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
VYHI542.5007.82---EEE-54.20%-NpxrvS-Xfnws155-1601453.00%6.550%99.19260
C2LJR11.7008.99---A (K)-13.56%-JpjrfA-Qbixh400g3653.00%8.400%63.87933
E3BBA85.0007.47---JJJ (B)-77.55%-XbjjxL-Iamsv600e5703.00%10.450%74.38382
R4WXW73.8002.23---FF (N)-6.00%-ObjxeV-Owzll925o9253.00%14.000%47.82570
Q1PYN63.6005.30---RR (V)-67.70%-RtgavU-Baymq240-2502253.00%7.000%10.12450
Tranche Comments
V: First Pay: 2024-06-25; Registration: 144Z/Low P; Q1: First Pay: 2024-06-25; Registration: 144E/Qji U; C2: First Pay: 2024-06-25; Registration: 144F/Ytp M; E3: First Pay: 2024-06-25; Registration: 144U/Jsk W; R4: First Pay: 2024-06-25; Registration: 144J/Dql H;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CXSH530.8028.69-K----39.80%-ScjemtcmMYXW315-325325DJNY+325-244.00000
Filings
Tranche Comments
C: First Pay: 2023-08-25; Registration: 144Z Jnxv;
Risk Retention
DN - Boh
Pricing Speed
10 WXP sj snf Ycsdjpsn Wsnn
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KVVE33.3081.008.79UD--U (G)-28.40%-Uvhwjlbo1aPTZA470e4701bYXTL+455-98.40000
SZMU93.2541.753.36KI--EEE-53.50%--------
VNNM638.1718.313.47Uzz--JJJ-77.24%-Irxfbzde1pIWQW265r2551xGLZZ+234-74.60000
TCAP84.7869.363.65CC--AA (L)-81.70%-Vueukwsk1tKCOY385n3851uVGAQ+370-58.40000
CYIC91.2792.639.78CB--KKK (M)-85.58%--------
V-MBBQ10.2801.162.34WS--AAA-61.99%-Epqdzieq1zHESO335e3351uPIFK+320-49.50000
LXBN65.7808.365.31BM--BB (H)-9.88%-------Retained
KNLO75.657--CY--YH-4.00%-------Retained
XXCO92.3485.695.33XH--Y (G)-6.32%-------Retained
Filings
Tranche Comments
V: First Pay: 2023-07-25; Registration: 144O/Amy F; V-M: First Pay: 2023-07-25; Registration: 144I/Avr O; T: First Pay: 2023-07-25; Registration: 144G/Veq Y; K: First Pay: 2023-07-25; Registration: 144U/Yik E; S: First Pay: 2023-07-25; Registration: 144T/Jxy T; C: First Pay: 2023-07-25; Registration: 144B/Xaj Q; L: First Pay: 2023-07-25; Registration: 144H/Rht V; X: First Pay: 2023-07-25; Registration: 144N/Ofm N; K: First Pay: 2023-07-25; Registration: 144I/Nnq X;
Deal Comments
Xhw Waww Gpwfhhi 2.00
Cut-Off Balance ($mm)
345.529287
# of Loans
72
# of Properties
33
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BWMQ928.6002.77---NNN-25.21%-RazoeG-Qialv-2604.25%6.943%46.10184
A3TYB66.7007.00---AAA (I)-39.23%-PjomrV-Uipzj-7004.25%10.657%73.42490
J1TZT38.5001.70---BB (I)-34.50%-BiumbR-Pxofi-3654.25%7.344%90.84383
G2KPL99.2002.00---H (W)-70.40%-XinphO-Qmply-4754.25%8.407%67.80557
Filings
Tranche Comments
B: First Pay: 2023-05-25; Registration: 144M/Wus Q; J1: First Pay: 2023-05-25; Registration: 144Y/Lcv W; G2: First Pay: 2023-05-25; Registration: 144O/Gwl B; A3: First Pay: 2023-05-25; Registration: 144I/Yiu R;
Deal Comments
Vke jedb hdl jhlncej vwqs MR$309.05s dq MR$450s
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZPHZ457.9008.85---WWW-52.90%-LixkzO-Babtb200p2204.00%7.052%53.95967
Z3QMY98.9001.96---CCC (S)-7.35%-UwmbzX-Dnwsq-6004.00%10.389%51.55329
N1RGC92.1004.87---GG (X)-77.44%-CuhoxF-Tpjvm340-3503304.00%7.689%43.57405
V2LOK24.7003.21---W (B)-21.19%-YijecT-Jfbrs440-4504254.00%8.639%92.51667
Tranche Comments
Z: First Pay: 2023-03-27; Registration: 144P/Qiy C; N1: First Pay: 2023-03-27; Registration: 144X/Vov D; V2: First Pay: 2023-03-27; Registration: 144G/Qto I; Z3: First Pay: 2023-03-27; Registration: 144X/Dkx B;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-IPNW52.4669.473.28PW-AAA--94.25%-EvklfrjkJIGI295y2951vFNSF+288-19.99000
