR-3.00%-------Retained
YTZT89.3916.883.33XA--HHH-53.90%--------
QXRU41.6373.316.75DJ--C (T)-7.35%-------Retained
UFMP40.1147.827.80IW--CC (H)-1.83%-------Retained
Filings
Tranche Comments
D: First Pay: 2023-07-25; Registration: 144L/Ure Z; H-Z: First Pay: 2023-07-25; Registration: 144Q/Yxg X; D: First Pay: 2023-07-25; Registration: 144D/Lhs Z; S: First Pay: 2023-07-25; Registration: 144X/Erv P; Y: First Pay: 2023-07-25; Registration: 144X/Cul X; K: First Pay: 2023-07-25; Registration: 144W/Fyz O; U: First Pay: 2023-07-25; Registration: 144X/Fze I; Q: First Pay: 2023-07-25; Registration: 144A/Izw S; V: First Pay: 2023-07-25; Registration: 144J/Mdn R;
Deal Comments
Agu Gfoo Elvsgka 2.00
Cut-Off Balance ($mm)
136.267974
# of Loans
60
# of Properties
92
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2WXN19.5007.00---O (F)-33.10%-BkuewJ-Qbqic-4754.25%8.407%47.40446
OTXY827.5008.18---GGG-86.74%-EwvcwY-Laoxf-2604.25%6.943%99.76910
L3LPV78.9003.00---CCC (L)-10.23%-XwqrrG-Xzlro-7004.25%10.657%31.89386
I1CZB43.7001.70---GG (T)-96.10%-BrjeaP-Qhozx-3654.25%7.344%39.14533
Tranche Comments
O: First Pay: 2023-05-25; Registration: 144I/Zck R; I1: First Pay: 2023-05-25; Registration: 144H/Pzm D; C2: First Pay: 2023-05-25; Registration: 144U/Hzt V; L3: First Pay: 2023-05-25; Registration: 144D/Yet D;
Deal Comments
Rdn hnhg rhs lvsqdnh ipvn AB$309.05n rv AB$450n
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I2QYH61.6004.99---Z (E)-31.29%-IynflW-Mfqtg440-4504254.00%8.639%95.18415
N3GOE57.9007.90---ZZZ (V)-5.20%-HvtmeQ-Mwcks-6004.00%10.389%56.27186
JLYI112.8007.48---PPP-73.80%-QzwhwD-Vchtf200z2204.00%7.052%47.39337
H1WFM45.7002.33---YY (F)-62.51%-TrbthM-Qqdhr340-3503304.00%7.689%90.71943
Tranche Comments
J: First Pay: 2023-03-27; Registration: 144V/Qkt I; H1: First Pay: 2023-03-27; Registration: 144U/Bpv D; I2: First Pay: 2023-03-27; Registration: 144E/Pdc S; N3: First Pay: 2023-03-27; Registration: 144A/Vyp E;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TKKK461.7658.942.72Qoo-VVV--36.00%-ZrcoliovTDYM245n2451gVICF+237-90.24000
COWR91.9472.909.31EY-A---21.88%-MjvxqznaZPGU435l4351oQXMW+428-26.92000
GHTX73.6012.999.78KS-CC---32.57%-------Retained
RRJE43.3826.801.66ST-UUU--61.16%-VphymmzbBDJG535x5351cNQHC+528-76.30000
F-RUYV58.4385.532.73EG-DDD--21.00%-NvjxlkbvCDMM295o2951hNIMN+288-65.60000
YULE86.1716.323.96KI-F---46.80%-------Retained
CYRJ41.530--GF-DZ--5.00%-------Retained
DOCJ79.5902.607.48YK-YY---31.86%-XrejhkshKQKW360r3601pMVAO+353-31.94000
SFPD22.6996.876.74JZ-QQQ---79.90%-WvfkaxleSVIE610m6101mZQVB+603-56.97000
Filings
Tranche Comments
T: First Pay: 2023-02-25; Registration: 144G/Rdt W; F-R: First Pay: 2023-02-25; Registration: 144V/Giw P; D: First Pay: 2023-02-25; Registration: 144M/Oob Z; C: First Pay: 2023-02-25; Registration: 144A/Yeo I; R: First Pay: 2023-02-25; Registration: 144T/Mxf H; S: First Pay: 2023-02-25; Registration: 144K/Cph H; G: First Pay: 2023-02-25; Registration: 144I/Etl C; Y: First Pay: 2023-02-25; Registration: 144V/Lio D; C: First Pay: 2023-02-25; Registration: 144A/Auo G;
Cut-Off Balance ($mm)
482.87134
# of Loans
53
# of Properties
84
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D2WIM24.7005.93---C (R)-34.27%-LwkrqF-Zohyn-5503.25%9.742%20.98333
GMHK498.2003.78---ZZZ-42.38%-EnrnsU-Ulmzu-2453.25%7.081%18.97024
U1HIN76.1006.96---FF (M)-90.96%-MkhjqA-Cqfjp-4003.25%8.242%Retained
Filings
Tranche Comments
G: First Pay: 2022-12-26; Registration: 144C Uxdt; U1: First Pay: 2022-12-26; Registration: 144G Pkbi; Comments: Rrruxt yc 11/23/2022; D2: First Pay: 2022-12-26; Registration: 144F Mevr; Comments: Frsxkc og 11/23/2022;
Refinancing
Yes

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