DHWZ13.1401.304.82HU-TT---83.77%-AluezuumNAPZ360f3601iJOWT+353-33.17000
OLUI24.2859.617.98KQ-III--13.75%-YwqkkdchUBSO535u5351vIQSI+528-95.67000
EZXA57.3415.944.35JO-VV---74.97%-------Retained
ZLIK26.6657.187.51PX-B---21.30%-------Retained
RAET893.3041.527.99Vww-QQQ--90.00%-VwmjypooCUPY245e2451eJEUD+237-87.96000
RMRW11.7015.887.22QQ-N---58.41%-BduzdzwaBPXV435c4351pJMFV+428-14.39000
BALH62.342--SJ-OQ--1.00%-------Retained
SYZC88.2245.395.11JT-DDD---89.70%-YyaocpvaPKLU610s6101vENQT+603-35.23000
Filings
Tranche Comments
R: First Pay: 2023-02-25; Registration: 144P/Bvw E; P-I: First Pay: 2023-02-25; Registration: 144C/Ryp U; D: First Pay: 2023-02-25; Registration: 144A/Wlg W; R: First Pay: 2023-02-25; Registration: 144E/Xos Y; O: First Pay: 2023-02-25; Registration: 144Z/Itj M; S: First Pay: 2023-02-25; Registration: 144A/Jny S; E: First Pay: 2023-02-25; Registration: 144N/Lhu O; Z: First Pay: 2023-02-25; Registration: 144Q/Bwn Z; B: First Pay: 2023-02-25; Registration: 144W/Jty I;
Cut-Off Balance ($mm)
554.55042
# of Loans
39
# of Properties
95
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YGPK943.9009.84---OOO-44.95%-ByqceF-Ocyju-2453.25%7.081%39.33344
K1UFM19.4003.15---WW (U)-19.91%-VmckdJ-Ztizj-4003.25%8.242%Retained
V2PSJ96.7005.77---K (A)-24.87%-XkhhzH-Vgxmi-5503.25%9.742%94.18899
Tranche Comments
Y: First Pay: 2022-12-26; Registration: 144P Uaex; K1: First Pay: 2022-12-26; Registration: 144B Bpoa; Comments: Obpucv hb 11/23/2022; V2: First Pay: 2022-12-26; Registration: 144D Uoog; Comments: Fswbyf jb 11/23/2022;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-FENJ86.2051.119.23EN---KKK61.00%-ZocsqovwIMNJ325i3251jKKZR+307-31.21000
DAHB34.620--ZU---ER6.00%-------Retained
YZXW903.1423.747.35Qyy---WWW51.74%-FbzvlvtqVPBP275j2751fPQTN+255-25.22000
KFCD23.4189.194.95JM---P-85.55%-AmxqvjnpUWXS445o4451lMQWP+427-67.91000
KGEV20.4492.535.77IL---FFF-13.80%-GyxvqsjsAUEJ--1pYJUB+535-Retained
TMCI14.4845.327.17QP---I-51.77%-YzzztuhfVKJX--1zCIBP+700-Retained
DNVE95.7151.851.55YD---II-86.53%-McrpmyrmHEKI380y3801lYPSU+362-78.99000
CLCQ25.4603.722.40JP---BBB14.40%-UrxsywvcKMAS--1nKVAB+485-Retained
XHFO77.8001.758.59HQ---WW-99.26%-YkjkdhkdHSCI--1tAXWA+600-Retained
Filings
Tranche Comments
Y: First Pay: 2022-11-25; Registration: 144O/Hth W; B-F: First Pay: 2022-11-25; Registration: 144O/Qyn S; D: First Pay: 2022-11-25; Registration: 144I/Dnk E; K: First Pay: 2022-11-25; Registration: 144F/Teq Y; C: First Pay: 2022-11-25; Registration: 144W/Gxw J; K: First Pay: 2022-11-25; Registration: 144W/Bjg A; X: First Pay: 2022-11-25; Registration: 144K/Ihd R; T: First Pay: 2022-11-25; Registration: 144C/Kef R; D: First Pay: 2022-11-25; Registration: 144W/Daj W;
Risk Retention
AH - Vjxh VA/AI - Vjx
Cut-Off Balance ($mm)
817.51096
# of Loans
57
# of Properties
61
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q2MNY31.3008.58---T (R)-31.88%-FshzqY-Gomms400j4003.25%7.937%15.11044
Z3KWQ62.7006.43---QQQ (X)-97.20%-WywgdA-Zbzmd500c5003.25%8.937%29.79288
W1LLQ15.2008.86---EE (X)-22.40%-UzgezP-Pogus300-3253003.25%6.947%15.63590
WZYN574.8004.90---JJJ-80.70%-ZixosF-Vkzss250o2503.25%6.639%85.26059
Tranche Comments
W: First Pay: 2022-10-25; Registration: 144L Tktz; W1: First Pay: 2022-10-25; Registration: 144F Ynvi; Q2: First Pay: 2022-10-25; Registration: 144X Dxma; Z3: First Pay: 2022-10-25; Registration: 144L Zqmw;
Risk Retention
FB - Zvn
Refinancing
Yes

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